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

Key characteristics


FLEHGCC

Correlation

-0.50.00.51.00.2

The correlation between FLEH and GCC is 0.24, 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 displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember0
1.76%
FLEH
GCC

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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.


GCC
WisdomTree Enhanced Commodity Strategy Fund
Expense ratio chart for GCC: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FLEH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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.


FLEH
Sharpe ratio
The chart of Sharpe ratio for FLEH, currently valued at 1.64, compared to the broader market-2.000.002.004.001.64
Sortino ratio
The chart of Sortino ratio for FLEH, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.75
Omega ratio
The chart of Omega ratio for FLEH, currently valued at 1.78, compared to the broader market1.001.502.002.503.001.78
Calmar ratio
The chart of Calmar ratio for FLEH, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.06
Martin ratio
The chart of Martin ratio for FLEH, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.00100.0011.60
GCC
Sharpe ratio
The chart of Sharpe ratio for GCC, currently valued at 1.02, compared to the broader market-2.000.002.004.001.02
Sortino ratio
The chart of Sortino ratio for GCC, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.51
Omega ratio
The chart of Omega ratio for GCC, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for GCC, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.51
Martin ratio
The chart of Martin ratio for GCC, currently valued at 3.31, compared to the broader market0.0020.0040.0060.0080.00100.003.31

FLEH vs. GCC - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.64
1.02
FLEH
GCC

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 3.51%.


TTM2023202220212020201920182017
FLEH
Franklin FTSE Europe Hedged ETF
3.68%3.25%1.84%3.03%1.94%6.06%12.17%0.07%
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%

Drawdowns

FLEH vs. GCC - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.91%
-12.04%
FLEH
GCC

Volatility

FLEH vs. GCC - Volatility Comparison

The current volatility for Franklin FTSE Europe Hedged ETF (FLEH) is 0.00%, while WisdomTree Enhanced Commodity Strategy Fund (GCC) has a volatility of 3.95%. This indicates that FLEH 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.95%
FLEH
GCC