PortfoliosLab logoPortfoliosLab logo
ISIN
US97718W1080
CUSIP
97717Y683
Inception Date
Jan 24, 2008
Region
Global (Broad)
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$261M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

GCC Performance Chart

WisdomTree Enhanced Commodity Strategy Fund (GCC) is up 9.6% since the beginning of the year. GCC is currently trading at $23 per share. Investors who bought $1,000 worth of GCC shares 5 years ago would now be looking at an investment worth $1,652.


Loading charts...

S&P 500 Index

Returns By Period

WisdomTree Enhanced Commodity Strategy Fund (GCC) has returned 9.55% so far this year and 22.24% over the past 12 months. Over the last ten years, GCC has returned 6.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree Enhanced Commodity Strategy Fund

1D
-0.34%
1M
-8.49%
YTD
9.55%
6M
9.43%
1Y
22.24%
3Y*
15.39%
5Y*
10.56%
10Y*
6.00%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCC Monthly Returns History

Based on dividend-adjusted daily data since Jan 24, 2008, GCC's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 52% of months were positive and 48% were negative. The best month was May 2009 with a return of +11.7%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GCC closed higher 51% of trading days. The best single day was Feb 8, 2008 with a return of +6.0%, while the worst single day was Mar 9, 2022 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.10%3.88%2.70%5.85%-1.82%-6.87%9.55%
20253.85%-2.35%2.70%-3.65%1.45%3.81%1.14%2.44%3.79%1.85%0.48%3.20%20.01%
20241.18%1.58%5.92%3.26%1.58%-2.22%-2.06%0.00%3.19%0.25%1.44%0.34%15.13%
20231.87%-4.74%1.07%-1.12%-5.66%2.34%7.21%-1.46%-0.02%-0.01%-0.74%-1.93%-3.72%
20225.04%7.45%7.49%1.31%1.21%-9.42%-0.81%-2.71%-5.85%3.04%3.40%-1.24%7.74%
20211.21%5.71%-1.57%7.23%3.81%-0.81%0.96%-1.52%1.27%4.00%-5.49%4.26%19.96%

Benchmark Metrics

WisdomTree Enhanced Commodity Strategy Fund has an annualized alpha of -1.20%, beta of 0.30, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since January 24, 2008.

  • This ETF participated in 58.98% of S&P 500 Index downside but only 32.96% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.30 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.20%
Beta
0.30
0.14
Upside Capture
32.96%
Downside Capture
58.98%

Expense Ratio

GCC has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GCC ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GCC Risk / Return Rank: 3737
Overall Rank
GCC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 3333
Sortino Ratio Rank
GCC Omega Ratio Rank: 3838
Omega Ratio Rank
GCC Calmar Ratio Rank: 3636
Calmar Ratio Rank
GCC Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GCCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.78

2.78

-1.00

Martin ratioReturn relative to average drawdown

6.32

12.44

-6.12

Dividends

Dividend History

WisdomTree Enhanced Commodity Strategy Fund provided a 6.06% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.40$1.40$0.66$0.62$4.10$2.03

Dividend yield

6.06%6.64%3.51%3.68%22.49%9.76%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Enhanced Commodity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$0.00$0.32$1.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.22$0.66
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.23$0.62
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.02$0.00$0.08$4.10
2021$2.03$0.00$0.00$2.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Enhanced Commodity Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Enhanced Commodity Strategy Fund was 63.19%, occurring on Apr 1, 2020. Recovery took 1492 trading sessions.

The current WisdomTree Enhanced Commodity Strategy Fund drawdown is 12.53%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-63.19%Apr 2020
11y 9mo5y 11mo
17y 8moJul 2008 - Mar 2026
Financial crisis2007–2009
-12.77%Mar 2008
14d2mo 29d
3mo 13dMar 2008 - Jun 2008
2026 correction2026
-12.53%Jun 2026
1mo 10d
1mo 11dMay 2026 - now
2026 pullback2026
-5.47%Mar 2026
10d22d
1mo 2dMar 2026 - Apr 2026
Financial crisis2007–2009
-4.97%Feb 2008
1d9d
10dFeb 2008 - Feb 2008

Drawdown Indicators


GCCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.19%

-56.78%

-6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-9.10%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.53%

-18.90%

+6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-25.43%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

-33.92%

+1.25%

Current Drawdown

Current decline from peak

-12.53%

-1.80%

-10.73%

Average Drawdown

Average peak-to-trough decline

-34.84%

-10.71%

-24.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.03%

+1.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with GCC

Add WisdomTree Enhanced Commodity Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GCC