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SQLV vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQLV vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Quant Small-Cap Quality Value ETF (SQLV) 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, SQLV achieves a 22.70% return, which is significantly lower than GSG's 32.35% return.


SQLV

1D
0.41%
1M
4.46%
6M
17.76%
YTD
22.70%
1Y
29.99%
3Y*
13.42%
5Y*
8.37%
10Y*

GSG

1D
3.60%
1M
-0.20%
6M
28.24%
YTD
32.35%
1Y
34.57%
3Y*
14.41%
5Y*
13.83%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQLV vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQLV
Royce Quant Small-Cap Quality Value ETF
22.70%2.50%4.76%21.21%-12.86%37.14%7.13%17.41%-10.55%8.84%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.35%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%17.21%

Correlation

The correlation between SQLV and GSG is -0.20, 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

-0.20

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

0.02

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.19

The correlation between SQLV and GSG shifts across timeframes, from -0.20 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SQLV vs. GSG — Risk / Return Rank

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

SQLV
SQLV Risk / Return Rank: 7070
Overall Rank
SQLV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SQLV Sortino Ratio Rank: 7070
Sortino Ratio Rank
SQLV Omega Ratio Rank: 6161
Omega Ratio Rank
SQLV Calmar Ratio Rank: 8181
Calmar Ratio Rank
SQLV Martin Ratio Rank: 7171
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5353
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4646
Calmar Ratio Rank
GSG Martin Ratio Rank: 4747
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.

SQLV vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SQLVGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

3.41

1.85

+1.56

Martin ratioReturn relative to average drawdown

10.32

6.29

+4.02

SQLV vs. GSG - Sharpe Ratio Comparison

The current SQLV Sharpe Ratio is 1.72, which is comparable to the GSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SQLV 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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Drawdowns

SQLV vs. GSG - Drawdown Comparison

The maximum SQLV drawdown since its inception was -48.34%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SQLV and GSG.


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Drawdown Indicators


SQLVGSGDifference

Max Drawdown

Largest peak-to-trough decline

-48.34%

-89.62%

+41.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-18.81%

+9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.86%

-18.81%

-8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-29.12%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.14%

-60.04%

+59.90%

Average Drawdown

Average peak-to-trough decline

-8.85%

-63.69%

+54.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.51%

-2.60%

Volatility

SQLV vs. GSG - Volatility Comparison

The current volatility for Royce Quant Small-Cap Quality Value ETF (SQLV) is 4.42%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.35%. This indicates that SQLV 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


SQLVGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

7.35%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

21.50%

-9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

23.48%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

22.80%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

22.00%

+1.28%

SQLV vs. GSG - Expense Ratio Comparison

SQLV has a 0.60% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

SQLV vs. GSG - Dividend Comparison

SQLV's dividend yield for the trailing twelve months is around 0.96%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
SQLV
Royce Quant Small-Cap Quality Value ETF
0.96%1.15%1.11%1.09%1.24%1.12%1.22%1.20%1.08%0.40%

Frequently Asked Questions


SQLV and GSG have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.35%) compared to SQLV (4.42%). In terms of maximum drawdown, SQLV dropped -48.34% vs GSG's -89.62%.

On 5-year performance, GSG leads with 13.83% vs 8.37% for SQLV. On fees, SQLV is cheaper at 0.60% per year. On volatility, SQLV has been the lower-risk option at 4.42%. 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 13.83% return vs 8.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SQLV is cheaper with a 0.60% expense ratio, compared with 0.75% for GSG.

SQLV has the higher dividend yield at 0.96%, compared with 0.00% for GSG.

SQLV is categorized as Small Cap Value Equities, while GSG is Commodities. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.60% for SQLV and 0.75% for GSG.

SQLV currently has the higher Sharpe Ratio (1.72 vs 1.48), 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 SQLV 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.

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