PortfoliosLab logoPortfoliosLab logo
XDSQ vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDSQ vs. GSG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XDSQ achieves a 3.82% return, which is significantly lower than GSG's 33.95% return.


XDSQ

1D
-0.54%
1M
0.80%
6M
2.40%
YTD
3.82%
1Y
14.33%
3Y*
14.13%
5Y*
9.71%
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)

XDSQ vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDSQ
Innovator US Equity Accelerated ETF
3.82%14.22%23.12%23.00%-16.78%13.28%
GSG
iShares S&P GSCI Commodity-Indexed Trust
33.95%5.93%8.52%-5.51%24.08%22.48%

Correlation

The correlation between XDSQ and GSG is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

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

0.02

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.13

The correlation between XDSQ and GSG shifts across timeframes, from -0.09 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

XDSQ vs. GSG — Risk / Return Rank

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

XDSQ
XDSQ Risk / Return Rank: 4848
Overall Rank
XDSQ Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDSQ Sortino Ratio Rank: 4646
Sortino Ratio Rank
XDSQ Omega Ratio Rank: 5757
Omega Ratio Rank
XDSQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDSQ Martin Ratio Rank: 5353
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.

XDSQ vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator US Equity Accelerated ETF (XDSQ) 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.


XDSQGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.28

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

1.50

2.00

-0.50

Martin ratioReturn relative to average drawdown

7.15

6.66

+0.49

XDSQ vs. GSG - Sharpe Ratio Comparison

The current XDSQ Sharpe Ratio is 1.36, which is comparable to the GSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XDSQ 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.


Loading charts...

Drawdowns

XDSQ vs. GSG - Drawdown Comparison

The maximum XDSQ drawdown since its inception was -26.06%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XDSQ and GSG.


Loading charts...

Drawdown Indicators


XDSQGSGDifference

Max Drawdown

Largest peak-to-trough decline

-26.06%

-89.62%

+63.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-18.81%

+9.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.81%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-29.12%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.54%

-59.56%

+59.02%

Average Drawdown

Average peak-to-trough decline

-4.86%

-63.68%

+58.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

5.63%

-3.62%

Volatility

XDSQ vs. GSG - Volatility Comparison

The current volatility for Innovator US Equity Accelerated ETF (XDSQ) is 1.55%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.17%. This indicates that XDSQ 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.


Loading charts...

Volatility by Period


XDSQGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

7.17%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

21.54%

-13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

23.48%

-12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

22.80%

-7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

22.00%

-7.05%

XDSQ vs. GSG - Expense Ratio Comparison

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


Dividends

XDSQ vs. GSG - Dividend Comparison

Neither XDSQ nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDSQ and GSG have a correlation of -0.09, 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 XDSQ (1.55%). In terms of maximum drawdown, XDSQ dropped -26.06% vs GSG's -89.62%.

On 5-year performance, GSG leads with 14.20% vs 9.71% for XDSQ. On fees, GSG is cheaper at 0.75% per year. On volatility, XDSQ has been the lower-risk option at 1.55%. 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 14.20% return vs 9.71%. 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 XDSQ.

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

XDSQ is categorized as Leveraged Equities, while GSG is Commodities. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for XDSQ and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.60 vs 1.36), 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 XDSQ and GSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer