RSMR vs. GSG
RSMR (FT Vest U.S. Equity Equal Weight Buffer ETF - March) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - RSMR is a Defined Outcome fund tracking the Invesco S&P 500 Equal Weight ETF Trust (RSP) Price Return, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past year, RSMR returned 13.98% vs 51.52% for GSG. At a correlation of -0.06, they often move in opposite directions. RSMR charges 0.85%/yr vs 0.75%/yr for GSG.
Performance
RSMR vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, RSMR achieves a 6.46% return, which is significantly lower than GSG's 42.58% return.
RSMR
- 1D
- -0.09%
- 1M
- 2.21%
- YTD
- 6.46%
- 6M
- 7.30%
- 1Y
- 13.98%
- 3Y*
- —
- 5Y*
- —
- 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%
RSMR vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RSMR FT Vest U.S. Equity Equal Weight Buffer ETF - March | 6.46% | 8.00% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 2.76% |
Correlation
The correlation between RSMR and GSG is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | -0.06 |
The correlation between RSMR and GSG shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSMR vs. GSG — Risk / Return Rank
RSMR
GSG
RSMR vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - March (RSMR) 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.
| RSMR | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 5.47 | -1.31 |
| Martin ratioReturn relative to average drawdown | 16.80 | 14.39 | +2.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSMR | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.26 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | -0.09 | +1.26 |
Drawdowns
RSMR vs. GSG - Drawdown Comparison
The maximum RSMR drawdown since its inception was -9.09%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for RSMR and GSG.
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Drawdown Indicators
| RSMR | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.09% | -89.62% | +80.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -9.46% | +6.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -0.09% | -56.95% | +56.86% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -63.71% | +62.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 3.59% | -2.76% |
Volatility
RSMR vs. GSG - Volatility Comparison
The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - March (RSMR) is 1.49%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that RSMR 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
| RSMR | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 7.65% | -6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 20.42% | -15.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.69% | 22.95% | -16.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.61% | 22.61% | -12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.61% | 22.03% | -11.42% |
RSMR vs. GSG - Expense Ratio Comparison
RSMR has a 0.85% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
RSMR vs. GSG - Dividend Comparison
Neither RSMR nor GSG has paid dividends to shareholders.
Frequently Asked Questions
RSMR and GSG have a correlation of -0.18, 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 RSMR (1.49%). In terms of maximum drawdown, RSMR dropped -9.09% vs GSG's -89.62%.
On 1-year performance, GSG leads with 51.52% vs 13.98% for RSMR. On fees, GSG is cheaper at 0.75% per year. On volatility, RSMR has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 51.52% return vs 13.98%. 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 0.85% for RSMR.
RSMR and GSG have nearly identical dividend yields, around 0.00%.
RSMR is categorized as Defined Outcome, while GSG is Commodities. RSMR tracks Invesco S&P 500 Equal Weight ETF Trust (RSP) Price Return, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.85% for RSMR and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (2.26 vs 2.10), 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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