XUDV vs. GSG
XUDV (Franklin U.S. Dividend Booster Index ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - XUDV is a Dividend fund tracking the VettaFi New Frontier U.S. Dividend Select Index, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past year, XUDV returned 33.81% vs 38.52% for GSG. Their 0.02 correlation means their historical movements had little consistent relationship. XUDV charges 0.09%/yr vs 0.75%/yr for GSG.
Performance
XUDV vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, XUDV achieves a 25.74% return, which is significantly lower than GSG's 35.21% return.
XUDV
- 1D
- 1.19%
- 1M
- 2.99%
- 6M
- 18.51%
- YTD
- 25.74%
- 1Y
- 33.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.60%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.98M | $16.40M | $25.53M | |
| $488.33K | $320.23K | $391.69K |
XUDV vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XUDV Franklin U.S. Dividend Booster Index ETF | 25.74% | 8.52% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 35.21% | 1.05% |
Correlation
The correlation between XUDV and GSG is -0.12, 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. | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.02 |
The correlation between XUDV and GSG shifts across timeframes, from -0.12 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XUDV vs. GSG — Risk / Return Rank
XUDV
GSG
XUDV vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) 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.
| XUDV | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.28 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.36 | 2.06 | +3.30 |
| Martin ratioReturn relative to average drawdown | 18.66 | 6.61 | +12.06 |
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Drawdowns
XUDV vs. GSG - Drawdown Comparison
The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XUDV and GSG.
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Drawdown Indicators
| XUDV | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -89.62% | +73.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -18.81% | +12.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -0.72% | -59.18% | +58.46% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -63.67% | +61.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 5.85% | -4.03% |
Volatility
XUDV vs. GSG - Volatility Comparison
The current volatility for Franklin U.S. Dividend Booster Index ETF (XUDV) is 3.32%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.75%. This indicates that XUDV 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
| XUDV | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 8.75% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 22.27% | -13.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 24.37% | -12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 22.89% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 22.07% | -6.09% |
XUDV vs. GSG - Expense Ratio Comparison
XUDV has a 0.09% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
XUDV vs. GSG - Dividend Comparison
XUDV's dividend yield for the trailing twelve months is around 3.32%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% |
XUDV Franklin U.S. Dividend Booster Index ETF | 3.32% | 3.80% |
Frequently Asked Questions
XUDV and GSG have a correlation of -0.12, 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 XUDV (3.32%). In terms of maximum drawdown, XUDV dropped -15.98% vs GSG's -89.62%.
On 1-year performance, GSG leads with 38.52% vs 33.81% for XUDV. On fees, XUDV is cheaper at 0.09% per year. On volatility, XUDV has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 38.52% return vs 33.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XUDV is cheaper with a 0.09% expense ratio, compared with 0.75% for GSG.
XUDV has the higher dividend yield at 3.32%, compared with 0.00% for GSG.
XUDV is categorized as Dividend, while GSG is Commodities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.09% for XUDV and 0.75% for GSG.
XUDV currently has the higher Sharpe Ratio (2.76 vs 1.59), 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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