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ICBU.L vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICBU.L vs. GSG - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICBU.L achieves a 0.45% return, which is significantly lower than GSG's 40.46% return.


ICBU.L

1D
0.20%
1M
0.20%
YTD
0.45%
6M
0.86%
1Y
4.93%
3Y*
5.47%
5Y*
1.73%
10Y*

GSG

1D
-1.49%
1M
-5.32%
YTD
40.46%
6M
38.18%
1Y
49.68%
3Y*
18.78%
5Y*
15.39%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICBU.L vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
0.45%7.60%4.08%6.74%-9.04%-1.35%6.50%9.92%-0.45%1.36%
GSG
iShares S&P GSCI Commodity-Indexed Trust
40.46%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%12.90%

Correlation

The correlation between ICBU.L and GSG is -0.25, 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

-0.25

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

-0.13

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2017

-0.04

Over the past year, the inverse relationship between ICBU.L and GSG has strengthened: their correlation has moved from -0.04 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ICBU.L vs. GSG — Risk / Return Rank

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

ICBU.L
ICBU.L Risk / Return Rank: 4949
Overall Rank
ICBU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ICBU.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
ICBU.L Omega Ratio Rank: 5151
Omega Ratio Rank
ICBU.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
ICBU.L Martin Ratio Rank: 5151
Martin Ratio Rank

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: 6666
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7474
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.

ICBU.L vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


ICBU.LGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

2.29

5.28

-2.99

Martin ratioReturn relative to average drawdown

8.55

13.78

-5.22

ICBU.L vs. GSG - Sharpe Ratio Comparison

The current ICBU.L Sharpe Ratio is 1.62, which is comparable to the GSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ICBU.L and GSG, 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


ICBU.LGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.17

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.68

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.09

+0.70

Drawdowns

ICBU.L vs. GSG - Drawdown Comparison

The maximum ICBU.L drawdown since its inception was -13.92%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for ICBU.L and GSG.


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Drawdown Indicators


ICBU.LGSGDifference

Max Drawdown

Largest peak-to-trough decline

-13.92%

-89.62%

+75.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-9.46%

+7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-14.94%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-13.92%

-29.12%

+15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.67%

-57.59%

+56.92%

Average Drawdown

Average peak-to-trough decline

-2.78%

-63.71%

+60.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

3.62%

-3.05%

Volatility

ICBU.L vs. GSG - Volatility Comparison

The current volatility for iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) is 1.35%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that ICBU.L experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICBU.LGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

7.72%

-6.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

20.48%

-18.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

23.01%

-19.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

22.61%

-18.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

22.03%

-17.61%

ICBU.L vs. GSG - Expense Ratio Comparison

ICBU.L has a 0.15% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

ICBU.L vs. GSG - Dividend Comparison

ICBU.L's dividend yield for the trailing twelve months is around 5.54%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
5.54%4.21%3.78%2.77%1.93%1.93%2.78%2.93%2.65%0.44%

Frequently Asked Questions


ICBU.L and GSG have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICBU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICBU.L is cheaper with a 0.15% expense ratio, compared with 0.75% for GSG.

ICBU.L is categorized as Corporate Bonds, while GSG is Commodities. ICBU.L tracks Bloomberg US Corp Bond TR USD, while GSG tracks S&P GSCI Total Return Index. Their fees differ too: 0.15% for ICBU.L and 0.75% for GSG.

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