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INCO vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INCO vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) 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, INCO achieves a -9.63% return, which is significantly lower than GSG's 33.95% return. Over the past 10 years, INCO has outperformed GSG with an annualized return of 8.02%, while GSG has yielded a comparatively lower 7.61% annualized return.


INCO

1D
-0.37%
1M
-1.33%
6M
-8.14%
YTD
-9.63%
1Y
-9.50%
3Y*
5.68%
5Y*
6.64%
10Y*
8.02%

GSG

1D
-0.93%
1M
4.15%
6M
29.74%
YTD
33.95%
1Y
37.41%
3Y*
15.32%
5Y*
14.20%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INCO vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INCO
Columbia India Consumer ETF
-9.63%0.59%12.70%34.63%-7.01%19.28%14.55%-4.22%-10.81%53.28%
GSG
iShares S&P GSCI Commodity-Indexed Trust
33.95%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between INCO and GSG is -0.34, 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

-0.34

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

-0.08

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

0.02

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2011

0.15

The correlation between INCO and GSG shifts across timeframes, from -0.34 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

INCO vs. GSG — Risk / Return Rank

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

INCO
INCO Risk / Return Rank: 55
Overall Rank
INCO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 44
Sortino Ratio Rank
INCO Omega Ratio Rank: 55
Omega Ratio Rank
INCO Calmar Ratio Rank: 66
Calmar Ratio Rank
INCO Martin Ratio Rank: 44
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5454
Overall Rank
GSG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSG Omega Ratio Rank: 5757
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSG Martin Ratio Rank: 4949
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.

INCO vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) 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.


INCOGSGDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

0.92

1.29

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.45

2.00

-2.44

Martin ratioReturn relative to average drawdown

-1.02

6.66

-7.68

INCO vs. GSG - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is -0.56, which is lower than the GSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of INCO 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

INCO vs. GSG - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for INCO and GSG.


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Drawdown Indicators


INCOGSGDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-89.62%

+41.93%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-18.81%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.98%

-18.81%

-11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-29.12%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

-57.64%

+9.95%

Current Drawdown

Current decline from peak

-23.04%

-59.56%

+36.52%

Average Drawdown

Average peak-to-trough decline

-10.66%

-63.68%

+53.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.38%

5.63%

+3.75%

Volatility

INCO vs. GSG - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 3.58%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.17%. This indicates that INCO 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


INCOGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

7.17%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

21.54%

-7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

23.48%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

22.80%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

22.00%

-1.72%

INCO vs. GSG - Expense Ratio Comparison

Both INCO and GSG have an expense ratio of 0.75%.


Dividends

INCO vs. GSG - Dividend Comparison

Neither INCO nor GSG has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%

Frequently Asked Questions


INCO and GSG have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.17%) compared to INCO (3.58%). In terms of maximum drawdown, INCO dropped -47.69% vs GSG's -89.62%.

On 10-year performance, INCO leads with 8.02% vs 7.61% for GSG. Both ETFs have the same 0.75% expense ratio. On volatility, INCO has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, INCO has performed better with a 8.02% return vs 7.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INCO and GSG have the same expense ratio: 0.75% per year.

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

INCO is categorized as India Equities, while GSG is Commodities. INCO tracks Indxx India Consumer Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Ameriprise Financial and iShares.

GSG currently has the higher Sharpe Ratio (1.60 vs -0.56), 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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