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EMHC vs. GCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMHC vs. GCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and WisdomTree Enhanced Commodity Strategy Fund (GCC). The values are adjusted to include any dividend payments, if applicable.

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EMHC vs. GCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
-1.37%14.07%3.52%10.06%-17.75%1.68%
GCC
WisdomTree Enhanced Commodity Strategy Fund
12.81%20.01%15.13%-3.72%7.74%12.41%

Returns By Period

In the year-to-date period, EMHC achieves a -1.37% return, which is significantly lower than GCC's 12.81% return.


EMHC

1D
0.32%
1M
-2.81%
YTD
-1.37%
6M
1.68%
1Y
9.29%
3Y*
7.58%
5Y*
10Y*

GCC

1D
-0.33%
1M
1.49%
YTD
12.81%
6M
18.66%
1Y
28.98%
3Y*
15.23%
5Y*
12.76%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMHC vs. GCC - Expense Ratio Comparison

EMHC has a 0.23% expense ratio, which is lower than GCC's 0.55% expense ratio.


Return for Risk

EMHC vs. GCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMHC
EMHC Risk / Return Rank: 7575
Overall Rank
EMHC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMHC Omega Ratio Rank: 7373
Omega Ratio Rank
EMHC Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMHC Martin Ratio Rank: 7777
Martin Ratio Rank

GCC
GCC Risk / Return Rank: 8181
Overall Rank
GCC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 7777
Sortino Ratio Rank
GCC Omega Ratio Rank: 7878
Omega Ratio Rank
GCC Calmar Ratio Rank: 8787
Calmar Ratio Rank
GCC Martin Ratio Rank: 8282
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.

EMHC vs. GCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and WisdomTree Enhanced Commodity Strategy Fund (GCC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EMHCGCCDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.63

-0.25

Sortino ratio

Return per unit of downside risk

2.01

2.04

-0.03

Omega ratio

Gain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratio

Return relative to maximum drawdown

2.21

2.88

-0.67

Martin ratio

Return relative to average drawdown

8.83

9.70

-0.87

EMHC vs. GCC - Sharpe Ratio Comparison

The current EMHC Sharpe Ratio is 1.38, which is comparable to the GCC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EMHC and GCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMHCGCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.63

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.06

+0.09

Correlation

The correlation between EMHC and GCC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EMHC vs. GCC - Dividend Comparison

EMHC's dividend yield for the trailing twelve months is around 6.25%, more than GCC's 5.88% yield.


TTM20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.25%6.16%5.95%5.12%5.11%2.97%
GCC
WisdomTree Enhanced Commodity Strategy Fund
5.88%6.64%3.51%3.68%22.49%9.76%

Drawdowns

EMHC vs. GCC - Drawdown Comparison

The maximum EMHC drawdown since its inception was -28.03%, smaller than the maximum GCC drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for EMHC and GCC.


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Drawdown Indicators


EMHCGCCDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-63.19%

+35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.37%

-10.42%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

Current Drawdown

Current decline from peak

-3.13%

-2.65%

-0.48%

Average Drawdown

Average peak-to-trough decline

-10.21%

-35.22%

+25.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

3.09%

-1.99%

Volatility

EMHC vs. GCC - Volatility Comparison

The current volatility for SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) is 2.78%, while WisdomTree Enhanced Commodity Strategy Fund (GCC) has a volatility of 4.96%. This indicates that EMHC experiences smaller price fluctuations and is considered to be less risky than GCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMHCGCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

4.96%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

14.91%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.76%

17.83%

-11.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.04%

16.97%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

14.76%

-5.72%