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XMLV vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMLV vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Low Volatility ETF (XMLV) 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, XMLV achieves a 12.22% return, which is significantly lower than GSG's 35.21% return. Both investments have delivered pretty close results over the past 10 years, with XMLV having a 8.07% annualized return and GSG not far ahead at 8.24%.


XMLV

1D
0.66%
1M
2.44%
6M
9.48%
YTD
12.22%
1Y
16.41%
3Y*
12.06%
5Y*
7.48%
10Y*
8.07%
ALL TIME*
10.03%

GSG

1D
-2.68%
1M
9.90%
6M
27.47%
YTD
35.21%
1Y
38.52%
3Y*
13.26%
5Y*
14.69%
10Y*
8.24%
ALL TIME*
-2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.98M$16.40M$25.53M
$1.62M$1.47M$1.28M

XMLV vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMLV
Invesco S&P MidCap Low Volatility ETF
12.22%5.55%17.08%1.86%-6.55%23.00%-8.42%23.77%-0.16%13.72%
GSG
iShares S&P GSCI Commodity-Indexed Trust
35.21%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between XMLV and GSG is -0.21, 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.

-0.21

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

-0.05

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

0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2013

0.16

The correlation between XMLV and GSG shifts across timeframes, from -0.21 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XMLV vs. GSG — Risk / Return Rank

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

XMLV
XMLV Risk / Return Rank: 6262
Overall Rank
XMLV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XMLV Sortino Ratio Rank: 6666
Sortino Ratio Rank
XMLV Omega Ratio Rank: 5656
Omega Ratio Rank
XMLV Calmar Ratio Rank: 6464
Calmar Ratio Rank
XMLV Martin Ratio Rank: 6262
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 6161
Overall Rank
GSG Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6464
Sortino Ratio Rank
GSG Omega Ratio Rank: 6464
Omega Ratio Rank
GSG Calmar Ratio Rank: 5757
Calmar Ratio Rank
GSG Martin Ratio Rank: 5555
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.

XMLV vs. GSG - Risk-Adjusted Trends Comparison

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


XMLVGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

2.34

2.06

+0.29

Martin ratioReturn relative to average drawdown

7.75

6.61

+1.15

XMLV vs. GSG - Sharpe Ratio Comparison

The current XMLV Sharpe Ratio is 1.52, which is comparable to the GSG Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XMLV 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

XMLV vs. GSG - Drawdown Comparison

The maximum XMLV drawdown since its inception was -39.86%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XMLV and GSG.


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Drawdown Indicators


XMLVGSGDifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-89.62%

+49.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-18.81%

+11.78%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-18.81%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-29.12%

+12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-39.86%

-57.64%

+17.78%

Current Drawdown

Current decline from peak

-1.49%

-59.18%

+57.69%

Average Drawdown

Average peak-to-trough decline

-4.22%

-63.67%

+59.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

5.85%

-3.73%

Volatility

XMLV vs. GSG - Volatility Comparison

The current volatility for Invesco S&P MidCap Low Volatility ETF (XMLV) is 3.81%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.75%. This indicates that XMLV 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


XMLVGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

8.75%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

22.27%

-13.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

24.37%

-13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

22.89%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

22.07%

-5.09%

XMLV vs. GSG - Expense Ratio Comparison

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


Dividends

XMLV vs. GSG - Dividend Comparison

XMLV's dividend yield for the trailing twelve months is around 2.83%, 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%
XMLV
Invesco S&P MidCap Low Volatility ETF
2.83%2.87%2.23%2.34%2.05%1.14%1.93%2.02%2.13%1.74%1.72%1.85%

Frequently Asked Questions


XMLV and GSG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (8.75%) compared to XMLV (3.81%). In terms of maximum drawdown, XMLV dropped -39.86% vs GSG's -89.62%.

On 10-year performance, GSG leads with 8.24% vs 8.07% for XMLV. On fees, XMLV is cheaper at 0.25% per year. On volatility, XMLV has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSG has performed better with a 8.24% return vs 8.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

XMLV has the higher dividend yield at 2.83%, compared with 0.00% for GSG.

XMLV is categorized as Low Volatility, while GSG is Commodities. XMLV tracks S&P MidCap 400 Low Volatility 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 XMLV and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.59 vs 1.52), 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 XMLV and GSG

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