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

Key characteristics


GCCFLEH

Correlation

-0.50.00.51.00.2

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.

Performance

GCC vs. FLEH - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-0.19%
0
GCC
FLEH

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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.


GCC
Sharpe ratio
The chart of Sharpe ratio for GCC, currently valued at 0.91, compared to the broader market-2.000.002.004.006.000.91
Sortino ratio
The chart of Sortino ratio for GCC, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.0012.001.35
Omega ratio
The chart of Omega ratio for GCC, currently valued at 1.15, compared to the broader market1.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for GCC, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.45
Martin ratio
The chart of Martin ratio for GCC, currently valued at 2.95, compared to the broader market0.0020.0040.0060.0080.00100.002.95
FLEH
Sharpe ratio
The chart of Sharpe ratio for FLEH, currently valued at 1.44, compared to the broader market-2.000.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for FLEH, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.0012.002.41
Omega ratio
The chart of Omega ratio for FLEH, currently valued at 1.68, compared to the broader market1.001.502.002.503.001.68
Calmar ratio
The chart of Calmar ratio for FLEH, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03
Martin ratio
The chart of Martin ratio for FLEH, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.00100.0010.04

GCC vs. FLEH - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.91
1.44
GCC
FLEH

Dividends

GCC vs. FLEH - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.59%, while FLEH has not paid dividends to shareholders.


TTM2023202220212020201920182017
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.59%3.68%22.49%9.76%0.00%0.00%0.00%0.00%
FLEH
Franklin FTSE Europe Hedged ETF
3.68%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%JuneJulyAugustSeptemberOctoberNovember
-13.99%
-0.91%
GCC
FLEH

Volatility

GCC vs. FLEH - Volatility Comparison

WisdomTree Enhanced Commodity Strategy Fund (GCC) has a higher volatility of 4.14% 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%JuneJulyAugustSeptemberOctoberNovember
4.14%
0
GCC
FLEH