See what your fund actually adds
iShares GSCI Commodity-Indexed Trust Fund GSG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GSG | Replication |
|---|---|---|
| Annualized growth | 15.1% | 12.4% |
| Annualized volatility | 23.4% | 16.8% |
| Sharpe ratio | 0.71 | 0.78 |
| Maximum drawdown | 27.2% | 20.9% |
| Replication fit (R²) | 0.79 · Tracking error 10.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model GSG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 83.3% |
| XLE | Sector · Energy | 16.7% |