GSG vs. CCRSX
Compare and contrast key facts about iShares S&P GSCI Commodity-Indexed Trust (GSG) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).
GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.
Performance
GSG vs. CCRSX - Performance Comparison
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GSG vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
GSG
CCRSX
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.
| GSG | CCRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.83 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.66 | 2.36 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 3.35 | +0.34 |
Martin ratioReturn relative to average drawdown | 10.32 | 9.09 | +1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSG | CCRSX | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
| GSG | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -57.78% | -42.13% | -15.65% |
Average DrawdownAverage peak-to-trough decline | -63.77% | -51.17% | -12.60% |
Ulcer IndexDepth 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
| GSG | CCRSX | Difference | |
|---|---|---|---|
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% |