LOGO vs. GSG
LOGO (Alpha Brands Consumption Leaders ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - LOGO is a Mid Cap Blend Equities fund actively managed by Alpha Brands, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. LOGO is actively managed, while GSG is passively managed. Over the past year, LOGO returned 4.09% vs 49.68% for GSG. At a correlation of -0.22, they often move in opposite directions. LOGO charges 0.69%/yr vs 0.75%/yr for GSG.
Performance
LOGO vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, LOGO achieves a 0.33% return, which is significantly lower than GSG's 40.46% return.
LOGO
- 1D
- 5.13%
- 1M
- 2.53%
- YTD
- 0.33%
- 6M
- -0.33%
- 1Y
- 4.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- -1.49%
- 1M
- -5.32%
- YTD
- 40.46%
- 6M
- 38.18%
- 1Y
- 49.68%
- 3Y*
- 18.78%
- 5Y*
- 15.39%
- 10Y*
- 7.42%
LOGO vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOGO Alpha Brands Consumption Leaders ETF | 0.33% | 5.34% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 40.46% | 8.11% |
Correlation
The correlation between LOGO and GSG is -0.22, 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 | -0.22 |
Correlation (All Time) Calculated using the full available price history since May 29, 2025 | -0.22 |
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Return for Risk
LOGO vs. GSG — Risk / Return Rank
LOGO
GSG
LOGO vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) 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.
| LOGO | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.39 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 5.28 | -5.05 |
| Martin ratioReturn relative to average drawdown | 0.56 | 13.78 | -13.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOGO | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 2.17 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | -0.09 | +0.45 |
Drawdowns
LOGO vs. GSG - Drawdown Comparison
The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for LOGO and GSG.
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Drawdown Indicators
| LOGO | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -89.62% | +71.28% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -9.46% | -8.88% |
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 DrawdownCurrent decline from peak | -6.48% | -57.59% | +51.11% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -63.71% | +57.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 3.62% | +3.75% |
Volatility
LOGO vs. GSG - Volatility Comparison
Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 8.32% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.72%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier 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
| LOGO | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 7.72% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 20.48% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 23.01% | -7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 22.61% | -6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 22.03% | -6.35% |
LOGO vs. GSG - Expense Ratio Comparison
LOGO has a 0.69% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
LOGO vs. GSG - Dividend Comparison
Neither LOGO nor GSG has paid dividends to shareholders.
Frequently Asked Questions
LOGO 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.
LOGO has higher volatility (8.32%) compared to GSG (7.72%). In terms of maximum drawdown, LOGO dropped -18.34% vs GSG's -89.62%.
On 1-year performance, GSG leads with 49.68% vs 4.09% for LOGO. On fees, LOGO is cheaper at 0.69% per year. On volatility, GSG has been the lower-risk option at 7.72%. 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 49.68% return vs 4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LOGO is cheaper with a 0.69% expense ratio, compared with 0.75% for GSG.
LOGO and GSG have nearly identical dividend yields, around 0.00%.
LOGO is categorized as Mid Cap Blend Equities, while GSG is Commodities. They also come from different issuers: Alpha Brands and iShares. Their fees differ too: 0.69% for LOGO and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (2.17 vs 0.26), 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.
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