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GCC vs. FLEH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GCC and FLEH is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

GCC vs. FLEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and Franklin FTSE Europe Hedged ETF (FLEH). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%AugustSeptemberOctoberNovemberDecember2025
1.35%
0
GCC
FLEH

Key characteristics

Returns By Period


GCC

YTD

0.64%

1M

1.06%

6M

1.35%

1Y

16.20%

5Y*

7.99%

10Y*

1.86%

FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GCC vs. FLEH - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than FLEH's 0.09% expense ratio.


GCC
WisdomTree Enhanced Commodity Strategy Fund
Expense ratio chart for GCC: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FLEH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

GCC vs. FLEH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Franklin FTSE Europe Hedged ETF (FLEH). 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.


Sharpe ratio
The chart of Sharpe ratio for GCC, currently valued at 1.30, compared to the broader market0.002.004.001.300.89
The chart of Sortino ratio for GCC, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.0010.001.891.39
The chart of Omega ratio for GCC, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.77
The chart of Calmar ratio for GCC, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.650.60
The chart of Martin ratio for GCC, currently valued at 4.28, compared to the broader market0.0020.0040.0060.0080.00100.004.288.58
GCC
FLEH


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.30
0.89
GCC
FLEH

Dividends

GCC vs. FLEH - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.49%, while FLEH has not paid dividends to shareholders.


TTM20242023202220212020201920182017
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.49%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%
FLEH
Franklin FTSE Europe Hedged ETF
1.88%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%

Drawdowns

GCC vs. FLEH - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.06%
-0.91%
GCC
FLEH

Volatility

GCC vs. FLEH - Volatility Comparison

WisdomTree Enhanced Commodity Strategy Fund (GCC) has a higher volatility of 3.42% compared to Franklin FTSE Europe Hedged ETF (FLEH) at 0.00%. This indicates that GCC's price experiences larger fluctuations and is considered to be riskier than FLEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.42%
0
GCC
FLEH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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