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XAAG.DE vs. GSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XAAG.DE and GSG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XAAG.DE vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.02%
11.05%
XAAG.DE
GSG

Key characteristics

Sharpe Ratio

XAAG.DE:

1.60

GSG:

0.67

Sortino Ratio

XAAG.DE:

2.32

GSG:

1.06

Omega Ratio

XAAG.DE:

1.28

GSG:

1.12

Calmar Ratio

XAAG.DE:

0.77

GSG:

0.14

Martin Ratio

XAAG.DE:

3.93

GSG:

1.89

Ulcer Index

XAAG.DE:

6.42%

GSG:

5.47%

Daily Std Dev

XAAG.DE:

15.70%

GSG:

15.41%

Max Drawdown

XAAG.DE:

-33.85%

GSG:

-89.62%

Current Drawdown

XAAG.DE:

-15.30%

GSG:

-69.51%

Returns By Period

In the year-to-date period, XAAG.DE achieves a 8.22% return, which is significantly higher than GSG's 5.70% return.


XAAG.DE

YTD

8.22%

1M

0.08%

6M

19.08%

1Y

25.43%

5Y*

8.63%

10Y*

N/A

GSG

YTD

5.70%

1M

-0.17%

6M

10.10%

1Y

9.00%

5Y*

9.38%

10Y*

1.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XAAG.DE vs. GSG - Expense Ratio Comparison

XAAG.DE has a 0.19% expense ratio, which is lower than GSG's 0.75% expense ratio.


GSG
iShares S&P GSCI Commodity-Indexed Trust
Expense ratio chart for GSG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for XAAG.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

XAAG.DE vs. GSG — Risk-Adjusted Performance Rank

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

XAAG.DE
The Risk-Adjusted Performance Rank of XAAG.DE is 5353
Overall Rank
The Sharpe Ratio Rank of XAAG.DE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XAAG.DE is 6666
Sortino Ratio Rank
The Omega Ratio Rank of XAAG.DE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of XAAG.DE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of XAAG.DE is 4040
Martin Ratio Rank

GSG
The Risk-Adjusted Performance Rank of GSG is 1919
Overall Rank
The Sharpe Ratio Rank of GSG is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of GSG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of GSG is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XAAG.DE vs. GSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for XAAG.DE, currently valued at 1.31, compared to the broader market0.002.004.001.310.61
The chart of Sortino ratio for XAAG.DE, currently valued at 1.91, compared to the broader market0.005.0010.001.910.98
The chart of Omega ratio for XAAG.DE, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.11
The chart of Calmar ratio for XAAG.DE, currently valued at 0.64, compared to the broader market0.005.0010.0015.0020.000.640.38
The chart of Martin ratio for XAAG.DE, currently valued at 3.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.091.69
XAAG.DE
GSG

The current XAAG.DE Sharpe Ratio is 1.60, which is higher than the GSG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XAAG.DE and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
1.31
0.61
XAAG.DE
GSG

Dividends

XAAG.DE vs. GSG - Dividend Comparison

Neither XAAG.DE nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XAAG.DE vs. GSG - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.85%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and GSG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-18.10%
-12.64%
XAAG.DE
GSG

Volatility

XAAG.DE vs. GSG - Volatility Comparison

Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) has a higher volatility of 4.07% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 3.19%. This indicates that XAAG.DE's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.07%
3.19%
XAAG.DE
GSG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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