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ETFs

iShares S&P GSCI Commodity-Indexed Trust

GSG
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jul 10, 2006
Expense Ratio
0.75%
Type
Global Commodities & Metals
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$14,784,756
AUM
$1,158,475,837
Associated Index
S&P GSCI Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

B 0 10/03/23
TREASURY BILL
14.14%
—
TREASURY BILL
13.38%
B 0 10/05/23
TREASURY BILL
8.62%
B 0 10/26/23
TREASURY BILL
7.32%
—
TREASURY BILL
7.23%
B 0 09/28/23
TREASURY BILL
6.82%
—
TREASURY BILL
6.44%
B 0 12/21/23
TREASURY BILL
6.39%
B 0 10/12/23
TREASURY BILL
5.68%
—
TREASURY BILL
5.25%
Invest with GSG
Trade GSG Options

What is GSG?

The investment objective of the iShares S&P GSCI Commodity-Indexed Trust (the Trust) is to seek investment results through the Trusts investment in the iShares S&P GSCI Commodity-Indexed Investing Pool (Investing Pool) that correspond generally to the performance of the S&P GSCI Total Return Index (the Index) before payment of the Trusts and the Investing Pools expenses and liabilities. The Index is intended to reflect the performance of a diversified group of commodities.

1M
3M
6M
YTD
1Y
3Y
Max
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GSG
Performance Measures**

for the time period Jul 21, 2006 to Dec 4, 2025

Returns

1M Trailing Return: 1.2%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 3.0%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -89.6%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 23.3%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: -0.05

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: -0.04

The annualized return divided by the max drawdown for the selected time period.

ETFs related toGSG

ETFs correlated to GSG include COMT, PDBC, DBC

GSG
BlackRock Institutional Trust Company N.A. - iShares S&P GSCI Commodity-Indexed Trust
COMT
BlackRock Institutional Trust Company N.A. - iShares GSCI Commodity Dynamic Roll Strategy ETF
PDBC
Invesco Capital Management LLC - Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
DBC
DB Commodity Services LLC - Invesco DB Commodity Index Tracking Fund
CMDT
Pimco Exchange Traded Fund - PIMCO Commodity Strategy Active Exchange-Traded Fund
UCO
ProShares Trust - ProShares Ultra Bloomberg Crude Oil 2x Shares
USO
United States Commodity Funds LLC - United States Oil Fund
BNO
United States Commodity Funds LLC - United States Brent Crude Oil Fund
OILK
ProShares Trust - ProShares K-1 Free Crude Oil Strategy ETF
DBO
Invesco DB Multi-Sector Commodity Trust - Invesco DB Oil Fund
USOI
Credit Suisse AG Nassau Branch - Credit Suisse X-Links Crude Oil Shares Covered Call ETN

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toGSG

Fibonacci AF | Deez | 11JUL2023

Category

Multi-asset, weekly rebalance, inverse-vol weighting, leveraged ETFs, golden ratio weights, diversified core, tech-tilted, high risk

OOS Cumulative Return

112.27%

Semiconductor Ballers (Longer Backtest)

Category

Leveraged ETF trend-following, momentum + mean reversion, semiconductors/tech focus, tactical risk-on/risk-off, volatility hedge

OOS Cumulative Return

37.77%

Create your own algorithmic trading strategy with GSG using Composer

FAQ

GSG is a Global Commodities & Metals ETF. The investment objective of the iShares S&P GSCI Commodity-Indexed Trust (the Trust) is to seek investment results through the Trusts investment in the iShares S&P GSCI Commodity-Indexed Investing Pool (Investing Pool) that correspond generally to the performance of the S&P GSCI Total Return Index (the Index) before payment of the Trusts and the Investing Pools expenses and liabilities. The Index is intended to reflect the performance of a diversified group of commodities.

GSG tracks the S&P GSCI Index.

No, GSG is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, GSG is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on GSG is 0.0638%. This is the percent change in the value of GSG over the most recent 1-month period. The 3-month return on GSG is 0.148%. This is the percent change in the value of GSG over the most recent 3-month period.

The standard deviation of GSG for the past year is 0.2101%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to GSG include FTGC, USCI, and DJP.

ETFs correlated to GSG include COMT, PDBC, and DBC.

ETFs that are inversely correlated to GSG include SCO, DRIP, and OILD.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.