Summary
GSG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 51.06% Volatility 21.67% Sharpe 1.96
Official loaded data — not a live quote.

iShares S&P GSCI Commodity-Indexed Trust

Symbol: GSG

Exchange: NYSE

Sector: N/A

Category: Commodities Broad Basket

Inception date: 10/07/2006

Latest date: 02/06/2026

Current price: $32.63

Expense ratio: 0.75%

Assets under management
$1.1B
0.62% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-5.56%

Ann. 971.27% (Sharpe / Sortino numerator)

Volatility

39.37%

Sharpe ratio

24.578

VaR 95%

-2.56%

CVaR 95%: -4.10%
Max drawdown: -5.78%
Sortino ratio: 36.680
Calmar ratio: 168.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.12%

Ann. 352.69% (Sharpe / Sortino numerator)

Volatility

30.03%

Sharpe ratio

11.625

VaR 95%

-2.15%

CVaR 95%: -3.61%
Max drawdown: -5.81%
Sortino ratio: 15.958
Calmar ratio: 60.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.89%

Ann. 118.69% (Sharpe / Sortino numerator)

Volatility

23.89%

Sharpe ratio

4.816

VaR 95%

-1.74%

CVaR 95%: -2.89%
Max drawdown: -5.81%
Sortino ratio: 7.288
Calmar ratio: 20.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

51.06%

Ann. 46.16% (Sharpe / Sortino numerator)

Volatility

21.67%

Sharpe ratio

1.963

VaR 95%

-1.88%

CVaR 95%: -3.05%
Max drawdown: -8.10%
Sortino ratio: 2.783
Calmar ratio: 5.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

51.42%

Ann. 22.22% (Sharpe / Sortino numerator)

Volatility

18.78%

Sharpe ratio

0.989

VaR 95%

-1.71%

CVaR 95%: -2.54%
Max drawdown: -13.38%
Sortino ratio: 1.477
Calmar ratio: 1.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

68.54%

Ann. 18.54% (Sharpe / Sortino numerator)

Volatility

18.48%

Sharpe ratio

0.807

VaR 95%

-1.78%

CVaR 95%: -2.56%
Max drawdown: -14.94%
Sortino ratio: 1.205
Calmar ratio: 1.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.175%

Best day

5.298%

06/03/2026
Worst day

-6.691%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.43 $32.68 $32.36 $32.63 313,400
01/06/2026 $32.53 $32.87 $32.20 $32.47 1,235,800
29/05/2026 $31.86 $31.98 $31.54 $31.80 787,700
28/05/2026 $32.16 $32.23 $31.61 $32.11 918,600
27/05/2026 $31.89 $32.18 $31.79 $31.92 691,400
26/05/2026 $32.71 $32.92 $32.55 $32.59 485,900
22/05/2026 $33.27 $33.55 $32.96 $33.25 636,100
21/05/2026 $34.26 $34.30 $33.11 $33.42 1,009,600
20/05/2026 $34.51 $34.51 $33.48 $33.76 912,300
19/05/2026 $34.74 $34.85 $34.48 $34.77 477,500