STXG vs. GSG

Last updated Jun 4, 2026

STXG (Strive 1000 Growth ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - STXG is a Large Cap Growth Equities fund tracking the Bloomberg US 1000 Growth, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past 3 years, STXG returned 23.77%/yr vs 19.31%/yr for GSG. At a 0.05 correlation, their price movements are largely independent. STXG charges 0.18%/yr vs 0.75%/yr for GSG.

Performance

STXG vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXG achieves a 10.21% return, which is significantly lower than GSG's 42.58% return.

STXG

• 1D: -0.84%
• 1M: 5.96%
• YTD: 10.21%
• 6M: 9.84%
• 1Y: 27.66%
• 3Y*: 23.77%
• 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)

STXG vs. GSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	10.21%	17.82%	28.53%	35.95%	-3.74%
GSG iShares S&P GSCI Commodity-Indexed Trust	42.58%	5.93%	8.52%	-5.51%	-3.59%

Correlation

The correlation between STXG and GSG is -0.24, 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	-0.24
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.05

The correlation between STXG and GSG shifts across timeframes, from -0.24 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

STXG vs. GSG — Risk / Return Rank

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

STXG

STXG Risk / Return Rank: 53
STXG Sharpe Ratio Rank: 57
STXG Sortino Ratio Rank: 56
STXG Omega Ratio Rank: 55
STXG Calmar Ratio Rank: 45
STXG Martin Ratio Rank: 53

GSG

GSG Risk / Return Rank: 71
GSG Sharpe Ratio Rank: 67
GSG Sortino Ratio Rank: 60
GSG Omega Ratio Rank: 65
GSG Calmar Ratio Rank: 89
GSG Martin Ratio Rank: 75

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.

STXG vs. GSG - Risk-Adjusted Trends Comparison

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

	STXG	GSG	Difference
Sharpe ratio Return per unit of total volatility	1.93	2.26	-0.33
Sortino ratio Return per unit of downside risk	2.65	2.88	-0.22
Omega ratio Gain probability vs. loss probability	1.34	1.40	-0.07
Calmar ratio Return relative to maximum drawdown	2.20	5.47	-3.27
Martin ratio Return relative to average drawdown	8.91	14.39	-5.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXG vs. GSG - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 1.93, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of STXG 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.

Sharpe Ratios by Period

	STXG	GSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.26	-0.33
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	1.41	-0.09	+1.50

Drawdowns

STXG vs. GSG - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for STXG and GSG.

Drawdown Indicators

	STXG	GSG	Difference
Max Drawdown Largest peak-to-trough decline	-21.22%	-89.62%	+68.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-9.46%	-3.16%
Max Drawdown (3Y) Largest decline over 3 years	-21.22%	-14.94%	-6.28%
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	-0.84%	-56.95%	+56.11%
Average Drawdown Average peak-to-trough decline	-2.62%	-63.71%	+61.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	3.59%	-0.48%

Volatility

STXG vs. GSG - Volatility Comparison

The current volatility for Strive 1000 Growth ETF (STXG) is 3.63%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that STXG 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.

Volatility by Period

	STXG	GSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	7.65%	-4.02%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	20.42%	-9.36%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	22.95%	-8.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.53%	22.61%	-5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	22.03%	-4.50%

STXG vs. GSG - Expense Ratio Comparison

STXG has a 0.18% expense ratio, which is lower than GSG's 0.75% expense ratio.

Dividends

STXG vs. GSG - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.46%, while GSG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
GSG iShares S&P GSCI Commodity-Indexed Trust	0.00%	0.00%	0.00%	0.00%	0.00%
STXG Strive 1000 Growth ETF	0.46%	0.48%	0.51%	0.55%	0.16%

Frequently Asked Questions

Can I hold both STXG and GSG in my portfolio?

STXG and GSG have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXG or GSG?

GSG has higher volatility (7.65%) compared to STXG (3.63%). In terms of maximum drawdown, STXG dropped -21.22% vs GSG's -89.62%.

Which ETF is better, STXG or GSG?

On 3-year performance, STXG leads with 23.77% vs 19.31% for GSG. On fees, STXG is cheaper at 0.18% per year. On volatility, STXG has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXG or GSG?

Over the 3-year period, STXG has performed better with a 23.77% return vs 19.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXG or GSG?

STXG is cheaper with a 0.18% expense ratio, compared with 0.75% for GSG.

Which ETF pays a higher dividend yield, STXG or GSG?

STXG has the higher dividend yield at 0.46%, compared with 0.00% for GSG.

What is the main difference between STXG and GSG?

STXG is categorized as Large Cap Growth Equities, while GSG is Commodities. STXG tracks Bloomberg US 1000 Growth, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.18% for STXG and 0.75% for GSG.

Which has better risk-adjusted returns?

GSG currently has the higher Sharpe Ratio (2.26 vs 1.93), 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.