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GSG vs. BCOG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSG vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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GSG vs. BCOG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
39.85%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%17.21%
BCOG.L
L&G All Commodities UCITS ETF
24.94%16.33%4.36%-7.69%15.53%27.87%-3.37%5.91%-10.04%6.14%
Different Trading Currencies

GSG is traded in USD, while BCOG.L is traded in GBp. To make them comparable, the BCOG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GSG achieves a 39.85% return, which is significantly higher than BCOG.L's 24.94% return.


GSG

1D
-1.01%
1M
24.23%
YTD
39.85%
6M
40.40%
1Y
41.63%
3Y*
17.03%
5Y*
17.93%
10Y*
9.09%

BCOG.L

1D
0.91%
1M
12.45%
YTD
24.94%
6M
32.65%
1Y
33.12%
3Y*
14.22%
5Y*
14.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSG vs. BCOG.L - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is higher than BCOG.L's 0.15% expense ratio.


Return for Risk

GSG vs. BCOG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSG
GSG Risk / Return Rank: 9191
Overall Rank
GSG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 9292
Sortino Ratio Rank
GSG Omega Ratio Rank: 8989
Omega Ratio Rank
GSG Calmar Ratio Rank: 9494
Calmar Ratio Rank
GSG Martin Ratio Rank: 8888
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 8282
Overall Rank
BCOG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 8686
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSG vs. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and L&G All Commodities UCITS ETF (BCOG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GSGBCOG.LDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.98

+0.01

Sortino ratio

Return per unit of downside risk

2.66

2.59

+0.08

Omega ratio

Gain probability vs. loss probability

1.36

1.36

0.00

Calmar ratio

Return relative to maximum drawdown

3.70

3.58

+0.12

Martin ratio

Return relative to average drawdown

10.32

8.21

+2.11

GSG vs. BCOG.L - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.98, which is comparable to the BCOG.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GSG and BCOG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSGBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.98

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.83

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.53

-0.63

Correlation

The correlation between GSG and BCOG.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSG vs. BCOG.L - Dividend Comparison

Neither GSG nor BCOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GSG vs. BCOG.L - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than BCOG.L's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for GSG and BCOG.L.


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Drawdown Indicators


GSGBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-28.15%

-61.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.54%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-27.76%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-57.78%

0.00%

-57.78%

Average Drawdown

Average peak-to-trough decline

-63.77%

-11.84%

-51.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.98%

-0.71%

Volatility

GSG vs. BCOG.L - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 11.08% compared to L&G All Commodities UCITS ETF (BCOG.L) at 7.01%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

7.01%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

12.87%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

16.71%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

16.95%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

15.81%

+5.97%