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IWC vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWC vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Micro-Cap ETF (IWC) 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, IWC achieves a 25.23% return, which is significantly lower than GSG's 32.52% return. Over the past 10 years, IWC has outperformed GSG with an annualized return of 11.37%, while GSG has yielded a comparatively lower 8.03% annualized return.


IWC

1D
-0.58%
1M
-1.00%
6M
18.27%
YTD
25.23%
1Y
50.69%
3Y*
21.78%
5Y*
7.38%
10Y*
11.37%
ALL TIME*
7.91%

GSG

1D
0.36%
1M
5.78%
6M
21.95%
YTD
32.52%
1Y
37.47%
3Y*
12.51%
5Y*
14.20%
10Y*
8.03%
ALL TIME*
-2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.96M$16.42M$22.87M
$12.18M$12.46M$17.95M

IWC vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWC
iShares Micro-Cap ETF
25.23%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.52%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between IWC and GSG is -0.22, 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.

-0.22

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

-0.01

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

0.12

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

0.21

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

0.27

The correlation between IWC and GSG shifts across timeframes, from -0.22 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWC vs. GSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWC
IWC Risk / Return Rank: 8080
Overall Rank
IWC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWC Omega Ratio Rank: 7070
Omega Ratio Rank
IWC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWC Martin Ratio Rank: 8484
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IWC vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap ETF (IWC) 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.


IWCGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

4.10

2.00

+2.10

Martin ratioReturn relative to average drawdown

12.99

6.32

+6.67

IWC vs. GSG - Sharpe Ratio Comparison

The current IWC Sharpe Ratio is 2.11, which is higher than the GSG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IWC 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

IWC vs. GSG - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for IWC and GSG.


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Drawdown Indicators


IWCGSGDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-89.62%

+25.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-18.81%

+6.38%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-18.81%

-10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-29.12%

-11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-57.64%

+10.43%

Current Drawdown

Current decline from peak

-1.81%

-59.99%

+58.18%

Average Drawdown

Average peak-to-trough decline

-15.17%

-63.67%

+48.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

5.94%

-2.03%

Volatility

IWC vs. GSG - Volatility Comparison

The current volatility for iShares Micro-Cap ETF (IWC) is 5.90%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.99%. This indicates that IWC 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


IWCGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

8.99%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.39%

21.89%

-3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

24.44%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

22.90%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

22.08%

+2.43%

IWC vs. GSG - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

IWC vs. GSG - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 0.96%, 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%
IWC
iShares Micro-Cap ETF
0.96%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%

Frequently Asked Questions


IWC and GSG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (8.99%) compared to IWC (5.90%). In terms of maximum drawdown, IWC dropped -64.61% vs GSG's -89.62%.

On 10-year performance, IWC leads with 11.37% vs 8.03% for GSG. On fees, IWC is cheaper at 0.60% per year. On volatility, IWC has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWC has performed better with a 11.37% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWC is cheaper with a 0.60% expense ratio, compared with 0.75% for GSG.

IWC has the higher dividend yield at 0.96%, compared with 0.00% for GSG.

IWC is categorized as Small Cap Blend Equities, while GSG is Commodities. IWC tracks Russell Microcap Index, while GSG tracks S&P GSCI Total Return Index. Their fees differ too: 0.60% for IWC and 0.75% for GSG.

IWC currently has the higher Sharpe Ratio (2.11 vs 1.54), 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 IWC 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.

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