PortfoliosLab logoPortfoliosLab logo
GSG vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSG vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


GSG

1D
-2.68%
1M
9.90%
6M
27.47%
YTD
35.21%
1Y
38.52%
3Y*
13.26%
5Y*
14.69%
10Y*
8.24%
ALL TIME*
-2.27%

CCOM

1D
-0.06%
1M
-1.27%
6M
0.22%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$489.06$1.63K$4.84K
$17.98M$16.40M$25.53M

GSG vs. CCOM - Yearly Performance Comparison


Correlation

The correlation between GSG and CCOM is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GSG vs. CCOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSG
GSG Risk / Return Rank: 6161
Overall Rank
GSG Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6464
Sortino Ratio Rank
GSG Omega Ratio Rank: 6464
Omega Ratio Rank
GSG Calmar Ratio Rank: 5757
Calmar Ratio Rank
GSG Martin Ratio Rank: 5555
Martin Ratio Rank

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSG vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSGCCOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

6.61

GSG vs. CCOM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

GSG vs. CCOM - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for GSG and CCOM.


Loading charts...

Drawdown Indicators


GSGCCOMDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-7.44%

-82.18%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-59.18%

-5.67%

-53.51%

Average Drawdown

Average peak-to-trough decline

-63.67%

-3.35%

-60.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

Volatility

GSG vs. CCOM - Volatility Comparison


Loading charts...

Volatility by Period


GSGCCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

Volatility (6M)

Calculated over the trailing 6-month period

22.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

12.48%

+11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

12.48%

+10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.07%

12.48%

+9.59%

GSG vs. CCOM - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is lower than CCOM's 0.99% expense ratio.


Dividends

GSG vs. CCOM - Dividend Comparison

GSG has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.


Frequently Asked Questions


GSG and CCOM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSG is cheaper with a 0.75% expense ratio, compared with 0.99% for CCOM.

CCOM has the higher dividend yield at 1.26%, compared with 0.00% for GSG.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.75% for GSG and 0.99% for CCOM.

Portfolio Optimizer

Find the right allocation for GSG and CCOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer