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STXD vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXD vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Dividend Growth ETF (STXD) 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, STXD achieves a 7.63% return, which is significantly lower than GSG's 33.95% return.


STXD

1D
0.30%
1M
0.51%
6M
4.64%
YTD
7.63%
1Y
15.02%
3Y*
14.31%
5Y*
10Y*

GSG

1D
-0.93%
1M
4.15%
6M
29.74%
YTD
33.95%
1Y
37.41%
3Y*
15.32%
5Y*
14.20%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXD vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXD
Strive 1000 Dividend Growth ETF
7.63%14.79%14.51%13.94%1.51%
GSG
iShares S&P GSCI Commodity-Indexed Trust
33.95%5.93%8.52%-5.51%-2.79%

Correlation

The correlation between STXD 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 (All Time)
Calculated using the full available price history since Nov 10, 2022

0.05

The correlation between STXD and GSG shifts across timeframes, from -0.20 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STXD vs. GSG — Risk / Return Rank

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

STXD
STXD Risk / Return Rank: 4444
Overall Rank
STXD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
STXD Sortino Ratio Rank: 4545
Sortino Ratio Rank
STXD Omega Ratio Rank: 4141
Omega Ratio Rank
STXD Calmar Ratio Rank: 3939
Calmar Ratio Rank
STXD Martin Ratio Rank: 5151
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5454
Overall Rank
GSG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSG Omega Ratio Rank: 5757
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSG Martin Ratio Rank: 4949
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.

STXD vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Dividend Growth ETF (STXD) 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.


STXDGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.64

2.00

-0.36

Martin ratioReturn relative to average drawdown

6.75

6.66

+0.09

STXD vs. GSG - Sharpe Ratio Comparison

The current STXD Sharpe Ratio is 1.27, which is comparable to the GSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of STXD 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

STXD vs. GSG - Drawdown Comparison

The maximum STXD drawdown since its inception was -14.87%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for STXD and GSG.


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Drawdown Indicators


STXDGSGDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-89.62%

+74.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-18.81%

+9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.87%

-18.81%

+3.94%

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

-0.35%

-59.56%

+59.21%

Average Drawdown

Average peak-to-trough decline

-1.96%

-63.68%

+61.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

5.63%

-3.40%

Volatility

STXD vs. GSG - Volatility Comparison

The current volatility for Strive 1000 Dividend Growth ETF (STXD) is 2.93%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.17%. This indicates that STXD 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


STXDGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

7.17%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

21.54%

-12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

23.48%

-11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

22.80%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

22.00%

-8.88%

STXD vs. GSG - Expense Ratio Comparison

STXD has a 0.35% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

STXD vs. GSG - Dividend Comparison

STXD's dividend yield for the trailing twelve months is around 1.12%, 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%
STXD
Strive 1000 Dividend Growth ETF
1.12%1.15%1.23%1.27%0.28%

Frequently Asked Questions


STXD 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 (7.17%) compared to STXD (2.93%). In terms of maximum drawdown, STXD dropped -14.87% vs GSG's -89.62%.

On 3-year performance, GSG leads with 15.32% vs 14.31% for STXD. On fees, STXD is cheaper at 0.35% per year. On volatility, STXD has been the lower-risk option at 2.93%. 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 15.32% return vs 14.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STXD is cheaper with a 0.35% expense ratio, compared with 0.75% for GSG.

STXD has the higher dividend yield at 1.12%, compared with 0.00% for GSG.

STXD is categorized as Large Cap Blend Equities, while GSG is Commodities. STXD tracks Bloomberg US 1000 Dividend Growth Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.35% for STXD and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.60 vs 1.27), 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 STXD and GSG

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