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GSG vs SPY

Comparison between iShares S&P GSCI Commodity-Indexed Trust (GSG, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceGSG has outperformed SPY, delivering a return of +16.1% compared to +13.3%

GSG vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
GSG
$1B
Winner
SPY
$652B
Expense Ratio
GSG
0.75%
Winner
SPY
0.09%
Max Drawdown
GSG
89.62%
Winner
SPY
56.47%
Sharpe Ratio
GSG
1.99
Winner
SPY
2.07
5Y Beta
Winner
GSG
0.14
SPY
1.00
P/E Ratio
GSG
N/A
SPY
28.24
Forward P/E
GSG
N/A
SPY
21.85
5Y Dividends CAGR
GSG
N/A
SPY
5.43%
5Y EPS CAGR
GSG
N/A
SPY
25.79%
Debt to Equity
GSG
N/A
SPY
22.35%
P/S Ratio
GSG
N/A
SPY
3.55
P/B Ratio
GSG
N/A
SPY
5.29

GSG vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
GSG
+5.50%
Winner
SPY
+9.11%
3M
Winner
GSG
+30.72%
SPY
+6.59%
6M
Winner
GSG
+42.16%
SPY
+10.56%
1Y
Winner
GSG
+55.13%
SPY
+32.04%
5Y(CAGR)
Winner
GSG
+16.08%
SPY
+13.35%
10Y(CAGR)
GSG
+8.57%
Winner
SPY
+15.49%
Max(CAGR)
GSG
-2.03%
Winner
SPY
+8.50%

GSG vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearGSGSPY
2026+42.22%+8.27%
2025+4.87%+18.00%
2024+9.67%+25.59%
2023-2.53%+26.72%
2022+23.57%-18.64%
2021+39.79%+30.52%
2020-24.31%+17.28%
2019+15.05%+31.09%
2018-14.36%-5.24%
2017+5.58%+20.78%
2016+10.98%+13.59%
2015-32.94%+1.31%
2014-31.19%+14.56%
2013-2.13%+29.00%
2012-4.01%+14.17%
2011-3.96%+0.85%
2010+4.28%+13.14%
2009+7.46%+22.67%
2008-47.66%-36.25%
2007+37.34%+5.32%
2006-18.64%+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

GSG vs SPY Drawdown Comparison

The maximum drawdown for GSG was -89.62%, occurring on Apr 28, 2020. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current GSG drawdown is -57.04%.

RankGSGSPY
#1-89.62%
Jul 2, 2008 - Apr 28, 2020
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-30.43%
Aug 2, 2006 - Nov 2, 2007
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-9.48%
Mar 13, 2008 - Apr 15, 2008
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-8.78%
Jan 2, 2008 - Feb 14, 2008
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-7.74%
Nov 20, 2007 - Dec 26, 2007
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-6.56%
May 21, 2008 - Jun 6, 2008
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-5.02%
Apr 28, 2008 - May 5, 2008
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-4.51%
Nov 2, 2007 - Nov 20, 2007
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-3.32%
Jun 6, 2008 - Jun 12, 2008
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-2.65%
Jun 18, 2008 - Jun 26, 2008
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-2.40%
Mar 3, 2008 - Mar 5, 2008
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-2.21%
Apr 22, 2008 - Apr 28, 2008
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-1.71%
Feb 26, 2008 - Feb 28, 2008
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-1.27%
Feb 28, 2008 - Mar 3, 2008
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-1.21%
Jun 12, 2008 - Jun 18, 2008
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between GSG and SPY is -0.43 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.43
-101

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