EMHC vs. GCC
Compare and contrast key facts about SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and WisdomTree Enhanced Commodity Strategy Fund (GCC).
EMHC and GCC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMHC is a passively managed fund by State Street that tracks the performance of the Bloomberg Emerging USD Bond Core Index - Benchmark TR Net. It was launched on Apr 6, 2021. GCC is an actively managed fund by WisdomTree. It was launched on Jan 24, 2008.
Performance
EMHC vs. GCC - Performance Comparison
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EMHC vs. GCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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%
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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
EMHC
GCC
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.
| EMHC | GCC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.63 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.04 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.88 | -0.67 |
Martin ratioReturn relative to average drawdown | 8.83 | 9.70 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMHC | GCC | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
| EMHC | GCC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.13% | -2.65% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -35.22% | +25.01% |
Ulcer IndexDepth 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
| EMHC | GCC | Difference | |
|---|---|---|---|
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% |