GCC vs. CCOM

Last updated Aug 6, 2026

GCC (WisdomTree Enhanced Commodity Strategy Fund) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Their 0.19 correlation means their historical movements had little consistent relationship. GCC charges 0.55%/yr vs 0.99%/yr for CCOM.

Performance

GCC vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GCC

• 1D: 0.76%
• 1M: 4.07%
• 6M: 8.10%
• YTD: 14.89%
• 1Y: 29.82%
• 3Y*: 15.59%
• 5Y*: 11.45%
• 10Y*: 6.58%
• ALL TIME*: 1.15%

CCOM

• 1D: -0.19%
• 1M: -0.38%
• 6M: -0.30%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	$504.01	$468.51	$4.30K
GCC WisdomTree Enhanced Commodity Strategy Fund	$824.65K	$1.06M	$1.11M

GCC vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
GCC WisdomTree Enhanced Commodity Strategy Fund	3.01%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-4.06%

Correlation

The correlation between GCC and CCOM is 0.19, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026	0.19

Return for Risk

GCC vs. CCOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GCC

GCC Risk / Return Rank: 55
GCC Sharpe Ratio Rank: 64
GCC Sortino Ratio Rank: 54
GCC Omega Ratio Rank: 65
GCC Calmar Ratio Rank: 46
GCC Martin Ratio Rank: 45

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GCC vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GCC	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	1.71	—	—
Sortino ratio: Return per unit of downside risk	2.16	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	1.89	—	—
Martin ratio: Return relative to average drawdown	5.77	—	—

Drawdowns

GCC vs. CCOM - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for GCC and CCOM.

Drawdown Indicators

	GCC	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	-7.44%	-55.75%
Max Drawdown (1Y) Largest decline over 1 year	-15.86%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.31%	—	—
Current Drawdown Current decline from peak	-8.27%	-6.01%	-2.26%
Average Drawdown Average peak-to-trough decline	-34.68%	-3.39%	-31.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.18%	—	—

Volatility

Volatility by Period

	GCC	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.50%	12.39%	+5.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	12.39%	+4.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	12.39%	+2.45%

GCC vs. CCOM - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

GCC vs. CCOM - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.78%, more than CCOM's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.27%	0.00%	0.00%	0.00%	0.00%	0.00%
GCC WisdomTree Enhanced Commodity Strategy Fund	5.78%	6.64%	3.51%	3.68%	22.49%	9.76%

Frequently Asked Questions

Can I hold both GCC and CCOM in my portfolio?

GCC and CCOM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GCC or CCOM?

On fees, GCC is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GCC or CCOM?

GCC is cheaper with a 0.55% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, GCC or CCOM?

GCC has the higher dividend yield at 5.78%, compared with 1.27% for CCOM.

What is the main difference between GCC and CCOM?

They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.55% for GCC and 0.99% for CCOM.