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GSG vs. EUR=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GSG vs. EUR=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and USD/EUR (EUR=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSG is traded in USD, while EUR=X is traded in EUR. To make them comparable, the EUR=X values have been converted to USD using the latest available exchange rates.

Returns By Period


GSG

1D
1.57%
1M
1.37%
6M
28.74%
YTD
34.43%
1Y
38.08%
3Y*
15.01%
5Y*
14.34%
10Y*
7.57%

EUR=X

1D
0.02%
1M
-0.00%
6M
0.01%
YTD
-0.00%
1Y
-0.03%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSG vs. EUR=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
34.43%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%
EUR=X
USD/EUR
-0.00%-0.03%0.01%0.07%-0.18%0.16%-0.12%0.27%-0.19%0.11%

Correlation

The correlation between GSG and EUR=X is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

-0.04

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Return for Risk

GSG vs. EUR=X — Risk / Return Rank

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

GSG
GSG Risk / Return Rank: 5656
Overall Rank
GSG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5959
Sortino Ratio Rank
GSG Omega Ratio Rank: 6060
Omega Ratio Rank
GSG Calmar Ratio Rank: 5151
Calmar Ratio Rank
GSG Martin Ratio Rank: 5151
Martin Ratio Rank

EUR=X
EUR=X Risk / Return Rank: 6262
Overall Rank
EUR=X Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EUR=X Sortino Ratio Rank: 6262
Sortino Ratio Rank
EUR=X Omega Ratio Rank: 6161
Omega Ratio Rank
EUR=X Calmar Ratio Rank: 6161
Calmar Ratio Rank
EUR=X Martin Ratio Rank: 6262
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. EUR=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and USD/EUR (EUR=X). 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.


GSGEUR=XDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.29

0.99

+0.30

Calmar ratioReturn relative to maximum drawdown

2.03

-0.06

+2.10

Martin ratioReturn relative to average drawdown

6.88

-0.28

+7.16

GSG vs. EUR=X - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.63, which is higher than the EUR=X Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GSG and EUR=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSG vs. EUR=X - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than EUR=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for GSG and EUR=X.


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Drawdown Indicators


GSGEUR=XDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-1.76%

-87.86%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-0.43%

-18.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-0.81%

-18.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-0.81%

-28.31%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-1.22%

-56.42%

Current Drawdown

Current decline from peak

-59.41%

-0.74%

-58.67%

Average Drawdown

Average peak-to-trough decline

-63.69%

-0.72%

-62.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

0.10%

+5.45%

Volatility

GSG vs. EUR=X - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 7.37% compared to USD/EUR (EUR=X) at 0.17%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGEUR=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

0.17%

+7.20%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

0.60%

+20.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.48%

0.75%

+22.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

0.73%

+22.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

1.12%

+20.88%

Frequently Asked Questions


GSG and EUR=X have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.37%) compared to EUR=X (0.17%). In terms of maximum drawdown, GSG dropped -89.62% vs EUR=X's -1.76%.

GSG currently has the higher Sharpe Ratio (1.63 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GSG and EUR=X

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

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