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FLEH vs. GCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLEH and GCC is 0.31, 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.


Performance

FLEH vs. GCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe Hedged ETF (FLEH) and WisdomTree Enhanced Commodity Strategy Fund (GCC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GCC

YTD

4.20%

1M

5.37%

6M

7.06%

1Y

6.64%

5Y*

13.71%

10Y*

2.40%

*Annualized

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FLEH vs. GCC - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than GCC's 0.55% expense ratio.


Risk-Adjusted Performance

FLEH vs. GCC — Risk-Adjusted Performance Rank

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

FLEH
The Risk-Adjusted Performance Rank of FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
Martin Ratio Rank

GCC
The Risk-Adjusted Performance Rank of GCC is 3838
Overall Rank
The Sharpe Ratio Rank of GCC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 4040
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3636
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLEH vs. GCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) 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.



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Dividends

FLEH vs. GCC - Dividend Comparison

FLEH has not paid dividends to shareholders, while GCC's dividend yield for the trailing twelve months is around 3.37%.


TTM20242023202220212020201920182017
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.37%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%

Drawdowns

FLEH vs. GCC - Drawdown Comparison


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Volatility

FLEH vs. GCC - Volatility Comparison


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