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GCC vs. EMHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCC vs. EMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCC achieves a 18.63% return, which is significantly higher than EMHC's 1.57% return.


GCC

1D
-0.48%
1M
-1.53%
YTD
18.63%
6M
21.66%
1Y
37.16%
3Y*
19.03%
5Y*
11.48%
10Y*
6.84%

EMHC

1D
-0.32%
1M
1.13%
YTD
1.57%
6M
1.74%
1Y
11.54%
3Y*
8.74%
5Y*
1.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCC vs. EMHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GCC
WisdomTree Enhanced Commodity Strategy Fund
18.63%20.01%15.13%-3.72%7.74%12.41%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
1.57%14.07%3.52%10.06%-17.75%1.68%

Correlation

The correlation between GCC and EMHC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.13

The correlation between GCC and EMHC shifts across timeframes, from -0.02 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GCC vs. EMHC — Risk / Return Rank

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

GCC
GCC Risk / Return Rank: 6767
Overall Rank
GCC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 5656
Sortino Ratio Rank
GCC Omega Ratio Rank: 6969
Omega Ratio Rank
GCC Calmar Ratio Rank: 7373
Calmar Ratio Rank
GCC Martin Ratio Rank: 7171
Martin Ratio Rank

EMHC
EMHC Risk / Return Rank: 6464
Overall Rank
EMHC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMHC Omega Ratio Rank: 6868
Omega Ratio Rank
EMHC Calmar Ratio Rank: 5353
Calmar Ratio Rank
EMHC Martin Ratio Rank: 6262
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. EMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). 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.


GCCEMHCDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.64

2.65

+0.99

Martin ratioReturn relative to average drawdown

13.42

11.09

+2.34

GCC vs. EMHC - Sharpe Ratio Comparison

The current GCC Sharpe Ratio is 2.24, which is comparable to the EMHC Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of GCC and EMHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GCCEMHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.14

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.17

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.22

-0.14

Drawdowns

GCC vs. EMHC - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than EMHC's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for GCC and EMHC.


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Drawdown Indicators


GCCEMHCDifference

Max Drawdown

Largest peak-to-trough decline

-63.19%

-28.03%

-35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-4.37%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-7.67%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-28.03%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

Current Drawdown

Current decline from peak

-5.29%

-0.32%

-4.97%

Average Drawdown

Average peak-to-trough decline

-34.91%

-9.91%

-25.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.04%

+1.74%

Volatility

GCC vs. EMHC - Volatility Comparison

WisdomTree Enhanced Commodity Strategy Fund (GCC) has a higher volatility of 4.53% compared to SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) at 1.89%. This indicates that GCC's price experiences larger fluctuations and is considered to be riskier than EMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCCEMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

1.89%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

4.16%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

5.43%

+11.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

9.06%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

8.96%

+5.81%

GCC vs. EMHC - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than EMHC's 0.23% expense ratio.


Dividends

GCC vs. EMHC - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.60%, less than EMHC's 6.11% yield.


PositionTTM20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.11%6.16%5.95%5.12%5.11%2.97%
GCC
WisdomTree Enhanced Commodity Strategy Fund
5.60%6.64%3.51%3.68%22.49%9.76%

Frequently Asked Questions


GCC and EMHC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GCC has higher volatility (4.53%) compared to EMHC (1.89%). In terms of maximum drawdown, GCC dropped -63.19% vs EMHC's -28.03%.

On 5-year performance, GCC leads with 11.48% vs 1.55% for EMHC. On fees, EMHC is cheaper at 0.23% per year. On volatility, EMHC has been the lower-risk option at 1.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GCC has performed better with a 11.48% return vs 1.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMHC is cheaper with a 0.23% expense ratio, compared with 0.55% for GCC.

EMHC has the higher dividend yield at 6.11%, compared with 5.60% for GCC.

GCC is categorized as Commodities, while EMHC is Emerging Markets Bonds. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.55% for GCC and 0.23% for EMHC.

GCC currently has the higher Sharpe Ratio (2.24 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for GCC and EMHC

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