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GSG vs. PDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSG vs. PDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Invesco Dorsey Wright Momentum ETF (PDP). 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 32.61% return, which is significantly higher than PDP's 25.21% return. Over the past 10 years, GSG has underperformed PDP with an annualized return of 6.89%, while PDP has yielded a comparatively higher 13.75% annualized return.


GSG

1D
-1.23%
1M
-10.40%
YTD
32.61%
6M
33.30%
1Y
36.64%
3Y*
16.62%
5Y*
13.86%
10Y*
6.89%

PDP

1D
1.04%
1M
2.51%
YTD
25.21%
6M
24.09%
1Y
37.56%
3Y*
23.29%
5Y*
10.97%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSG vs. PDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.61%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%
PDP
Invesco Dorsey Wright Momentum ETF
25.21%8.37%26.06%20.88%-24.49%7.72%36.59%33.13%-5.96%23.30%

Correlation

The correlation between GSG and PDP is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.03

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

0.17

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

0.29

The correlation between GSG and PDP shifts across timeframes, from -0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSG vs. PDP — Risk / Return Rank

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

GSG
GSG Risk / Return Rank: 5757
Overall Rank
GSG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 4949
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSG Martin Ratio Rank: 6060
Martin Ratio Rank

PDP
PDP Risk / Return Rank: 6161
Overall Rank
PDP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PDP Sortino Ratio Rank: 5252
Sortino Ratio Rank
PDP Omega Ratio Rank: 5353
Omega Ratio Rank
PDP Calmar Ratio Rank: 7272
Calmar Ratio Rank
PDP Martin Ratio Rank: 7070
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. PDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and Invesco Dorsey Wright Momentum ETF (PDP). 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.


GSGPDPDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

3.05

3.18

-0.12

Martin ratioReturn relative to average drawdown

9.32

11.21

-1.89

GSG vs. PDP - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.58, which is comparable to the PDP Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of GSG and PDP, 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. PDP - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than PDP's maximum drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for GSG and PDP.


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Drawdown Indicators


GSGPDPDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-59.34%

-30.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-11.87%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

-23.79%

+8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-33.91%

+4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-34.70%

-22.94%

Current Drawdown

Current decline from peak

-59.96%

0.00%

-59.96%

Average Drawdown

Average peak-to-trough decline

-63.69%

-10.59%

-53.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.36%

+0.58%

Volatility

GSG vs. PDP - Volatility Comparison

The current volatility for iShares S&P GSCI Commodity-Indexed Trust (GSG) is 6.25%, while Invesco Dorsey Wright Momentum ETF (PDP) has a volatility of 7.89%. This indicates that GSG experiences smaller price fluctuations and is considered to be less risky than PDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

7.89%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

18.31%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

22.72%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

22.15%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

21.66%

+0.38%

GSG vs. PDP - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is higher than PDP's 0.62% expense ratio.


Dividends

GSG vs. PDP - Dividend Comparison

GSG has not paid dividends to shareholders, while PDP's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
PDP
Invesco Dorsey Wright Momentum ETF
0.11%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%

Frequently Asked Questions


GSG and PDP have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDP has higher volatility (7.89%) compared to GSG (6.25%). In terms of maximum drawdown, GSG dropped -89.62% vs PDP's -59.34%.

On 10-year performance, PDP leads with 13.75% vs 6.89% for GSG. On fees, PDP is cheaper at 0.62% per year. On volatility, GSG has been the lower-risk option at 6.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PDP has performed better with a 13.75% return vs 6.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDP is cheaper with a 0.62% expense ratio, compared with 0.75% for GSG.

PDP has the higher dividend yield at 0.11%, compared with 0.00% for GSG.

GSG is categorized as Commodities, while PDP is Momentum. GSG tracks S&P GSCI Total Return Index, while PDP tracks Dorsey Wright Technical Leaders Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.75% for GSG and 0.62% for PDP.

PDP currently has the higher Sharpe Ratio (1.66 vs 1.58), 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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