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

Performance

ITOT vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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, ITOT achieves a 9.48% return, which is significantly lower than GSG's 42.11% return. Over the past 10 years, ITOT has outperformed GSG with an annualized return of 14.42%, while GSG has yielded a comparatively lower 8.71% annualized return.


ITOT

1D
0.07%
1M
0.48%
6M
7.83%
YTD
9.48%
1Y
17.56%
3Y*
18.70%
5Y*
11.47%
10Y*
14.42%
ALL TIME*
10.52%

GSG

1D
-1.12%
1M
13.47%
6M
32.35%
YTD
42.11%
1Y
46.16%
3Y*
15.32%
5Y*
15.35%
10Y*
8.71%
ALL TIME*
-2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.36M$16.94M$27.13M
$228.53M$259.55M$322.53M

ITOT vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITOT
iShares Core S&P Total U.S. Stock Market ETF
9.48%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.11%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between ITOT and GSG is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.17

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

0.01

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

0.14

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

0.23

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

0.30

The correlation between ITOT and GSG shifts across timeframes, from -0.17 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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

ITOT vs. GSG — Risk / Return Rank

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

ITOT
ITOT Risk / Return Rank: 6161
Overall Rank
ITOT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 5858
Sortino Ratio Rank
ITOT Omega Ratio Rank: 5858
Omega Ratio Rank
ITOT Calmar Ratio Rank: 5858
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7171
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7474
Overall Rank
GSG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 7878
Sortino Ratio Rank
GSG Omega Ratio Rank: 7878
Omega Ratio Rank
GSG Calmar Ratio Rank: 6868
Calmar Ratio Rank
GSG Martin Ratio Rank: 6464
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.

ITOT vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.


ITOTGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.04

2.39

-0.36

Martin ratioReturn relative to average drawdown

8.79

7.82

+0.97

ITOT vs. GSG - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 1.40, which is comparable to the GSG Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ITOT 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...

Drawdowns

ITOT vs. GSG - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for ITOT and GSG.


Loading charts...

Drawdown Indicators


ITOTGSGDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-89.62%

+34.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-18.81%

+9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-18.81%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-29.12%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-57.64%

+22.64%

Current Drawdown

Current decline from peak

-2.31%

-57.10%

+54.79%

Average Drawdown

Average peak-to-trough decline

-6.94%

-63.68%

+56.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

5.75%

-3.69%

Volatility

ITOT vs. GSG - Volatility Comparison

The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.06%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.47%. This indicates that ITOT 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


ITOTGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

6.47%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

21.68%

-11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

23.69%

-10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

22.75%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

22.01%

-3.76%

ITOT vs. GSG - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

ITOT vs. GSG - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.02%, 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%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.02%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Frequently Asked Questions


ITOT and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (6.47%) compared to ITOT (3.06%). In terms of maximum drawdown, ITOT dropped -55.20% vs GSG's -89.62%.

On 10-year performance, ITOT leads with 14.42% vs 8.71% for GSG. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITOT has performed better with a 14.42% return vs 8.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.75% for GSG.

ITOT has the higher dividend yield at 1.02%, compared with 0.00% for GSG.

ITOT is categorized as Large Cap Blend Equities, while GSG is Commodities. ITOT tracks S&P Total Market Index, while GSG tracks S&P GSCI Total Return Index. Their fees differ too: 0.03% for ITOT and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.90 vs 1.40), 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 ITOT 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