iShares S&P GSCI Commodity Indexed Trust (GSG): Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 1214 months (from February 1871 to March 1972).

This means that every rolling period of 1215 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been -3.94% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +1.32% +106.86%
Aug 1972 - Jul 1973 		-60.40%
May 2008 - Apr 2009 		44.58%
815 out of 1828
US Inflation Adjusted -0.24% +95.63%
Aug 1972 - Jul 1973 		-60.17%
May 2008 - Apr 2009 		51.09%
934 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.32% +71.21%
Nov 1972 - Oct 1974 		-39.09%
Jul 2008 - Jun 2010 		46.75%
849 out of 1816
US Inflation Adjusted -0.37% +57.38%
May 2020 - Apr 2022 		-39.05%
Jul 2008 - Jun 2010 		52.59%
955 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.80% +58.15%
Nov 1971 - Oct 1974 		-26.74%
Feb 2013 - Jan 2016 		45.23%
816 out of 1804
US Inflation Adjusted -0.67% +46.93%
Nov 1971 - Oct 1974 		-27.36%
Feb 2013 - Jan 2016 		54.77%
988 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.57% +46.71%
Dec 1970 - Nov 1974 		-22.11%
Mar 2012 - Feb 2016 		42.75%
766 out of 1792
US Inflation Adjusted -0.96% +37.38%
Dec 1970 - Nov 1974 		-26.55%
Feb 1917 - Jan 1921 		57.81%
1036 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.44% +38.19%
Dec 1969 - Nov 1974 		-18.22%
Mar 2011 - Feb 2016 		43.20%
769 out of 1780
US Inflation Adjusted -0.94% +29.70%
Dec 1969 - Nov 1974 		-23.16%
Feb 1916 - Jan 1921 		57.30%
1020 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.60% +30.58%
Dec 1968 - Nov 1974 		-20.39%
May 2014 - Apr 2020 		45.76%
809 out of 1768
US Inflation Adjusted -0.79% +22.67%
Dec 1968 - Nov 1974 		-21.44%
May 2014 - Apr 2020 		58.20%
1029 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.51% +25.06%
Dec 1967 - Nov 1974 		-17.02%
May 2013 - Apr 2020 		42.43%
745 out of 1756
US Inflation Adjusted -0.60% +17.81%
Dec 1967 - Nov 1974 		-18.19%
May 2013 - Apr 2020 		56.66%
995 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.41% +22.92%
Oct 1971 - Sep 1979 		-17.86%
Jul 2008 - Jun 2016 		45.07%
786 out of 1744
US Inflation Adjusted -0.56% +15.94%
Oct 1982 - Sep 1990 		-18.88%
Jul 2008 - Jun 2016 		54.07%
943 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.38% +23.06%
Oct 1971 - Sep 1980 		-16.99%
Jul 2008 - Jun 2017 		44.11%
764 out of 1732
US Inflation Adjusted -0.45% +17.89%
Jul 1999 - Jun 2008 		-18.05%
Jul 2008 - Jun 2017 		54.10%
937 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.41% +21.88%
Nov 1970 - Oct 1980 		-13.33%
Jul 2008 - Jun 2018 		44.48%
765 out of 1720
US Inflation Adjusted -0.38% +14.81%
Jul 1998 - Jun 2008 		-14.57%
Jul 2008 - Jun 2018 		52.09%
896 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.33% +20.78%
Nov 1969 - Oct 1980 		-13.27%
Jul 2008 - Jun 2019 		41.45%
708 out of 1708
US Inflation Adjusted -0.02% +12.10%
Nov 1969 - Oct 1980 		-14.52%
Jul 2008 - Jun 2019 		50.23%
858 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.36% +18.73%
Nov 1968 - Oct 1980 		-15.35%
May 2008 - Apr 2020 		43.69%
741 out of 1696
US Inflation Adjusted +0.31% +10.38%
Nov 1968 - Oct 1980 		-16.61%
May 2008 - Apr 2020 		48.64%
825 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.50% +17.57%
Oct 1977 - Sep 1990 		-11.53%
May 2007 - Apr 2020 		41.63%
701 out of 1684
US Inflation Adjusted +0.48% +11.70%
Jul 1995 - Jun 2008 		-13.00%
May 2007 - Apr 2020 		46.91%
790 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.46% +16.47%
Oct 1976 - Sep 1990 		-10.74%
May 2006 - Apr 2020 		42.52%
711 out of 1672
US Inflation Adjusted +0.47% +10.13%
Jul 1994 - Jun 2008 		-12.28%
May 2006 - Apr 2020 		47.43%
793 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.48% +14.75%
Jun 1969 - May 1984 		-9.28%
May 2005 - Apr 2020 		42.89%
712 out of 1660
US Inflation Adjusted +0.36% +9.28%
Jul 1993 - Jun 2008 		-10.95%
May 2005 - Apr 2020 		47.71%
792 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.43% +14.54%
Aug 1971 - Jul 1987 		-8.02%
May 2004 - Apr 2020 		40.84%
673 out of 1648
US Inflation Adjusted +0.41% +8.06%
Jul 1992 - Jun 2008 		-9.80%
May 2004 - Apr 2020 		48.42%
798 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.45% +14.83%
May 1972 - Apr 1989 		-5.80%
May 2003 - Apr 2020 		41.14%
673 out of 1636
US Inflation Adjusted +0.04% +8.61%
Mar 1987 - Feb 2004 		-7.64%
May 2003 - Apr 2020 		49.33%
807 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.37% +16.61%
Oct 1972 - Sep 1990 		-4.23%
May 2002 - Apr 2020 		39.22%
637 out of 1624
US Inflation Adjusted +0.01% +9.42%
Oct 1972 - Sep 1990 		-6.28%
Jan 2006 - Dec 2023 		49.88%
810 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.43% +17.85%
Oct 1971 - Sep 1990 		-4.92%
May 2001 - Apr 2020 		39.58%
638 out of 1612
US Inflation Adjusted -0.02% +10.77%
Oct 1971 - Sep 1990 		-6.77%
May 2001 - Apr 2020 		50.12%
808 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.40% +17.34%
Oct 1970 - Sep 1990 		-3.66%
Nov 2000 - Oct 2020 		40.44%
647 out of 1600
US Inflation Adjusted -0.01% +10.40%
Oct 1970 - Sep 1990 		-6.00%
Feb 1901 - Jan 1921 		50.00%
800 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: Historical Returns page.