PortfoliosLab logoPortfoliosLab logo
IOPP vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOPP vs. GSG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IOPP achieves a -9.08% return, which is significantly lower than GSG's 42.58% return.


IOPP

1D
-1.09%
1M
0.04%
YTD
-9.08%
6M
-6.49%
1Y
-6.43%
3Y*
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOPP vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024
IOPP
Simplify Tara India Opportunities ETF
-9.08%1.86%14.13%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%3.13%

Correlation

The correlation between IOPP and GSG is -0.31, 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

-0.31

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2024

-0.09

Over the past year, the inverse relationship between IOPP and GSG has strengthened: their correlation has moved from -0.09 to -0.31, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IOPP vs. GSG — Risk / Return Rank

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

IOPP
IOPP Risk / Return Rank: 55
Overall Rank
IOPP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IOPP Sortino Ratio Rank: 55
Sortino Ratio Rank
IOPP Omega Ratio Rank: 55
Omega Ratio Rank
IOPP Calmar Ratio Rank: 66
Calmar Ratio Rank
IOPP Martin Ratio Rank: 55
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: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

IOPP vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Tara India Opportunities ETF (IOPP) 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.


IOPPGSGDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.32

Omega ratioGain probability vs. loss probability

0.95

1.40

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.33

5.47

-5.81

Martin ratioReturn relative to average drawdown

-0.89

14.39

-15.28

IOPP vs. GSG - Sharpe Ratio Comparison

The current IOPP Sharpe Ratio is -0.38, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of IOPP 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.


Loading charts...

Sharpe Ratios by Period


IOPPGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

2.26

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.09

+0.24

Drawdowns

IOPP vs. GSG - Drawdown Comparison

The maximum IOPP drawdown since its inception was -23.67%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for IOPP and GSG.


Loading charts...

Drawdown Indicators


IOPPGSGDifference

Max Drawdown

Largest peak-to-trough decline

-23.67%

-89.62%

+65.95%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-9.46%

-9.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

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

-16.96%

-56.95%

+39.99%

Average Drawdown

Average peak-to-trough decline

-8.85%

-63.71%

+54.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

3.59%

+3.65%

Volatility

IOPP vs. GSG - Volatility Comparison

The current volatility for Simplify Tara India Opportunities ETF (IOPP) is 5.78%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that IOPP 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.


Loading charts...

Volatility by Period


IOPPGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.65%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

20.42%

-6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

22.95%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

22.61%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

22.03%

-5.25%

IOPP vs. GSG - Expense Ratio Comparison

IOPP has a 0.73% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

IOPP vs. GSG - Dividend Comparison

IOPP's dividend yield for the trailing twelve months is around 0.20%, while GSG has not paid dividends to shareholders.


PositionTTM20252024
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%
IOPP
Simplify Tara India Opportunities ETF
0.20%0.29%6.96%

Frequently Asked Questions


IOPP and GSG have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to IOPP (5.78%). In terms of maximum drawdown, IOPP dropped -23.67% vs GSG's -89.62%.

On 1-year performance, GSG leads with 51.52% vs -6.43% for IOPP. On fees, IOPP is cheaper at 0.73% per year. On volatility, IOPP has been the lower-risk option at 5.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSG has performed better with a 51.52% return vs -6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IOPP is cheaper with a 0.73% expense ratio, compared with 0.75% for GSG.

IOPP has the higher dividend yield at 0.20%, compared with 0.00% for GSG.

IOPP is categorized as Asia Pacific Equities, while GSG is Commodities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.73% for IOPP and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs -0.38), 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 IOPP and GSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer