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PHYD vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHYD vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam ESG High Yield ETF - (PHYD) 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, PHYD achieves a 2.49% return, which is significantly lower than GSG's 40.46% return.


PHYD

1D
0.32%
1M
-0.14%
YTD
2.49%
6M
3.00%
1Y
7.97%
3Y*
8.82%
5Y*
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)

PHYD vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
PHYD
Putnam ESG High Yield ETF -
2.49%8.84%7.35%8.07%
GSG
iShares S&P GSCI Commodity-Indexed Trust
40.46%5.93%8.52%-6.65%

Correlation

The correlation between PHYD and GSG is -0.29, 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

-0.29

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2023

0.03

The correlation between PHYD and GSG shifts across timeframes, from -0.29 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PHYD vs. GSG — Risk / Return Rank

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

PHYD
PHYD Risk / Return Rank: 8080
Overall Rank
PHYD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PHYD Sortino Ratio Rank: 8585
Sortino Ratio Rank
PHYD Omega Ratio Rank: 8282
Omega Ratio Rank
PHYD Calmar Ratio Rank: 7777
Calmar Ratio Rank
PHYD Martin Ratio Rank: 8181
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.

PHYD vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam ESG High Yield ETF - (PHYD) 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.


PHYDGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.49

1.39

+0.10

Calmar ratioReturn relative to maximum drawdown

3.82

5.28

-1.46

Martin ratioReturn relative to average drawdown

15.70

13.78

+1.93

PHYD vs. GSG - Sharpe Ratio Comparison

The current PHYD Sharpe Ratio is 2.39, which is comparable to the GSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PHYD 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


PHYDGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.17

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.74

-0.09

+1.83

Drawdowns

PHYD vs. GSG - Drawdown Comparison

The maximum PHYD drawdown since its inception was -4.33%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for PHYD and GSG.


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Drawdown Indicators


PHYDGSGDifference

Max Drawdown

Largest peak-to-trough decline

-4.33%

-89.62%

+85.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-9.46%

+7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.14%

-14.94%

+10.80%

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

-0.62%

-57.59%

+56.97%

Average Drawdown

Average peak-to-trough decline

-0.62%

-63.71%

+63.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

3.62%

-3.11%

Volatility

PHYD vs. GSG - Volatility Comparison

The current volatility for Putnam ESG High Yield ETF - (PHYD) is 1.07%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that PHYD 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


PHYDGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

7.72%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

20.48%

-17.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

23.01%

-19.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

22.61%

-18.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

22.03%

-17.44%

PHYD vs. GSG - Expense Ratio Comparison

PHYD has a 0.55% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

PHYD vs. GSG - Dividend Comparison

PHYD's dividend yield for the trailing twelve months is around 9.02%, 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%
PHYD
Putnam ESG High Yield ETF -
9.02%6.63%6.80%6.15%

Frequently Asked Questions


PHYD and GSG have a correlation of -0.29, 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 PHYD (1.07%). In terms of maximum drawdown, PHYD dropped -4.33% vs GSG's -89.62%.

On 3-year performance, GSG leads with 18.78% vs 8.82% for PHYD. On fees, PHYD is cheaper at 0.55% per year. On volatility, PHYD has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSG has performed better with a 18.78% return vs 8.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PHYD is cheaper with a 0.55% expense ratio, compared with 0.75% for GSG.

PHYD has the higher dividend yield at 9.02%, compared with 0.00% for GSG.

PHYD is categorized as High Yield Bonds, while GSG is Commodities. They also come from different issuers: Putnam and iShares. Their fees differ too: 0.55% for PHYD and 0.75% for GSG.

PHYD currently has the higher Sharpe Ratio (2.39 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.

Portfolio Optimizer

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