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

Performance

MRNY vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MRNA Option Income Strategy ETF (MRNY) 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, MRNY achieves a 67.49% return, which is significantly higher than GSG's 32.05% return.


MRNY

1D
2.95%
1M
-23.09%
6M
24.37%
YTD
67.49%
1Y
66.65%
3Y*
5Y*
10Y*
ALL TIME*
-21.08%

GSG

1D
-2.34%
1M
7.33%
6M
21.51%
YTD
32.05%
1Y
36.06%
3Y*
12.37%
5Y*
13.92%
10Y*
7.99%
ALL TIME*
-2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.82M$16.77M$25.29M
$2.18M$3.51M$3.17M

MRNY vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
MRNY
YieldMax MRNA Option Income Strategy ETF
67.49%-35.72%-59.32%18.27%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.05%5.93%8.52%-9.31%

Correlation

The correlation between MRNY and GSG is -0.15, 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.

-0.15

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2023

-0.04

The correlation between MRNY and GSG shifts across timeframes, from -0.15 (1 year) to -0.04 (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

MRNY vs. GSG — Risk / Return Rank

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

MRNY
MRNY Risk / Return Rank: 5050
Overall Rank
MRNY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 5050
Sortino Ratio Rank
MRNY Omega Ratio Rank: 4646
Omega Ratio Rank
MRNY Calmar Ratio Rank: 5858
Calmar Ratio Rank
MRNY Martin Ratio Rank: 5252
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5050
Overall Rank
GSG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5151
Sortino Ratio Rank
GSG Omega Ratio Rank: 5252
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
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.

MRNY vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) 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.


MRNYGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

2.32

1.93

+0.40

Martin ratioReturn relative to average drawdown

6.66

6.13

+0.53

MRNY vs. GSG - Sharpe Ratio Comparison

The current MRNY Sharpe Ratio is 1.27, which is comparable to the GSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of MRNY 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

MRNY vs. GSG - Drawdown Comparison

The maximum MRNY drawdown since its inception was -82.15%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for MRNY and GSG.


Loading charts...

Drawdown Indicators


MRNYGSGDifference

Max Drawdown

Largest peak-to-trough decline

-82.15%

-89.62%

+7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-28.84%

-18.81%

-10.03%

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 Drawdown

Current decline from peak

-64.74%

-60.13%

-4.61%

Average Drawdown

Average peak-to-trough decline

-53.22%

-63.67%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

5.90%

+4.13%

Volatility

MRNY vs. GSG - Volatility Comparison

YieldMax MRNA Option Income Strategy ETF (MRNY) has a higher volatility of 15.84% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 9.06%. This indicates that MRNY'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.


Loading charts...

Volatility by Period


MRNYGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.84%

9.06%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

36.23%

22.00%

+14.23%

Volatility (1Y)

Calculated over the trailing 1-year period

52.67%

24.45%

+28.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.51%

22.90%

+28.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.51%

22.09%

+29.42%

MRNY vs. GSG - Expense Ratio Comparison

MRNY has a 0.99% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

MRNY vs. GSG - Dividend Comparison

MRNY's dividend yield for the trailing twelve months is around 97.50%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
97.50%145.98%178.49%1.75%

Frequently Asked Questions


MRNY and GSG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRNY has higher volatility (15.84%) compared to GSG (9.06%). In terms of maximum drawdown, MRNY dropped -82.15% vs GSG's -89.62%.

On 1-year performance, MRNY leads with 66.65% vs 36.06% for GSG. On fees, GSG is cheaper at 0.75% per year. On volatility, GSG has been the lower-risk option at 9.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MRNY has performed better with a 66.65% return vs 36.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.99% for MRNY.

MRNY has the higher dividend yield at 97.50%, compared with 0.00% for GSG.

MRNY is categorized as Derivative Income, while GSG is Commodities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for MRNY and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.48 vs 1.27), 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 MRNY 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