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XMHQ vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMHQ vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Quality ETF (XMHQ) 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, XMHQ achieves a 15.60% return, which is significantly lower than GSG's 32.52% return. Over the past 10 years, XMHQ has outperformed GSG with an annualized return of 12.99%, while GSG has yielded a comparatively lower 8.03% annualized return.


XMHQ

1D
-0.38%
1M
2.95%
6M
10.39%
YTD
15.60%
1Y
17.55%
3Y*
14.83%
5Y*
10.61%
10Y*
12.99%
ALL TIME*
9.62%

GSG

1D
0.36%
1M
5.78%
6M
21.95%
YTD
32.52%
1Y
37.47%
3Y*
12.51%
5Y*
14.20%
10Y*
8.03%
ALL TIME*
-2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.96M$16.42M$22.87M
$18.41M$19.18M$20.49M

XMHQ vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMHQ
Invesco S&P MidCap Quality ETF
15.60%4.71%16.79%29.51%-12.42%20.98%26.61%27.18%-9.08%15.64%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.52%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between XMHQ and GSG is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2006

0.28

The correlation between XMHQ and GSG shifts across timeframes, from -0.23 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XMHQ vs. GSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XMHQ
XMHQ Risk / Return Rank: 4343
Overall Rank
XMHQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 4141
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 3737
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 4646
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XMHQ vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) 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.


XMHQGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratioReturn relative to maximum drawdown

1.99

2.00

-0.01

Martin ratioReturn relative to average drawdown

5.92

6.32

-0.40

XMHQ vs. GSG - Sharpe Ratio Comparison

The current XMHQ Sharpe Ratio is 1.16, which is comparable to the GSG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XMHQ 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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Drawdowns

XMHQ vs. GSG - Drawdown Comparison

The maximum XMHQ drawdown since its inception was -58.19%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XMHQ and GSG.


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Drawdown Indicators


XMHQGSGDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-89.62%

+31.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-18.81%

+9.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-18.81%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-29.12%

+3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-57.64%

+20.74%

Current Drawdown

Current decline from peak

-0.38%

-59.99%

+59.61%

Average Drawdown

Average peak-to-trough decline

-9.21%

-63.67%

+54.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

5.94%

-2.97%

Volatility

XMHQ vs. GSG - Volatility Comparison

The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 3.47%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.99%. This indicates that XMHQ 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


XMHQGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

8.99%

-5.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

21.89%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.24%

24.44%

-9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

22.90%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

22.08%

-1.44%

XMHQ vs. GSG - Expense Ratio Comparison

XMHQ has a 0.25% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

XMHQ vs. GSG - Dividend Comparison

XMHQ's dividend yield for the trailing twelve months is around 0.55%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMHQ
Invesco S&P MidCap Quality ETF
0.55%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Frequently Asked Questions


XMHQ and GSG have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (8.99%) compared to XMHQ (3.47%). In terms of maximum drawdown, XMHQ dropped -58.19% vs GSG's -89.62%.

On 10-year performance, XMHQ leads with 12.99% vs 8.03% for GSG. On fees, XMHQ is cheaper at 0.25% per year. On volatility, XMHQ has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XMHQ has performed better with a 12.99% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XMHQ is cheaper with a 0.25% expense ratio, compared with 0.75% for GSG.

XMHQ has the higher dividend yield at 0.55%, compared with 0.00% for GSG.

XMHQ is categorized as Quality Factor, while GSG is Commodities. XMHQ tracks S&P MidCap 400 Quality Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for XMHQ and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.54 vs 1.16), 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

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