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IJS vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) 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, IJS achieves a 19.33% return, which is significantly lower than GSG's 32.61% return. Over the past 10 years, IJS has outperformed GSG with an annualized return of 10.54%, while GSG has yielded a comparatively lower 6.89% annualized return.


IJS

1D
1.07%
1M
7.82%
YTD
19.33%
6M
16.46%
1Y
41.83%
3Y*
14.27%
5Y*
6.19%
10Y*
10.54%

GSG

1D
-1.23%
1M
-10.56%
YTD
32.61%
6M
33.30%
1Y
32.73%
3Y*
16.62%
5Y*
13.86%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF
19.33%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
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%

Correlation

The correlation between IJS and GSG is -0.18, 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

-0.18

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

0.03

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

0.18

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2006

0.30

The correlation between IJS and GSG shifts across timeframes, from -0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IJS vs. GSG — Risk / Return Rank

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

IJS
IJS Risk / Return Rank: 7979
Overall Rank
IJS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 7979
Sortino Ratio Rank
IJS Omega Ratio Rank: 7272
Omega Ratio Rank
IJS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJS Martin Ratio Rank: 8282
Martin Ratio Rank

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
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.

IJS vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.

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.


IJSGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

4.22

3.05

+1.17

Martin ratioReturn relative to average drawdown

13.93

9.32

+4.61

IJS vs. GSG - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.13, which is higher than the GSG Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IJS 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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Drawdowns

IJS vs. GSG - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for IJS and GSG.


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Drawdown Indicators


IJSGSGDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-89.62%

+29.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-12.05%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-14.94%

-13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-29.12%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-57.64%

+9.96%

Current Drawdown

Current decline from peak

0.00%

-59.96%

+59.96%

Average Drawdown

Average peak-to-trough decline

-9.88%

-63.69%

+53.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.94%

-1.12%

Volatility

IJS vs. GSG - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 4.88%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.25%. This indicates that IJS 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


IJSGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

6.25%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

20.77%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

23.25%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

22.66%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

22.04%

+1.56%

IJS vs. GSG - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

IJS vs. GSG - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.25%, while GSG has not paid dividends to shareholders.


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%
IJS
iShares S&P SmallCap 600 Value ETF
1.25%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Frequently Asked Questions


IJS and GSG have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (6.25%) compared to IJS (4.88%). In terms of maximum drawdown, IJS dropped -60.11% vs GSG's -89.62%.

On 10-year performance, IJS leads with 10.54% vs 6.89% for GSG. On fees, IJS is cheaper at 0.25% per year. On volatility, IJS has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJS has performed better with a 10.54% return vs 6.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJS is cheaper with a 0.25% expense ratio, compared with 0.75% for GSG.

IJS has the higher dividend yield at 1.25%, compared with 0.00% for GSG.

IJS is categorized as Small Cap Value Equities, while GSG is Commodities. IJS tracks S&P SmallCap 600 Value Index, while GSG tracks S&P GSCI Total Return Index. Their fees differ too: 0.25% for IJS and 0.75% for GSG.

IJS currently has the higher Sharpe Ratio (2.13 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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