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GSG vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSG vs. GLDM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GSG achieves a 42.58% return, which is significantly higher than GLDM's 3.00% return.


GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%

GLDM

1D
-0.96%
1M
-1.62%
YTD
3.00%
6M
5.60%
1Y
32.42%
3Y*
31.49%
5Y*
18.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSG vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-19.43%
GLDM
SPDR Gold MiniShares Trust
3.00%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%

Correlation

The correlation between GSG and GLDM is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.23

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.17

The correlation between GSG and GLDM shifts across timeframes, from 0.11 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GSG vs. GLDM — Risk / Return Rank

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

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3232
Overall Rank
GLDM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and SPDR Gold MiniShares Trust (GLDM). 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.


GSGGLDMDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.40

1.25

+0.16

Calmar ratioReturn relative to maximum drawdown

5.47

1.70

+3.77

Martin ratioReturn relative to average drawdown

14.39

4.23

+10.16

GSG vs. GLDM - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 2.26, which is higher than the GLDM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GSG and GLDM, 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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Sharpe Ratios by Period


GSGGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.24

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.04

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.02

-1.10

Drawdowns

GSG vs. GLDM - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for GSG and GLDM.


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Drawdown Indicators


GSGGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-21.63%

-67.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-19.14%

+9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-19.14%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-20.92%

-8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-56.95%

-17.65%

-39.30%

Average Drawdown

Average peak-to-trough decline

-63.71%

-6.22%

-57.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

7.69%

-4.10%

Volatility

GSG vs. GLDM - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 7.65% compared to SPDR Gold MiniShares Trust (GLDM) at 5.47%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

5.47%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

20.42%

22.99%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

26.39%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

17.91%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.03%

16.85%

+5.18%

GSG vs. GLDM - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

GSG vs. GLDM - Dividend Comparison

Neither GSG nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GSG and GLDM have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to GLDM (5.47%). In terms of maximum drawdown, GSG dropped -89.62% vs GLDM's -21.63%.

On 5-year performance, GLDM leads with 18.49% vs 15.74% for GSG. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 5.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 18.49% return vs 15.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.75% for GSG.

GSG and GLDM have nearly identical dividend yields, around 0.00%.

GSG is categorized as Commodities, while GLDM is Gold. GSG tracks S&P GSCI Total Return Index, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.75% for GSG and 0.10% for GLDM.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.24), 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

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