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GSG vs. WEAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSG vs. WEAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Teucrium Wheat Fund (WEAT). 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 38.94% return, which is significantly higher than WEAT's 19.23% return. Over the past 10 years, GSG has outperformed WEAT with an annualized return of 8.91%, while WEAT has yielded a comparatively lower -4.69% annualized return.


GSG

1D
0.28%
1M
13.10%
6M
25.75%
YTD
38.94%
1Y
40.53%
3Y*
14.13%
5Y*
14.47%
10Y*
8.91%
ALL TIME*
-2.13%

WEAT

1D
-3.29%
1M
6.29%
6M
13.54%
YTD
19.23%
1Y
9.47%
3Y*
-10.44%
5Y*
-7.18%
10Y*
-4.69%
ALL TIME*
-10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.60M$17.31M$26.52M
$15.37M$12.62M$15.36M

GSG vs. WEAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
38.94%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%
WEAT
Teucrium Wheat Fund
19.23%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%

Correlation

The correlation between GSG and WEAT is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.29

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.26

The correlation between GSG and WEAT shifts across timeframes, from 0.21 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GSG vs. WEAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSG
GSG Risk / Return Rank: 6767
Overall Rank
GSG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSG Omega Ratio Rank: 7171
Omega Ratio Rank
GSG Calmar Ratio Rank: 6262
Calmar Ratio Rank
GSG Martin Ratio Rank: 5959
Martin Ratio Rank

WEAT
WEAT Risk / Return Rank: 2222
Overall Rank
WEAT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 2222
Sortino Ratio Rank
WEAT Omega Ratio Rank: 2121
Omega Ratio Rank
WEAT Calmar Ratio Rank: 2323
Calmar Ratio Rank
WEAT Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSG vs. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and Teucrium Wheat Fund (WEAT). 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.


GSGWEATDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.29

1.09

+0.20

Calmar ratioReturn relative to maximum drawdown

2.16

0.66

+1.51

Martin ratioReturn relative to average drawdown

6.99

1.67

+5.32

GSG vs. WEAT - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.68, which is higher than the WEAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GSG and WEAT, 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. WEAT - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than WEAT's maximum drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for GSG and WEAT.


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Drawdown Indicators


GSGWEATDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-84.32%

-5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-14.44%

-4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-40.21%

+21.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-67.83%

+38.71%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-67.83%

+10.19%

Current Drawdown

Current decline from peak

-58.05%

-81.22%

+23.17%

Average Drawdown

Average peak-to-trough decline

-63.67%

-63.30%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

5.77%

+0.07%

Volatility

GSG vs. WEAT - Volatility Comparison

The current volatility for iShares S&P GSCI Commodity-Indexed Trust (GSG) is 8.11%, while Teucrium Wheat Fund (WEAT) has a volatility of 8.78%. This indicates that GSG experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGWEATDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.11%

8.78%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

19.79%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.23%

22.84%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

30.33%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

26.84%

-4.78%

GSG vs. WEAT - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is lower than WEAT's 1.91% expense ratio.


Dividends

GSG vs. WEAT - Dividend Comparison

Neither GSG nor WEAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GSG and WEAT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEAT has higher volatility (8.78%) compared to GSG (8.11%). In terms of maximum drawdown, GSG dropped -89.62% vs WEAT's -84.32%.

On 10-year performance, GSG leads with 8.91% vs -4.69% for WEAT. On fees, GSG is cheaper at 0.75% per year. On volatility, GSG has been the lower-risk option at 8.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSG has performed better with a 8.91% return vs -4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 1.91% for WEAT.

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

GSG is categorized as Commodities, while WEAT is Agricultural Commodities. GSG tracks S&P GSCI Total Return Index, while WEAT tracks Teucrium Wheat Index (TWEAT). They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.75% for GSG and 1.91% for WEAT.

GSG currently has the higher Sharpe Ratio (1.68 vs 0.42), 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 WEAT

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