Last Update: 31 Dec 2020

Category: Commodities
ETF: iShares S&P GSCI Commodity Indexed Trust (GSG)

In the last 10 years, the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF obtained a -9.67% compound annual return, with a 21.42% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Broad Diversified

The iShares S&P GSCI Commodity Indexed Trust (GSG) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
All Weather Portfolio Ray Dalio 7.5%
Ivy Portfolio Mebane Faber 20.0%
Robust Alpha Architect 10.0%
7Twelve Portfolio Craig Israelsen 16.7%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

Capital Growth:
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Period Returns
Dec 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+5.84%
0.00%
1 - 0
3M
+14.70%
-3.44%
Oct 2020 - Oct 2020
2 - 1
6M
+18.90%
-7.73%
Sep 2020 - Oct 2020
4 - 2
YTD
-23.94%
40.99%
-47.69%
Jan 2020 - Apr 2020
6 - 6
1Y
-23.94%
40.99%
-47.69%
Jan 2020 - Apr 2020
6 - 6
3Y
-8.85%
annualized
27.38%
-53.18%
Oct 2018 - Apr 2020
22 - 14
5Y
-2.83%
annualized
23.08%
-53.18%
Oct 2018 - Apr 2020
36 - 24
10Y
-9.67%
annualized
21.42%
-78.23%
May 2011 - Apr 2020
60 - 60
MAX
01 Jan 2007
-8.07%
annualized
23.84%
-88.68%
Jul 2008 - Apr 2020
88 - 80

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 -6.35% +76.30%
Jul 2007 - Jun 2008 		-60.40%
May 2008 - Apr 2009 		61.78%
2 Years
 -9.10% +25.33%
May 2009 - Apr 2011 		-39.09%
Jul 2008 - Jun 2010 		66.90%
3 Years
 -8.52% +14.21%
Mar 2009 - Feb 2012 		-26.75%
Feb 2013 - Jan 2016 		72.93%
5 Years
 -9.72% +6.50%
Mar 2009 - Feb 2014 		-18.22%
Mar 2011 - Feb 2016 		91.74%
7 Years
 -10.22% -2.89%
Mar 2007 - Feb 2014 		-17.02%
May 2013 - Apr 2020 		100.00%
10 Years
 -9.13% -4.05%
May 2009 - Apr 2019 		-13.33%
Jul 2008 - Jun 2018 		100.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares S&P GSCI Commodity Indexed Trust (GSG) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -2.0 1.4 -1.8 2.0 0.0 1.4 -1.0 -0.5 -1.3 -1.7 -1.7 -0.3
Best 8.4
2019 		11.3
2008 		4.6
2009 		10.9
2015 		21.5
2009 		10.3
2008 		5.9
2012 		7.2
2012 		9.4
2007 		10.3
2011 		12.2
2020 		9.1
2010
Worst -10.6
2020 		-7.8
2020 		-30.4
2020 		-8.8
2020 		-13.6
2010 		-6.0
2011 		-14.2
2015 		-7.5
2008 		-12.7
2011 		-29.7
2008 		-14.9
2008 		-13.8
2014
Gain
Frequency		 36 64 57 64 36 64 57 50 43 43 57 57

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 -23.94% -10.6 -7.8 -30.4 -8.8 15.8 5.6 3.7 4.7 -4.4 -3.4 12.2 5.8
2019
 +15.62% 8.4 3.5 1.5 2.8 -8.4 4.3 -0.5 -4.9 1.6 0.8 0.4 6.4
2018
 -13.88% 3.8 -3.7 2.3 4.6 1.6 1.2 -3.6 1.0 3.8 -6.2 -11.1 -7.2
2017
 +3.89% -1.5 0.1 -4.1 -2.6 -1.2 -1.7 4.2 -1.0 3.0 3.9 1.3 3.8
2016
 +10.12% -5.3 -2.1 4.5 10.4 1.3 0.7 -10.1 2.0 4.1 -1.8 2.5 5.0
2015
 -34.06% -8.7 5.9 -6.6 10.9 -2.2 -0.2 -14.2 0.3 -6.0 -0.1 -9.1 -8.3
2014
 -32.96% -2.2 4.8 -0.1 1.0 -0.5 2.4 -5.7 -1.6 -6.1 -6.0 -10.1 -13.8
2013
 -1.83% 4.6 -5.1 1.1 -4.9 -1.5 0.0 5.7 3.1 -3.5 -1.5 -0.5 1.4
2012
 -0.58% 2.4 6.2 -3.0 -0.4 -12.8 0.7 5.9 7.2 -2.1 -4.0 1.6 -0.5
2011
 -3.28% 3.1 2.7 3.5 4.3 -6.9 -6.0 3.2 -1.7 -12.7 10.3 1.5 -2.4
2010
 +7.17% -8.1 5.9 0.6 3.2 -13.6 0.1 5.8 -5.5 8.0 2.9 1.2 9.1
2009
 +11.22% -10.4 -6.1 4.6 -1.6 21.5 -0.2 0.7 0.4 -2.4 4.8 1.3 1.0
2008
 -45.75% -0.5 11.3 -0.9 8.2 8.5 10.3 -13.3 -7.5 -10.4 -29.7 -14.9 -11.2
2007
 +31.62% -2.6 3.7 2.5 0.5 -1.2 3.1 4.8 -3.2 9.4 6.0 -0.5 6.0
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