Data Source: from March 1970 to October 2021

Last Update: 31 Oct 2021

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 -6.04% compound annual return, with a 21.25% standard deviation.

In the last 25 years, a -0.11% compound annual return, with a 22.16% 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%
GAA Global Asset Allocation Mebane Faber 5.0%
All Weather Portfolio with Bitcoin Ray Dalio 6.5%

Capital Growth and Historical Returns

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

Time Range:

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Swipe left to see all data
Period Returns
Oct 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+5.87%
0.00%
1 - 0
3M
+9.51%
-2.39%
Aug 2021 - Aug 2021
2 - 1
6M
+18.21%
-2.39%
Aug 2021 - Aug 2021
5 - 1
YTD
+44.77%
-2.39%
Aug 2021 - Aug 2021
8 - 2
1Y
+71.97%
14.67%
-2.39%
Aug 2021 - Aug 2021
10 - 2
3Y
+1.66%
annualized
28.39%
-50.09%
Nov 2018 - Apr 2020
23 - 13
5Y
+4.16%
annualized
23.04%
-53.18%
Oct 2018 - Apr 2020
38 - 22
10Y
-6.04%
annualized
21.25%
-76.36%
Mar 2012 - Apr 2020
62 - 58
20Y
+0.23%
annualized
22.35%
-88.68%
Jul 2008 - Apr 2020
135 - 105
25Y
-0.11%
annualized
22.16%
-88.68%
Jul 2008 - Apr 2020
164 - 136
MAX
01 Mar 1970
+6.82%
annualized
19.95%
-88.68%
Jul 2008 - Apr 2020
352 - 268
* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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
+9.59% +106.86%
Aug 1972 - Jul 1973
-60.40%
May 2008 - Apr 2009
35.30%
2 Years
+7.88% +71.22%
Nov 1972 - Oct 1974
-39.09%
Jul 2008 - Jun 2010
34.67%
3 Years
+7.24% +58.15%
Nov 1971 - Oct 1974
-26.75%
Feb 2013 - Jan 2016
31.62%
5 Years
+6.31% +31.37%
Sep 1970 - Aug 1975
-18.22%
Mar 2011 - Feb 2016
28.88%
7 Years
+6.05% +22.07%
Mar 1972 - Feb 1979
-17.02%
May 2013 - Apr 2020
25.14%
10 Years
+6.36% +21.88%
Nov 1970 - Oct 1980
-13.33%
Jul 2008 - Jun 2018
17.96%
15 Years
+6.85% +14.63%
Nov 1976 - Oct 1991
-9.28%
May 2005 - Apr 2020
17.01%
20 Years
+7.24% +17.34%
Oct 1970 - Sep 1990
-3.66%
Nov 2000 - Oct 2020
12.60%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.19
57%
0.61
49%
0.92
63%
1.87
67%
0.73
48%
0.46
50%
0.88
62%
1.82
65%
1.21
60%
-0.43
50%
-0.10
59%
0.44
51%
Best
Year
11.2
1974
11.3
2008
16.9
1999
10.9
2015
21.5
2009
12.4
1974
25.8
1973
16.6
1990
22.9
1990
10.3
2011
12.2
2020
10.5
1973
Worst
Year
-15.6
1975
-10.4
1975
-30.4
2020
-8.8
2020
-13.6
2010
-9.3
1978
-14.2
2015
-7.5
2008
-12.7
2011
-29.7
2008
-14.9
2008
-13.8
2014
Statistics calculated for the period Mar 1970 - Oct 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of iShares S&P GSCI Commodity Indexed Trust (GSG) ETF:

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+44.77% 4.7 10.3 -1.9 8.1 2.4 4.1 1.3 -2.4 6.0 5.9
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
2006
-3.04% 1.6 -6.6 -0.5 6.6 0.7 -2.0 4.3 -2.3 -6.6 4.2 6.4 -7.6
2005
+20.50% 0.8 6.6 3.5 -4.2 -0.5 1.8 2.2 9.6 3.9 -7.8 -0.1 4.1
2004
+16.36% 2.7 8.8 4.5 -6.2 3.3 -4.3 2.8 0.5 6.8 2.8 -1.4 -3.8
2003
+29.82% 7.9 7.2 -10.0 -0.9 10.2 -3.3 -4.2 5.9 3.4 4.8 0.2 7.2
2002
+42.63% -3.1 4.4 13.5 1.1 -4.4 3.4 3.2 7.4 6.4 -2.8 0.2 8.3
2001
-31.94% -5.3 -1.4 -3.9 5.4 -2.9 -7.2 0.2 1.0 -11.0 -5.0 -5.4 -1.3
2000
+49.77% 7.2 6.3 -1.2 -0.9 11.2 7.1 -7.7 15.4 -1.4 0.2 9.2 -2.1
1999
+40.90% 0.4 -4.6 16.9 4.1 -5.5 6.4 3.6 7.0 5.3 -5.2 4.1 4.2
1998
-35.75% -1.6 -6.6 -0.5 -2.7 -4.7 -3.6 -7.9 -5.9 10.2 -4.7 -12.2 -1.7
1997
-14.06% -1.5 -6.9 1.7 2.3 0.7 -5.4 4.1 2.5 2.5 2.8 -9.9 -6.8
1996
+33.91% -0.2 4.0 6.5 5.8 -0.8 3.9 -4.7 3.2 3.6 -0.3 8.3 1.0
1995
+20.35% -2.5 0.8 1.4 3.1 -0.8 -1.8 2.6 2.1 0.4 1.0 2.7 10.2
1994
+5.31% 8.1 -2.2 -1.2 2.6 1.5 2.5 1.7 -6.7 -0.9 0.5 -3.3 3.4
1993
-12.33% 1.2 1.2 2.1 -1.1 -2.8 -3.1 -0.9 0.8 0.3 -3.6 -5.0 -1.9
1992
+4.44% 2.8 -1.1 1.1 3.0 2.7 -0.6 -1.4 0.1 1.2 -2.2 -1.3 0.2
1991
-6.14% -9.4 1.4 3.8 2.3 -0.1 -2.4 5.1 1.5 0.8 2.9 -4.0 -7.1
1990
+29.07% -0.4 -0.3 0.7 -1.1 -0.7 -1.6 8.3 16.6 22.9 -6.1 -6.6 -2.0
1989
+38.29% 0.4 4.3 6.8 3.2 -1.3 3.5 -2.8 3.5 6.0 -0.7 1.6 9.1
1988
+27.93% 2.7 -1.1 5.0 3.1 3.5 -2.8 0.6 -0.7 -2.7 4.8 5.8 7.3
1987
+23.77% 5.7 -6.0 8.1 5.0 4.6 3.6 4.5 -2.0 0.7 1.1 0.0 -2.8
1986
+2.06% -9.1 -3.5 -0.2 5.6 -3.8 3.8 1.0 8.6 -2.5 1.1 3.0 -0.7
1985
+10.02% 1.3 -1.3 4.3 -3.2 0.0 -2.9 -2.3 1.5 5.7 7.2 1.7 -1.8
1984
+1.06% 1.1 0.5 4.9 -1.1 2.9 -2.3 -6.7 4.3 -0.8 0.5 0.4 -2.0
1983
+16.26% 0.7 -1.1 6.7 1.0 0.5 1.3 3.5 1.8 -2.7 -1.2 0.1 5.0
1982
+11.55% 8.0 -2.3 3.7 3.6 0.2 -3.0 2.2 -0.2 -2.9 -0.6 4.0 -1.1
1981
-23.01% -6.4 -2.9 -0.2 -1.4 0.5 -6.4 4.6 -3.3 -0.1 0.3 -4.5 -5.6
1980
+11.10% 6.0 -0.9 -14.0 3.7 6.1 5.6 4.8 1.6 5.6 3.1 -1.4 -7.4
1979
+33.80% 7.2 5.9 -1.8 6.0 -4.7 1.3 -4.2 11.5 4.3 -3.2 6.9 1.6
1978
+31.60% 3.2 1.6 10.3 2.2 7.6 -9.3 2.7 2.7 5.6 1.0 2.6 -1.2
1977
+10.38% -0.3 -0.3 3.6 5.2 -3.4 -2.4 -8.5 1.0 3.7 2.9 4.3 5.1
1976
-11.90% -4.8 5.7 0.2 3.9 1.8 -1.7 -8.9 -2.8 -9.9 -1.2 1.4 5.0
1975
-17.22% -15.6 -10.4 8.5 -4.6 -1.5 1.7 7.8 9.6 1.1 -8.0 -1.2 -2.6
1974
+39.54% 11.2 -0.5 -11.5 1.1 -6.8 12.4 23.8 -4.9 12.1 9.0 2.0 -8.3
1973
+75.01% 3.4 4.3 -2.4 6.0 18.2 -1.7 25.8 2.5 -5.0 -5.3 5.2 10.5
1972
+42.45% 3.9 -0.3 1.3 2.9 2.3 2.7 -0.9 6.0 7.6 -1.0 3.9 8.0
1971
+21.07% 5.1 -1.0 1.0 0.6 3.7 -1.0 0.7 -0.5 0.0 4.6 2.6 3.6

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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