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

Correlation

The correlation between GCC and FLEH is 0.31, 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 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.

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Key characteristics

Returns By Period


GCC

YTD

3.03%

1M

1.84%

6M

6.49%

1Y

3.01%

5Y*

12.85%

10Y*

2.47%

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.


Risk-Adjusted Performance

GCC vs. FLEH — Risk-Adjusted Performance Rank

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

GCC
The Risk-Adjusted Performance Rank of GCC is 3232
Overall Rank
The Sharpe Ratio Rank of GCC is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 3535
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 2525
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 3939
Martin Ratio Rank

FLEH
The Risk-Adjusted Performance Rank of FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

GCC vs. FLEH - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.41%, while FLEH has not paid dividends to shareholders.


TTM20242023202220212020201920182017
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.41%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%

Drawdowns

GCC vs. FLEH - Drawdown Comparison


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Volatility

GCC vs. FLEH - Volatility Comparison


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