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MILK vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MILK vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows Bond ETF (MILK) 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, MILK achieves a 2.18% return, which is significantly lower than GSG's 42.58% return.


MILK

1D
-0.24%
1M
1.10%
YTD
2.18%
6M
1.55%
1Y
9.23%
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)

MILK vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024
MILK
Pacer US Cash Cows Bond ETF
2.18%7.49%-0.35%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%2.74%

Correlation

The correlation between MILK and GSG is -0.34, 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

-0.34

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

-0.19

The correlation between MILK and GSG shifts across timeframes, from -0.34 (1 year) to -0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MILK vs. GSG — Risk / Return Rank

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

MILK
MILK Risk / Return Rank: 5252
Overall Rank
MILK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MILK Sortino Ratio Rank: 5555
Sortino Ratio Rank
MILK Omega Ratio Rank: 5151
Omega Ratio Rank
MILK Calmar Ratio Rank: 5050
Calmar Ratio Rank
MILK Martin Ratio Rank: 5353
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.

MILK vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows Bond ETF (MILK) 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.


MILKGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.47

5.47

-3.00

Martin ratioReturn relative to average drawdown

8.90

14.39

-5.49

MILK vs. GSG - Sharpe Ratio Comparison

The current MILK Sharpe Ratio is 1.78, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MILK 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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Sharpe Ratios by Period


MILKGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.26

-0.48

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

0.97

-0.09

+1.05

Drawdowns

MILK vs. GSG - Drawdown Comparison

The maximum MILK drawdown since its inception was -6.16%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for MILK and GSG.


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Drawdown Indicators


MILKGSGDifference

Max Drawdown

Largest peak-to-trough decline

-6.16%

-89.62%

+83.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-9.46%

+5.71%

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

-0.24%

-56.95%

+56.71%

Average Drawdown

Average peak-to-trough decline

-1.09%

-63.71%

+62.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.59%

-2.55%

Volatility

MILK vs. GSG - Volatility Comparison

The current volatility for Pacer US Cash Cows Bond ETF (MILK) is 1.58%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that MILK 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


MILKGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

7.65%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

20.42%

-16.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

22.95%

-17.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

22.61%

-15.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

22.03%

-15.34%

MILK vs. GSG - Expense Ratio Comparison

MILK has a 0.49% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

MILK vs. GSG - Dividend Comparison

MILK's dividend yield for the trailing twelve months is around 7.04%, while GSG has not paid dividends to shareholders.


Frequently Asked Questions


MILK and GSG have a correlation of -0.34, 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 MILK (1.58%). In terms of maximum drawdown, MILK dropped -6.16% vs GSG's -89.62%.

On 1-year performance, GSG leads with 51.52% vs 9.23% for MILK. On fees, MILK is cheaper at 0.49% per year. On volatility, MILK has been the lower-risk option at 1.58%. 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 9.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MILK is cheaper with a 0.49% expense ratio, compared with 0.75% for GSG.

MILK has the higher dividend yield at 7.04%, compared with 0.00% for GSG.

MILK is categorized as Corporate Bonds, while GSG is Commodities. MILK tracks Solactive Pacer US Cash Cows Bond Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for MILK and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.78), 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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