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GCC vs. DBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCC vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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GCC vs. DBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCC
WisdomTree Enhanced Commodity Strategy Fund
13.19%20.01%15.13%-3.72%7.74%19.96%1.38%7.07%-8.69%-0.57%
DBC
Invesco DB Commodity Index Tracking Fund
29.47%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%

Returns By Period

In the year-to-date period, GCC achieves a 13.19% return, which is significantly lower than DBC's 29.47% return. Over the past 10 years, GCC has underperformed DBC with an annualized return of 7.15%, while DBC has yielded a comparatively higher 10.12% annualized return.


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%

DBC

1D
-1.06%
1M
15.34%
YTD
29.47%
6M
32.82%
1Y
33.00%
3Y*
11.68%
5Y*
14.52%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCC vs. DBC - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is lower than DBC's 0.85% expense ratio.


Return for Risk

GCC vs. DBC — Risk / Return Rank

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

GCC
GCC Risk / Return Rank: 8585
Overall Rank
GCC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 8282
Sortino Ratio Rank
GCC Omega Ratio Rank: 8383
Omega Ratio Rank
GCC Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCC Martin Ratio Rank: 8686
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 8686
Overall Rank
DBC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBC Omega Ratio Rank: 8484
Omega Ratio Rank
DBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBC Martin Ratio Rank: 8080
Martin Ratio Rank
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. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Invesco DB Commodity Index Tracking Fund (DBC). 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.


GCCDBCDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.77

-0.06

Sortino ratio

Return per unit of downside risk

2.12

2.36

-0.24

Omega ratio

Gain probability vs. loss probability

1.32

1.32

0.00

Calmar ratio

Return relative to maximum drawdown

2.98

3.17

-0.19

Martin ratio

Return relative to average drawdown

10.06

8.16

+1.90

GCC vs. DBC - Sharpe Ratio Comparison

The current GCC Sharpe Ratio is 1.72, which is comparable to the DBC Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of GCC and DBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCCDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.77

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.77

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.57

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.11

-0.04

Correlation

The correlation between GCC and DBC is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GCC vs. DBC - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.86%, more than DBC's 2.57% yield.


TTM20252024202320222021202020192018
GCC
WisdomTree Enhanced Commodity Strategy Fund
5.86%6.64%3.51%3.68%22.49%9.76%0.00%0.00%0.00%
DBC
Invesco DB Commodity Index Tracking Fund
2.57%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%

Drawdowns

GCC vs. DBC - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for GCC and DBC.


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Drawdown Indicators


GCCDBCDifference

Max Drawdown

Largest peak-to-trough decline

-63.19%

-76.36%

+13.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-10.99%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-27.34%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

-41.71%

+8.78%

Current Drawdown

Current decline from peak

-2.33%

-25.10%

+22.77%

Average Drawdown

Average peak-to-trough decline

-35.23%

-46.43%

+11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

4.27%

-1.18%

Volatility

GCC vs. DBC - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 5.30%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 8.17%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCCDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

8.17%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

13.92%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

18.77%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

18.98%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

17.72%

-2.96%