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OCTZ vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCTZ vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (October) ETF (OCTZ) 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, OCTZ achieves a 8.61% return, which is significantly lower than GSG's 40.46% return.


OCTZ

1D
0.31%
1M
3.88%
YTD
8.61%
6M
8.59%
1Y
21.02%
3Y*
16.62%
5Y*
11.17%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCTZ vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OCTZ
TrueShares Structured Outcome (October) ETF
8.61%12.89%18.89%18.18%-10.23%20.49%8.53%
GSG
iShares S&P GSCI Commodity-Indexed Trust
40.46%5.93%8.52%-5.51%24.08%38.77%16.87%

Correlation

The correlation between OCTZ 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 (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2020

0.15

The correlation between OCTZ and GSG shifts across timeframes, from -0.22 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OCTZ vs. GSG — Risk / Return Rank

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

OCTZ
OCTZ Risk / Return Rank: 6767
Overall Rank
OCTZ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OCTZ Sortino Ratio Rank: 7070
Sortino Ratio Rank
OCTZ Omega Ratio Rank: 6868
Omega Ratio Rank
OCTZ Calmar Ratio Rank: 5959
Calmar Ratio Rank
OCTZ Martin Ratio Rank: 6868
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: 6666
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7474
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.

OCTZ vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (October) ETF (OCTZ) 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.


OCTZGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

2.89

5.28

-2.39

Martin ratioReturn relative to average drawdown

12.25

13.78

-1.53

OCTZ vs. GSG - Sharpe Ratio Comparison

The current OCTZ Sharpe Ratio is 2.25, which is comparable to the GSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of OCTZ 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


OCTZGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.17

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.68

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

-0.09

+1.16

Drawdowns

OCTZ vs. GSG - Drawdown Comparison

The maximum OCTZ drawdown since its inception was -15.82%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for OCTZ and GSG.


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Drawdown Indicators


OCTZGSGDifference

Max Drawdown

Largest peak-to-trough decline

-15.82%

-89.62%

+73.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-9.46%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-14.94%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-29.12%

+13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.13%

-57.59%

+57.46%

Average Drawdown

Average peak-to-trough decline

-3.16%

-63.71%

+60.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.62%

-1.90%

Volatility

OCTZ vs. GSG - Volatility Comparison

The current volatility for TrueShares Structured Outcome (October) ETF (OCTZ) is 2.42%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that OCTZ 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


OCTZGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

7.72%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

20.48%

-13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

23.01%

-13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.39%

22.61%

-10.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.37%

22.03%

-9.66%

OCTZ vs. GSG - Expense Ratio Comparison

OCTZ has a 0.79% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

OCTZ vs. GSG - Dividend Comparison

OCTZ's dividend yield for the trailing twelve months is around 3.68%, while GSG has not paid dividends to shareholders.


PositionTTM2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%
OCTZ
TrueShares Structured Outcome (October) ETF
3.68%3.99%1.26%3.28%0.67%

Frequently Asked Questions


OCTZ 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 (7.72%) compared to OCTZ (2.42%). In terms of maximum drawdown, OCTZ dropped -15.82% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.39% vs 11.17% for OCTZ. On fees, GSG is cheaper at 0.75% per year. On volatility, OCTZ has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSG has performed better with a 15.39% return vs 11.17%. 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 0.79% for OCTZ.

OCTZ has the higher dividend yield at 3.68%, compared with 0.00% for GSG.

OCTZ is categorized as Defined Outcome, while GSG is Commodities. They also come from different issuers: TrueShares and iShares. Their fees differ too: 0.79% for OCTZ and 0.75% for GSG.

OCTZ currently has the higher Sharpe Ratio (2.25 vs 2.17), 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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