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GSG vs. CCRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSG vs. CCRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). The values are adjusted to include any dividend payments, if applicable.

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GSG vs. CCRSX - 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%3.89%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
22.65%15.37%4.86%-8.88%15.71%28.00%-1.49%6.69%-11.63%-7.99%

Returns By Period

In the year-to-date period, GSG achieves a 39.85% return, which is significantly higher than CCRSX's 22.65% return. Over the past 10 years, GSG has outperformed CCRSX with an annualized return of 9.09%, while CCRSX has yielded a comparatively lower 6.75% annualized 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%

CCRSX

1D
0.64%
1M
10.19%
YTD
22.65%
6M
29.48%
1Y
29.55%
3Y*
4.60%
5Y*
13.39%
10Y*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSG vs. CCRSX - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is lower than CCRSX's 1.05% expense ratio.


Return for Risk

GSG vs. CCRSX — 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

CCRSX
CCRSX Risk / Return Rank: 8888
Overall Rank
CCRSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 8383
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 8686
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. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.


GSGCCRSXDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.83

+0.15

Sortino ratio

Return per unit of downside risk

2.66

2.36

+0.31

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

3.70

3.35

+0.34

Martin ratio

Return relative to average drawdown

10.32

9.09

+1.23

GSG vs. CCRSX - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.98, which is comparable to the CCRSX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GSG and CCRSX, 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


GSGCCRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.83

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.06

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.04

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.00

-0.09

Correlation

The correlation between GSG and CCRSX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSG vs. CCRSX - Dividend Comparison

GSG has not paid dividends to shareholders, while CCRSX's dividend yield for the trailing twelve months is around 11.30%.


TTM20252024202320222021202020192018
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
11.30%3.98%2.95%26.59%18.97%4.82%5.51%0.86%2.91%

Drawdowns

GSG vs. CCRSX - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, roughly equal to the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for GSG and CCRSX.


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Drawdown Indicators


GSGCCRSXDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-93.56%

+3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.12%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-83.30%

+54.18%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-83.30%

+25.66%

Current Drawdown

Current decline from peak

-57.78%

-42.13%

-15.65%

Average Drawdown

Average peak-to-trough decline

-63.77%

-51.17%

-12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

3.37%

+0.90%

Volatility

GSG vs. CCRSX - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 11.08% compared to Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) at 7.10%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGCCRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

7.10%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

13.40%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

16.64%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

225.84%

-203.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

159.86%

-138.08%