Summary
GSG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 37.41% 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: 16/07/2026

Current price: $30.89

Expense ratio: 0.75%

Assets under management
$839.3M
-0.87% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

4.15%

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

-2.03%

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

29.74%

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

37.41%

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

41.18%

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

53.38%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

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
16/07/2026 $31.16 $31.16 $30.79 $30.89 253,100
15/07/2026 $31.13 $31.22 $30.76 $31.18 437,500
14/07/2026 $31.04 $31.09 $30.68 $31.00 682,100
13/07/2026 $29.85 $30.61 $29.82 $30.52 475,100
10/07/2026 $29.54 $29.71 $29.32 $29.46 604,900
09/07/2026 $29.82 $29.84 $29.45 $29.54 386,800
08/07/2026 $29.77 $30.23 $29.59 $29.96 656,900
07/07/2026 $28.89 $29.38 $28.89 $29.28 637,300
06/07/2026 $28.74 $28.90 $28.69 $28.89 628,400
02/07/2026 $28.29 $28.42 $28.21 $28.37 1,560,200