iPath S&P GSCI Total Return Index ETN (GSP)

Description

The investment seeks to track the performance of the S&P GSCI. The GSP ETF contains constituents. It is focused on holdings in the region.

Price $21.92 as of 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.75%
Average spread0.365%
1Y roundtrip cost1.115%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
202213.7%10.4%10.7%5.0%7.1%-9.1%-0.7%-3.4%-8.5%5.0%30.3%
20216.4%13.5%-2.6%10.4%2.8%5.2%1.6%-2.8%7.3%7.1%-12.6%9.1%45.4%
2020-13.2%-9.8%-38.3%-11.1%21.4%7.4%5.1%6.7%-5.4%-5.0%16.8%7.5%-18.1%
201910.5%4.2%2.0%3.3%-10.3%5.0%-0.5%-6.2%2.2%1.3%0.2%8.3%20.2%
20184.2%-4.1%2.6%5.5%1.5%2.0%-4.2%1.3%4.6%-7.4%-13.4%-8.5%-15.8%
2017-1.8%0.2%-4.3%-3.3%-1.6%-2.0%5.3%-1.2%4.0%4.5%1.4%5.2%6.5%
2016-6.2%-2.7%6.1%12.0%2.3%0.7%-11.9%2.2%4.8%-1.8%2.7%6.0%14.2%
2015-10.1%7.6%-7.8%12.7%-2.3%-0.2%-16.4%0.6%-6.8%-0.3%-10.5%-10.0%-43.6%
2014-2.1%4.8%0.1%1.1%-0.3%1.7%-5.7%-1.7%-6.6%-6.2%-11.3%-14.8%-40.7%
20134.6%-5.1%1.1%-5.3%-1.7%0.2%5.4%3.8%-3.8%-2.0%-0.1%1.6%-1.4%
20121.9%6.3%-2.6%-0.9%-13.9%1.2%6.2%7.2%-1.7%-4.4%1.7%-0.5%0.5%
20112.7%4.2%4.6%4.1%-7.3%-6.2%3.3%-2.2%-13.1%10.7%1.6%-1.5%1.0%
10.6%29.5%-28.3%33.7%-2.4%5.9%-12.4%4.4%-23.1%1.7%-23.6%2.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0.000.000.000.000.000.000.000.000.000.000.000.00

Sectors and Top Holdings

Security % Assets
Sweet Light Crude Oil (WTI)37.69%
Brent Crude Oil13.51%
Natural Gas6.49%
NY Harbor ULSD (Heating Oil)4.88%
Wheat4.79%
Gas Oil4.78%
Gasoline RBOB4.36%
Corn3.53%
Copper3.13%
Aluminum2.41%
Soybean2.40%
Live Cattle2.15%
Gold2.05%
Sugar1.09%
Lean Hogs1.07%
Top 15 Weights94.33%

Compare with similar ETFs

GSP GSG OIL OLEM USL USO
Product nameiPath S&P GSCI Total Return Index ETNiShares S&P GSCI Commodity-Indexed Trust ETFiPath S&P GSCI Crude Oil Total Return Index ETNiPath Pure Beta Crude Oil ETNUnited States 12 Month Oil ETFUnited States Oil Fund
IssueriPathiSharesiPathN/AUS Commodity FundsUS Commodity Funds
Price$21.92$21.45$30.57$30.58$34.9$70.18
Expense Ratio0.75%worse0.85%worse0.85%0.75%worse0.88%worse0.79%
Average Spread0.365%0.047%0.229%0.229%0.086%0.014%
AUM$32,967,100$1,702,160,000$107,495,000$0$185,743,000$3,363,480,000
Shares1,503,97379,354,8393,516,35005,322,13847,926,509
Average Daily Volume7,6431,205,57252,38049,98442,0733,678,220
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2006-06-062006-07-102011-04-202011-04-202007-12-062006-04-10
Index TrackedS&P GSCIS&P GSCIBarclays WTI Crude Oil Pure Beta TR IndexBarclays WTI Crude Oil Pure Beta TR Index12 Month Light Sweet Crude OilFront Month Light Sweet Crude Oil
CategoryCommoditiesCommoditiesOil & GasOil & GasOil & GasOil & Gas
Asset ClassCommodityCommodityCommodityCommodityCommodityCommodity
Asset Class Size
Value or Growth
Region
CountriesBroad
Annual Dividend Rate$0$0$0$0$0$0
Annual Dividend Yield0.000%0.000%0.000%0.000%0.000%0.000%
Number of Holdings
YTD Return31.02%25.37%30.20%30.24%24.96%29.10%
Beta-0.83-0.74-0.99-0.94-0.79-1.27
Upside Beta0.070.050.710.650.40-0.11
Downside Beta-0.010.000.720.690.22-0.16
Volatility 1Y38.24%31.87%45.45%45.46%40.58%43.66%
Sharpe Ratio 3Y0.770.770.991.010.91-0.30
Treynor Ratio 3Y-0.02-0.02-0.03-0.03-0.030.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew