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VSLU vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSLU vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) 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, VSLU achieves a 6.60% return, which is significantly lower than GSG's 40.46% return.


VSLU

1D
0.71%
1M
3.99%
YTD
6.60%
6M
7.46%
1Y
25.46%
3Y*
22.08%
5Y*
14.17%
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)

VSLU vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VSLU
Applied Finance Valuation Large Cap US ETF
6.60%21.52%23.80%26.79%-16.05%14.05%
GSG
iShares S&P GSCI Commodity-Indexed Trust
40.46%5.93%8.52%-5.51%24.08%13.31%

Correlation

The correlation between VSLU 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

-0.01

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

0.11

Correlation (All Time)
Calculated using the full available price history since May 3, 2021

0.11

The correlation between VSLU and GSG shifts across timeframes, from -0.26 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VSLU vs. GSG — Risk / Return Rank

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

VSLU
VSLU Risk / Return Rank: 6262
Overall Rank
VSLU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VSLU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VSLU Omega Ratio Rank: 6161
Omega Ratio Rank
VSLU Calmar Ratio Rank: 5757
Calmar Ratio Rank
VSLU Martin Ratio Rank: 6868
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.

VSLU vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) 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.


VSLUGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

2.79

5.28

-2.49

Martin ratioReturn relative to average drawdown

12.39

13.78

-1.39

VSLU vs. GSG - Sharpe Ratio Comparison

The current VSLU Sharpe Ratio is 2.04, which is comparable to the GSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VSLU 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


VSLUGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.17

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.68

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

-0.09

+0.96

Drawdowns

VSLU vs. GSG - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for VSLU and GSG.


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Drawdown Indicators


VSLUGSGDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-89.62%

+65.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-9.46%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-14.94%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

-29.12%

+5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.52%

-57.59%

+57.07%

Average Drawdown

Average peak-to-trough decline

-4.89%

-63.71%

+58.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

3.62%

-1.56%

Volatility

VSLU vs. GSG - Volatility Comparison

The current volatility for Applied Finance Valuation Large Cap US ETF (VSLU) is 2.56%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that VSLU 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


VSLUGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

7.72%

-5.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

20.48%

-11.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

23.01%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

22.61%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

22.03%

-5.90%

VSLU vs. GSG - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

VSLU vs. GSG - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%
VSLU
Applied Finance Valuation Large Cap US ETF
0.43%0.46%0.60%0.60%0.99%0.57%

Frequently Asked Questions


VSLU 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 VSLU (2.56%). In terms of maximum drawdown, VSLU dropped -23.86% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.39% vs 14.17% for VSLU. On fees, VSLU is cheaper at 0.49% per year. On volatility, VSLU has been the lower-risk option at 2.56%. 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 14.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VSLU is cheaper with a 0.49% expense ratio, compared with 0.75% for GSG.

VSLU has the higher dividend yield at 0.43%, compared with 0.00% for GSG.

VSLU is categorized as Large Cap Blend Equities, while GSG is Commodities. They also come from different issuers: Applied Finance and iShares. Their fees differ too: 0.49% for VSLU and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.17 vs 2.04), 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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