GCC vs. COMT
GCC (WisdomTree Enhanced Commodity Strategy Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds. GCC is actively managed, while COMT is passively managed. Over the past 10 years, GCC returned 5.86%/yr vs 7.96%/yr for COMT. A 0.76 correlation means they provide meaningful diversification when combined. GCC charges 0.55%/yr vs 0.48%/yr for COMT.
Performance
GCC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, GCC achieves a 8.13% return, which is significantly lower than COMT's 23.88% return. Over the past 10 years, GCC has underperformed COMT with an annualized return of 5.86%, while COMT has yielded a comparatively higher 7.96% annualized return.
GCC
- 1D
- -1.29%
- 1M
- -9.68%
- YTD
- 8.13%
- 6M
- 6.82%
- 1Y
- 21.66%
- 3Y*
- 14.89%
- 5Y*
- 10.21%
- 10Y*
- 5.86%
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
GCC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 8.13% | 20.01% | 15.13% | -3.72% | 7.74% | 19.96% | 1.38% | 7.07% | -8.69% | -0.57% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between GCC and COMT is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.76 |
The correlation between GCC and COMT shifts across timeframes, from 0.67 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GCC vs. COMT — Risk / Return Rank
GCC
COMT
GCC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.63 | -0.04 |
| Martin ratioReturn relative to average drawdown | 5.99 | 6.99 | -1.00 |
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Drawdowns
GCC vs. COMT - Drawdown Comparison
The maximum GCC drawdown since its inception was -63.19%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GCC and COMT.
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Drawdown Indicators
| GCC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.19% | -51.89% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -15.58% | +1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -13.67% | -15.58% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -29.00% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.67% | -39.22% | +6.55% |
Current DrawdownCurrent decline from peak | -13.67% | -15.58% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -34.83% | -24.00% | -10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.65% | -0.02% |
Volatility
GCC vs. COMT - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 4.06%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 5.02% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 19.24% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 21.45% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 21.13% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 18.86% | -4.07% |
GCC vs. COMT - Expense Ratio Comparison
GCC has a 0.55% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
GCC vs. COMT - Dividend Comparison
GCC's dividend yield for the trailing twelve months is around 6.14%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
GCC WisdomTree Enhanced Commodity Strategy Fund | 6.14% | 6.64% | 3.51% | 3.68% | 22.49% | 9.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GCC and COMT have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to GCC (4.06%). In terms of maximum drawdown, GCC dropped -63.19% vs COMT's -51.89%.
On 10-year performance, COMT leads with 7.96% vs 5.86% for GCC. On fees, COMT is cheaper at 0.48% per year. On volatility, GCC has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 7.96% return vs 5.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.55% for GCC.
COMT has the higher dividend yield at 6.25%, compared with 6.14% for GCC.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.55% for GCC and 0.48% for COMT.
GCC currently has the higher Sharpe Ratio (1.27 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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