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SIO vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIO vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Strategic Income Opportunities ETF (SIO) 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, SIO achieves a 0.79% return, which is significantly lower than GSG's 42.58% return.


SIO

1D
-0.35%
1M
0.27%
YTD
0.79%
6M
1.08%
1Y
6.63%
3Y*
7.30%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIO vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SIO
Touchstone Strategic Income Opportunities ETF
0.79%9.29%6.15%8.48%0.72%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%-4.84%

Correlation

The correlation between SIO and GSG is -0.28, 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

-0.28

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2022

-0.06

Over the past year, the inverse relationship between SIO and GSG has strengthened: their correlation has moved from -0.06 to -0.28, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SIO vs. GSG — Risk / Return Rank

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

SIO
SIO Risk / Return Rank: 4747
Overall Rank
SIO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SIO Sortino Ratio Rank: 4545
Sortino Ratio Rank
SIO Omega Ratio Rank: 4545
Omega Ratio Rank
SIO Calmar Ratio Rank: 5252
Calmar Ratio Rank
SIO Martin Ratio Rank: 4747
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.

SIO vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Strategic Income Opportunities ETF (SIO) 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.


SIOGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratioReturn relative to maximum drawdown

2.54

5.47

-2.94

Martin ratioReturn relative to average drawdown

7.78

14.39

-6.62

SIO vs. GSG - Sharpe Ratio Comparison

The current SIO Sharpe Ratio is 1.52, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SIO 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


SIOGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.26

-0.73

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

1.32

-0.09

+1.40

Drawdowns

SIO vs. GSG - Drawdown Comparison

The maximum SIO drawdown since its inception was -6.94%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SIO and GSG.


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Drawdown Indicators


SIOGSGDifference

Max Drawdown

Largest peak-to-trough decline

-6.94%

-89.62%

+82.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-9.46%

+6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-14.94%

+10.60%

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

-1.13%

-56.95%

+55.82%

Average Drawdown

Average peak-to-trough decline

-1.25%

-63.71%

+62.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

3.59%

-2.74%

Volatility

SIO vs. GSG - Volatility Comparison

The current volatility for Touchstone Strategic Income Opportunities ETF (SIO) is 1.15%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that SIO 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


SIOGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

7.65%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

20.42%

-17.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

22.95%

-18.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.00%

22.61%

-17.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

22.03%

-17.03%

SIO vs. GSG - Expense Ratio Comparison

SIO has a 0.65% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

SIO vs. GSG - Dividend Comparison

SIO's dividend yield for the trailing twelve months is around 6.94%, while GSG has not paid dividends to shareholders.


PositionTTM2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%
SIO
Touchstone Strategic Income Opportunities ETF
6.94%6.80%5.30%5.37%3.12%

Frequently Asked Questions


SIO and GSG have a correlation of -0.28, 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 SIO (1.15%). In terms of maximum drawdown, SIO dropped -6.94% vs GSG's -89.62%.

On 3-year performance, GSG leads with 19.31% vs 7.30% for SIO. On fees, SIO is cheaper at 0.65% per year. On volatility, SIO has been the lower-risk option at 1.15%. 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 19.31% return vs 7.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIO is cheaper with a 0.65% expense ratio, compared with 0.75% for GSG.

SIO has the higher dividend yield at 6.94%, compared with 0.00% for GSG.

SIO is categorized as Multisector Bonds, while GSG is Commodities. They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.65% for SIO and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.52), 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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