Last Update: 31 Jul 2020
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 -9.57% compound annual return, with a 21.31% 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.
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| Period | Returns Jul 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.66%
|
0.00%
|
1 - 0 | |
|
3M
|
+26.77%
|
0.00%
|
3 - 0 | |
|
6M
|
-25.81%
|
-41.48%
Feb 2020 - Apr 2020
|
3 - 3 | |
|
YTD
|
-33.68%
|
-47.69%
Jan 2020 - Apr 2020
|
3 - 4 | |
|
1Y
|
-31.00%
|
38.35%
|
-47.69%
Jan 2020 - Apr 2020
|
7 - 5 |
|
3Y
|
-9.72%
annualized
|
26.14%
|
-53.18%
Oct 2018 - Apr 2020
|
23 - 13 |
|
5Y
|
-9.91%
annualized
|
22.76%
|
-53.34%
Sep 2015 - Apr 2020
|
34 - 26 |
|
10Y
|
-9.57%
annualized
|
21.31%
|
-78.23%
May 2011 - Apr 2020
|
61 - 59 |
|
MAX
01 Jan 2007
|
-9.23%
annualized
|
23.82%
|
-88.68%
Jul 2008 - Apr 2020
|
85 - 78 |
* Annualized St.Dev. of monthly returns
Drawdowns
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 |
-5.69% |
+76.30% Jul 2007 - Jun 2008 |
-60.40% May 2008 - Apr 2009 |
60.53% |
| 2 Years |
-8.84% |
+25.33% May 2009 - Apr 2011 |
-39.09% Jul 2008 - Jun 2010 |
65.71% |
| 3 Years |
-8.47% |
+14.21% Mar 2009 - Feb 2012 |
-26.75% Feb 2013 - Jan 2016 |
71.88% |
| 5 Years |
-9.84% |
+6.50% Mar 2009 - Feb 2014 |
-18.22% Mar 2011 - Feb 2016 |
91.35% |
| 7 Years |
-9.99% |
-2.89% Mar 2007 - Feb 2014 |
-17.02% May 2013 - Apr 2020 |
100.00% |
| 10 Years |
-9.08% |
-4.05% May 2009 - Apr 2019 |
-13.33% Jul 2008 - Jun 2018 |
100.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
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| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-33.68% | -10.6 | -7.8 | -30.4 | -8.8 | 15.8 | 5.6 | 3.7 | |||||
| 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 |