STNC vs. GSG
STNC (Stance Equity ESG Large Cap Core ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - STNC is a Large Cap Growth Equities fund actively managed by Red Gate Advisers LLC, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. STNC is actively managed, while GSG is passively managed. Over the past 5 years, STNC returned 7.71%/yr vs 15.74%/yr for GSG. At a 0.09 correlation, their price movements are largely independent. STNC charges 0.85%/yr vs 0.75%/yr for GSG.
Performance
STNC vs. GSG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STNC achieves a 9.57% return, which is significantly lower than GSG's 42.58% return.
STNC
- 1D
- 0.53%
- 1M
- 3.49%
- YTD
- 9.57%
- 6M
- 11.33%
- 1Y
- 20.51%
- 3Y*
- 12.63%
- 5Y*
- 7.71%
- 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%
STNC vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STNC Stance Equity ESG Large Cap Core ETF | 9.57% | 10.33% | 8.92% | 11.49% | -13.10% | 17.77% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | 24.08% | 17.35% |
Correlation
The correlation between STNC and GSG is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2021 | 0.09 |
The correlation between STNC and GSG shifts across timeframes, from -0.22 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STNC vs. GSG — Risk / Return Rank
STNC
GSG
STNC vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) 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.
| STNC | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 5.47 | -2.93 |
| Martin ratioReturn relative to average drawdown | 8.78 | 14.39 | -5.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| STNC | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.26 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | -0.09 | +0.62 |
Drawdowns
STNC vs. GSG - Drawdown Comparison
The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for STNC and GSG.
Loading charts...
Drawdown Indicators
| STNC | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.33% | -89.62% | +67.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -9.46% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -14.94% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.33% | -29.12% | +6.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -1.08% | -56.95% | +55.87% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -63.71% | +57.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.59% | -1.25% |
Volatility
STNC vs. GSG - Volatility Comparison
The current volatility for Stance Equity ESG Large Cap Core ETF (STNC) is 5.15%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that STNC 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.
Loading charts...
Volatility by Period
| STNC | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 7.65% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 20.42% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 22.95% | -9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 22.61% | -7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 22.03% | -6.64% |
STNC vs. GSG - Expense Ratio Comparison
STNC has a 0.85% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
STNC vs. GSG - Dividend Comparison
STNC's dividend yield for the trailing twelve months is around 0.93%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STNC Stance Equity ESG Large Cap Core ETF | 0.93% | 1.02% | 0.96% | 0.08% | 0.58% | 0.41% |
Frequently Asked Questions
STNC and GSG have a correlation of -0.22, 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 STNC (5.15%). In terms of maximum drawdown, STNC dropped -22.33% vs GSG's -89.62%.
On 5-year performance, GSG leads with 15.74% vs 7.71% for STNC. On fees, GSG is cheaper at 0.75% per year. On volatility, STNC has been the lower-risk option at 5.15%. 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 15.74% return vs 7.71%. 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 STNC.
STNC has the higher dividend yield at 0.93%, compared with 0.00% for GSG.
STNC is categorized as Large Cap Growth Equities, while GSG is Commodities. They also come from different issuers: Red Gate Advisers LLC and iShares. Their fees differ too: 0.85% for STNC 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.
Find the right allocation for STNC 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.
Open Portfolio Optimizer