RSMV vs. GSG
RSMV (Relative Strength Managed Volatility Strategy ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - RSMV is a Large Cap Growth Equities fund actively managed by Teucrium, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. RSMV is actively managed, while GSG is passively managed. Over the past year, RSMV returned 25.46% vs 49.68% for GSG. At a correlation of -0.01, they often move in opposite directions. RSMV charges 0.95%/yr vs 0.75%/yr for GSG.
Performance
RSMV vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, RSMV achieves a 8.93% return, which is significantly lower than GSG's 40.46% return.
RSMV
- 1D
- -0.83%
- 1M
- 7.76%
- YTD
- 8.93%
- 6M
- 9.49%
- 1Y
- 25.46%
- 3Y*
- —
- 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%
RSMV vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RSMV Relative Strength Managed Volatility Strategy ETF | 8.93% | 11.08% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 40.46% | 0.96% |
Correlation
The correlation between RSMV and GSG is -0.16, 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 (All Time) Calculated using the full available price history since Jan 15, 2025 | -0.01 |
The correlation between RSMV and GSG shifts across timeframes, from -0.16 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSMV vs. GSG — Risk / Return Rank
RSMV
GSG
RSMV vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Relative Strength Managed Volatility Strategy ETF (RSMV) 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.
| RSMV | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 5.28 | -1.76 |
| Martin ratioReturn relative to average drawdown | 13.44 | 13.78 | -0.33 |
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
| RSMV | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.17 | -0.03 |
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 | 1.02 | -0.09 | +1.11 |
Drawdowns
RSMV vs. GSG - Drawdown Comparison
The maximum RSMV drawdown since its inception was -17.58%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for RSMV and GSG.
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Drawdown Indicators
| RSMV | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.58% | -89.62% | +72.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -9.46% | +2.19% |
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 | -0.83% | -57.59% | +56.76% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -63.71% | +59.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.62% | -1.72% |
Volatility
RSMV vs. GSG - Volatility Comparison
The current volatility for Relative Strength Managed Volatility Strategy ETF (RSMV) is 4.52%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that RSMV 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
| RSMV | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 7.72% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 20.48% | -10.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 23.01% | -11.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 22.61% | -8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 22.03% | -7.49% |
RSMV vs. GSG - Expense Ratio Comparison
RSMV has a 0.95% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
RSMV vs. GSG - Dividend Comparison
RSMV's dividend yield for the trailing twelve months is around 0.92%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% |
RSMV Relative Strength Managed Volatility Strategy ETF | 0.92% | 1.00% |
Frequently Asked Questions
RSMV and GSG have a correlation of -0.16, 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 RSMV (4.52%). In terms of maximum drawdown, RSMV dropped -17.58% vs GSG's -89.62%.
On 1-year performance, GSG leads with 49.68% vs 25.46% for RSMV. On fees, GSG is cheaper at 0.75% per year. On volatility, RSMV has been the lower-risk option at 4.52%. 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 49.68% return vs 25.46%. 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 0.95% for RSMV.
RSMV has the higher dividend yield at 0.92%, compared with 0.00% for GSG.
RSMV is categorized as Large Cap Growth Equities, while GSG is Commodities. They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.95% for RSMV and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (2.17 vs 2.14), 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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