LTTI vs. GSG
LTTI (FT Vest 20+ Year Treasury & Target Income ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - LTTI is a Derivative Income fund actively managed by FT Vest, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. LTTI is actively managed, while GSG is passively managed. Over the past year, LTTI returned -2.61% vs 42.34% for GSG. Their -0.35 correlation means they have often moved in opposite directions in the past. LTTI charges 0.65%/yr vs 0.75%/yr for GSG.
Performance
LTTI vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, LTTI achieves a -4.10% return, which is significantly lower than GSG's 38.94% return.
LTTI
- 1D
- -0.74%
- 1M
- -3.51%
- 6M
- -4.04%
- YTD
- -4.10%
- 1Y
- -2.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.21%
GSG
- 1D
- 0.28%
- 1M
- 12.94%
- 6M
- 25.75%
- YTD
- 38.94%
- 1Y
- 42.34%
- 3Y*
- 14.13%
- 5Y*
- 14.47%
- 10Y*
- 8.91%
- ALL TIME*
- -2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.60M | $17.31M | $26.52M | |
| $120.18K | $116.89K | $129.92K |
LTTI vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LTTI FT Vest 20+ Year Treasury & Target Income ETF | -4.10% | 2.43% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 38.94% | 1.72% |
Correlation
The correlation between LTTI and GSG is -0.41, 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. | -0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | -0.35 |
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Return for Risk
LTTI vs. GSG — Risk / Return Rank
LTTI
GSG
LTTI vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest 20+ Year Treasury & Target Income ETF (LTTI) 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.
| LTTI | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.16 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.39 | 6.99 | -7.38 |
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Drawdowns
LTTI vs. GSG - Drawdown Comparison
The maximum LTTI drawdown since its inception was -9.02%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for LTTI and GSG.
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Drawdown Indicators
| LTTI | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.02% | -89.62% | +80.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -18.81% | +11.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.81% | — |
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 | -7.63% | -58.05% | +50.42% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -63.67% | +59.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 5.84% | -2.40% |
Volatility
LTTI vs. GSG - Volatility Comparison
The current volatility for FT Vest 20+ Year Treasury & Target Income ETF (LTTI) is 2.24%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.11%. This indicates that LTTI 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
| LTTI | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 8.11% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 6.27% | 22.18% | -15.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.45% | 24.23% | -15.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.05% | 22.86% | -12.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.05% | 22.06% | -12.01% |
LTTI vs. GSG - Expense Ratio Comparison
LTTI has a 0.65% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
LTTI vs. GSG - Dividend Comparison
LTTI's dividend yield for the trailing twelve months is around 9.55%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% |
LTTI FT Vest 20+ Year Treasury & Target Income ETF | 8.74% | 7.08% |
Frequently Asked Questions
LTTI and GSG have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.11%) compared to LTTI (2.24%). In terms of maximum drawdown, LTTI dropped -9.02% vs GSG's -89.62%.
On 1-year performance, GSG leads with 42.34% vs -2.61% for LTTI. On fees, LTTI is cheaper at 0.65% per year. On volatility, LTTI has been the lower-risk option at 2.24%. 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 42.34% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LTTI is cheaper with a 0.65% expense ratio, compared with 0.75% for GSG.
LTTI has the higher dividend yield at 8.74%, compared with 0.00% for GSG.
LTTI is categorized as Derivative Income, while GSG is Commodities. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.65% for LTTI and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (1.68 vs -0.16), 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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