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PEXL vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEXL vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Export Leaders ETF (PEXL) 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, PEXL achieves a 16.59% return, which is significantly lower than GSG's 36.99% return.


PEXL

1D
-4.42%
1M
1.58%
YTD
16.59%
6M
17.44%
1Y
45.89%
3Y*
20.18%
5Y*
12.03%
10Y*

GSG

1D
-2.47%
1M
-3.81%
YTD
36.99%
6M
33.63%
1Y
45.17%
3Y*
17.71%
5Y*
14.82%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEXL vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PEXL
Pacer US Export Leaders ETF
16.59%27.33%5.79%24.40%-20.41%30.12%25.02%39.86%-17.19%
GSG
iShares S&P GSCI Commodity-Indexed Trust
36.99%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-18.01%

Correlation

The correlation between PEXL and GSG is -0.15, 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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2018

0.24

The correlation between PEXL and GSG shifts across timeframes, from -0.15 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PEXL vs. GSG — Risk / Return Rank

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

PEXL
PEXL Risk / Return Rank: 8080
Overall Rank
PEXL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 7777
Sortino Ratio Rank
PEXL Omega Ratio Rank: 7575
Omega Ratio Rank
PEXL Calmar Ratio Rank: 8181
Calmar Ratio Rank
PEXL Martin Ratio Rank: 8686
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 6666
Overall Rank
GSG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5555
Sortino Ratio Rank
GSG Omega Ratio Rank: 6060
Omega Ratio Rank
GSG Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSG Martin Ratio Rank: 6969
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.

PEXL vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Export Leaders ETF (PEXL) 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.


PEXLGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

4.04

4.80

-0.76

Martin ratioReturn relative to average drawdown

17.23

12.37

+4.86

PEXL vs. GSG - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 2.51, which is comparable to the GSG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PEXL 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


PEXLGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

1.96

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.66

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

-0.09

+0.71

Drawdowns

PEXL vs. GSG - Drawdown Comparison

The maximum PEXL drawdown since its inception was -36.76%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for PEXL and GSG.


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Drawdown Indicators


PEXLGSGDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-89.62%

+52.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-9.46%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

-14.94%

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.44%

-29.12%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-5.30%

-58.64%

+53.34%

Average Drawdown

Average peak-to-trough decline

-6.72%

-63.71%

+56.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.66%

-0.99%

Volatility

PEXL vs. GSG - Volatility Comparison

Pacer US Export Leaders ETF (PEXL) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 6.72% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEXLGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

7.03%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

20.66%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

23.15%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

22.63%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

22.04%

+2.05%

PEXL vs. GSG - Expense Ratio Comparison

PEXL has a 0.60% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

PEXL vs. GSG - Dividend Comparison

PEXL's dividend yield for the trailing twelve months is around 0.31%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEXL
Pacer US Export Leaders ETF
0.31%0.44%0.48%0.48%0.60%0.22%0.48%0.49%0.29%

Frequently Asked Questions


PEXL 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.

GSG has higher volatility (7.03%) compared to PEXL (6.72%). In terms of maximum drawdown, PEXL dropped -36.76% vs GSG's -89.62%.

On 5-year performance, GSG leads with 14.82% vs 12.03% for PEXL. On fees, PEXL is cheaper at 0.60% per year. On volatility, PEXL has been the lower-risk option at 6.72%. 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 14.82% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PEXL is cheaper with a 0.60% expense ratio, compared with 0.75% for GSG.

PEXL has the higher dividend yield at 0.31%, compared with 0.00% for GSG.

PEXL is categorized as Mid Cap Blend Equities, while GSG is Commodities. PEXL tracks Pacer US Export Leaders Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for PEXL and 0.75% for GSG.

PEXL currently has the higher Sharpe Ratio (2.51 vs 1.96), 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 PEXL and GSG

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