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GSG vs. PIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSG vs. PIT - Performance Comparison

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

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GSG vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
39.85%5.93%8.52%-5.51%2.51%
PIT
VanEck Commodity Strategy ETF
37.04%21.63%6.77%-4.54%2.74%

Returns By Period

In the year-to-date period, GSG achieves a 39.85% return, which is significantly higher than PIT's 37.04% 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%

PIT

1D
-0.55%
1M
18.54%
YTD
37.04%
6M
43.92%
1Y
54.67%
3Y*
21.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSG vs. PIT - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is higher than PIT's 0.55% expense ratio.


Return for Risk

GSG vs. PIT — 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

PIT
PIT Risk / Return Rank: 9696
Overall Rank
PIT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 9696
Sortino Ratio Rank
PIT Omega Ratio Rank: 9595
Omega Ratio Rank
PIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
PIT Martin Ratio Rank: 9696
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and VanEck Commodity Strategy ETF (PIT). 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.


GSGPITDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.59

-0.60

Sortino ratio

Return per unit of downside risk

2.66

3.18

-0.51

Omega ratio

Gain probability vs. loss probability

1.36

1.46

-0.11

Calmar ratio

Return relative to maximum drawdown

3.70

4.85

-1.16

Martin ratio

Return relative to average drawdown

10.32

17.48

-7.16

GSG vs. PIT - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.98, which is comparable to the PIT Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of GSG and PIT, 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


GSGPITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.59

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.10

-1.19

Correlation

The correlation between GSG and PIT is 0.93, 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. PIT - Dividend Comparison

GSG has not paid dividends to shareholders, while PIT's dividend yield for the trailing twelve months is around 6.51%.


TTM202520242023
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%
PIT
VanEck Commodity Strategy ETF
6.51%8.92%3.59%6.44%

Drawdowns

GSG vs. PIT - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than PIT's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for GSG and PIT.


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Drawdown Indicators


GSGPITDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-12.27%

-77.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.66%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-57.78%

-0.55%

-57.23%

Average Drawdown

Average peak-to-trough decline

-63.77%

-4.06%

-59.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

3.24%

+1.03%

Volatility

GSG vs. PIT - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 11.08% compared to VanEck Commodity Strategy ETF (PIT) at 10.09%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

10.09%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

17.34%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

21.28%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

17.04%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

17.04%

+4.74%