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UJAN vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJAN vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) 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, UJAN achieves a 4.85% return, which is significantly lower than GSG's 40.46% return.


UJAN

1D
0.13%
1M
1.66%
YTD
4.85%
6M
5.71%
1Y
14.63%
3Y*
12.33%
5Y*
8.00%
10Y*

GSG

1D
-1.49%
1M
-5.32%
YTD
40.46%
6M
38.18%
1Y
49.68%
3Y*
18.78%
5Y*
15.39%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJAN vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UJAN
Innovator U.S. Equity Ultra Buffer ETF - January
4.85%11.07%13.13%15.89%-5.95%5.79%7.37%10.23%
GSG
iShares S&P GSCI Commodity-Indexed Trust
40.46%5.93%8.52%-5.51%24.08%38.77%-23.94%15.05%

Correlation

The correlation between UJAN and GSG is -0.26, 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

-0.26

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

-0.02

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.16

The correlation between UJAN and GSG shifts across timeframes, from -0.26 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UJAN vs. GSG — Risk / Return Rank

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

UJAN
UJAN Risk / Return Rank: 8686
Overall Rank
UJAN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UJAN Sortino Ratio Rank: 9090
Sortino Ratio Rank
UJAN Omega Ratio Rank: 9292
Omega Ratio Rank
UJAN Calmar Ratio Rank: 7474
Calmar Ratio Rank
UJAN Martin Ratio Rank: 8989
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: 6666
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7474
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.

UJAN vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) 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.


UJANGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.60

1.39

+0.21

Calmar ratioReturn relative to maximum drawdown

3.69

5.28

-1.59

Martin ratioReturn relative to average drawdown

19.75

13.78

+5.98

UJAN vs. GSG - Sharpe Ratio Comparison

The current UJAN Sharpe Ratio is 2.84, which is higher than the GSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of UJAN 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


UJANGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

2.17

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.68

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

-0.09

+1.25

Drawdowns

UJAN vs. GSG - Drawdown Comparison

The maximum UJAN drawdown since its inception was -13.69%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for UJAN and GSG.


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Drawdown Indicators


UJANGSGDifference

Max Drawdown

Largest peak-to-trough decline

-13.69%

-89.62%

+75.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-9.46%

+5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-14.94%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-29.12%

+20.09%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

0.00%

-57.59%

+57.59%

Average Drawdown

Average peak-to-trough decline

-1.56%

-63.71%

+62.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

3.62%

-2.88%

Volatility

UJAN vs. GSG - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) is 0.84%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that UJAN 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


UJANGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

7.72%

-6.88%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

20.48%

-16.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

23.01%

-17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

22.61%

-16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

22.03%

-14.95%

UJAN vs. GSG - Expense Ratio Comparison

UJAN has a 0.79% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

UJAN vs. GSG - Dividend Comparison

Neither UJAN nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UJAN and GSG have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.72%) compared to UJAN (0.84%). In terms of maximum drawdown, UJAN dropped -13.69% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.39% vs 8.00% for UJAN. On fees, GSG is cheaper at 0.75% per year. On volatility, UJAN has been the lower-risk option at 0.84%. 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 15.39% return vs 8.00%. 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 0.79% for UJAN.

UJAN and GSG have nearly identical dividend yields, around 0.00%.

UJAN is categorized as Defined Outcome, while GSG is Commodities. UJAN tracks S&P 500 Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for UJAN and 0.75% for GSG.

UJAN currently has the higher Sharpe Ratio (2.84 vs 2.17), 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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