SFIG vs. GSG
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - SFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 7.69%/yr for GSG. At a correlation of -0.05, they often move in opposite directions. SFIG charges 0.18%/yr vs 0.75%/yr for GSG.
Performance
SFIG vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than GSG's 42.58% return. Over the past 10 years, SFIG has underperformed GSG with an annualized return of 2.45%, while GSG has yielded a comparatively higher 7.69% annualized return.
SFIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
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%
SFIG vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 1.63% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between SFIG and GSG is -0.34, 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 | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | -0.05 |
Over the past year, the inverse relationship between SFIG and GSG has strengthened: their correlation has moved from -0.05 to -0.34, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
SFIG vs. GSG — Risk / Return Rank
SFIG
GSG
SFIG vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) 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.
| SFIG | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.40 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 5.47 | -2.30 |
| Martin ratioReturn relative to average drawdown | 12.48 | 14.39 | -1.91 |
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
| SFIG | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.26 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.70 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.35 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.09 | +0.80 |
Drawdowns
SFIG vs. GSG - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SFIG and GSG.
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Drawdown Indicators
| SFIG | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -89.62% | +77.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -9.46% | +8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -14.94% | +13.54% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -29.12% | +19.66% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -57.64% | +45.29% |
Current DrawdownCurrent decline from peak | -0.32% | -56.95% | +56.63% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -63.71% | +62.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 3.59% | -3.24% |
Volatility
SFIG vs. GSG - Volatility Comparison
The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that SFIG 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
| SFIG | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 7.65% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 20.42% | -19.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 22.95% | -21.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 22.61% | -19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 22.03% | -18.61% |
SFIG vs. GSG - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
SFIG vs. GSG - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% |
Frequently Asked Questions
SFIG and GSG have a correlation of -0.34, 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 SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs GSG's -89.62%.
On 10-year performance, GSG leads with 7.69% vs 2.45% for SFIG. On fees, SFIG is cheaper at 0.18% per year. On volatility, SFIG has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GSG has performed better with a 7.69% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFIG is cheaper with a 0.18% expense ratio, compared with 0.75% for GSG.
SFIG has the higher dividend yield at 4.44%, compared with 0.00% for GSG.
SFIG is categorized as Corporate Bonds, while GSG is Commodities. SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for SFIG and 0.75% for GSG.
SFIG currently has the higher Sharpe Ratio (2.28 vs 2.26), 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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