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

Performance

PLDR vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) 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, PLDR achieves a 4.85% return, which is significantly lower than GSG's 42.58% return.


PLDR

1D
-0.20%
1M
4.50%
YTD
4.85%
6M
4.09%
1Y
20.39%
3Y*
18.32%
5Y*
9.82%
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)

PLDR vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PLDR
Putnam Sustainable Leaders ETF
4.85%12.03%23.47%27.47%-22.52%11.57%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%12.12%

Correlation

The correlation between PLDR and GSG is -0.27, 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

-0.27

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

-0.04

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 27, 2021

0.09

The correlation between PLDR and GSG shifts across timeframes, from -0.27 (1 year) to 0.09 (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

PLDR vs. GSG — Risk / Return Rank

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

PLDR
PLDR Risk / Return Rank: 4343
Overall Rank
PLDR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PLDR Sortino Ratio Rank: 4747
Sortino Ratio Rank
PLDR Omega Ratio Rank: 4747
Omega Ratio Rank
PLDR Calmar Ratio Rank: 3333
Calmar Ratio Rank
PLDR Martin Ratio Rank: 3838
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.

PLDR vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) 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.


PLDRGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.30

1.40

-0.11

Calmar ratioReturn relative to maximum drawdown

1.60

5.47

-3.88

Martin ratioReturn relative to average drawdown

6.04

14.39

-8.35

PLDR vs. GSG - Sharpe Ratio Comparison

The current PLDR Sharpe Ratio is 1.66, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of PLDR 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...

Sharpe Ratios by Period


PLDRGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.26

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.70

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.09

+0.66

Drawdowns

PLDR vs. GSG - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.58%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for PLDR and GSG.


Loading charts...

Drawdown Indicators


PLDRGSGDifference

Max Drawdown

Largest peak-to-trough decline

-29.58%

-89.62%

+60.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-9.46%

-3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-14.94%

-8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.58%

-29.12%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.20%

-56.95%

+56.75%

Average Drawdown

Average peak-to-trough decline

-8.59%

-63.71%

+55.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.59%

-0.21%

Volatility

PLDR vs. GSG - Volatility Comparison

The current volatility for Putnam Sustainable Leaders ETF (PLDR) is 3.19%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that PLDR 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.


Loading charts...

Volatility by Period


PLDRGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

7.65%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

20.42%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

22.95%

-10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

22.61%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

22.03%

-4.99%

PLDR vs. GSG - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

PLDR vs. GSG - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.36%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%
PLDR
Putnam Sustainable Leaders ETF
0.36%0.37%0.38%0.56%0.63%0.39%

Frequently Asked Questions


PLDR and GSG have a correlation of -0.27, 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 PLDR (3.19%). In terms of maximum drawdown, PLDR dropped -29.58% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.74% vs 9.82% for PLDR. On fees, PLDR is cheaper at 0.59% per year. On volatility, PLDR has been the lower-risk option at 3.19%. 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 15.74% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLDR is cheaper with a 0.59% expense ratio, compared with 0.75% for GSG.

PLDR has the higher dividend yield at 0.36%, compared with 0.00% for GSG.

PLDR is categorized as Sustainable, while GSG is Commodities. They also come from different issuers: Power Corporation of Canada and iShares. Their fees differ too: 0.59% for PLDR and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.66), 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 PLDR 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