GSG

iShares S&P GSCI Commodity Indexed Trust
*Unless otherwise stated, data provided by FactSet.

GSG Fund Description

GSG uses index futures contracts to gain exposure to a production-weighted index of front-month commodities futures contracts.

GSG Factset Analytics Insight

GSG is a commodity pool tracking a version of the S&P GSCI, giving it fairly neutral exposure to the broad energy commodities market. Instead of holding contracts in the underlying commodities, GSG only holds long-dated contracts on the GSCI itself, as well as sometimes quite substantial cash and T-Bill assets. The fund has exposure to the same commodities in the same weights. These commodities are weighted by reference to world production statistics. Only contracts sufficient liquidity are eligible. GSG offers great coverage of plain vanilla broad commodities. As a commodity pool, GSG reports any cap gains marked to market on a K-1 at a blended rate.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSG 11.78% 2.86% 7.07% 39.74% 7.18% 3.25% -5.85%
GSG (NAV) 12.13% 3.39% 7.99% 42.80% 6.30% 3.71% -5.76%
S&P GSCI 12.22% 3.62% 8.04% 44.24% 7.25% 4.73% -4.93%
S&P GSCI 12.22% 3.62% 8.04% 44.24% 7.25% 4.73% -4.93%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSG Summary Data

Blackrock
iShares
07/10/06
Commodities Pool
0.85%
$1.49B
$26.89M
0.06%

GSG Portfolio Data

Futures
Front Month
Annually
20

GSG Index Data

S&P GSCI
Production
Liquidity
S&P GSCI

GSG Portfolio Management

0.85%
-1.57%
-0.55%
-2.18%

GSG Tax Exposures

27.84% / 27.84%
--
Yes

GSG Fund Structure

Commodities Pool
No
N/A
N/A
N/A
Low
Daily

GSG Factset Analytics Block Liquidity

As of 01/19/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of GSG. GSG is rated a 5 out of 5.

GSG Tradability

1,587,704
$26.89M
1,406,288
$23.01M
0.06%
$0.01
0.02%
0.84% / -0.76%
None
100.00%
50,000
28.13
0.00%
--
7,878
$18.46
5

GSG Sector Breakdown


GSG
Segment Benchmark
55.47%
55.47%
19.22%
19.22%
10.49%
10.49%
9.67%
9.67%
5.16%
5.16%

GSG Top 10 Targeted Commodity Weights[View All]

10.60%
10.12%
9.48%
9.04%
8.96%
6.65%
5.97%
5.90%
5.82%
5.68%
78.23%

GSG Tenor Strategy

GSG invests solely in front-month futures contracts. This means that the fund will be particularly sensitive to changes in spot prices, but may be priced higher or lower than spot, sometimes dramatically.

GSG Rolling Strategy

GSG rolls contracts over the course of the 6th to the 9th business day each month.

GSG Performance Statistics

1.00
1.00
0.99
0.96
0.00%