GCC vs. BCIM

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Enhanced Commodity Strategy Fund (GCC) and abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM).

GCC and BCIM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCC is an actively managed fund by WisdomTree. It was launched on Jan 24, 2008. BCIM is a passively managed fund by Aberdeen that tracks the performance of the Bloomberg Industrial Metals. It was launched on Sep 22, 2021.

Performance

GCC vs. BCIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM). The values are adjusted to include any dividend payments, if applicable.

GCC vs. BCIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GCC WisdomTree Enhanced Commodity Strategy Fund	13.19%	20.01%	15.13%	-3.72%	7.74%	2.85%
BCIM abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF	0.00%	10.71%	3.30%	-9.68%	-3.29%	4.17%

Returns By Period

GCC

• 1D: 0.42%
• 1M: 2.70%
• YTD: 13.19%
• 6M: 19.55%
• 1Y: 30.43%
• 3Y*: 15.36%
• 5Y*: 12.83%
• 10Y*: 7.15%

BCIM

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCC vs. BCIM - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than BCIM's 0.41% expense ratio.

GCC

WisdomTree Enhanced Commodity Strategy Fund

BCIM

abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF

Return for Risk

GCC vs. BCIM — Risk / Return Rank

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

GCC

GCC Risk / Return Rank: 85
GCC Sharpe Ratio Rank: 85
GCC Sortino Ratio Rank: 82
GCC Omega Ratio Rank: 83
GCC Calmar Ratio Rank: 90
GCC Martin Ratio Rank: 86

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.

GCC vs. BCIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM). 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.

	GCC	BCIM	Difference
Sharpe ratio Return per unit of total volatility	1.72	—	—
Sortino ratio Return per unit of downside risk	2.12	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	2.98	—	—
Martin ratio Return relative to average drawdown	10.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GCC	BCIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	—	—

Correlation

The correlation between GCC and BCIM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GCC vs. BCIM - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.86%, more than BCIM's 3.77% yield.

	TTM	2025	2024	2023	2022	2021
GCC WisdomTree Enhanced Commodity Strategy Fund	5.86%	6.64%	3.51%	3.68%	22.49%	9.76%
BCIM abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF	3.77%	3.77%	11.47%	3.36%	0.72%	1.57%

Drawdowns

Drawdown Indicators

	GCC	BCIM	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	—	—
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	-2.33%	—	—
Average Drawdown Average peak-to-trough decline	-35.23%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	—	—

Volatility

Volatility by Period

	GCC	BCIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.76%	—	—