GCC vs. IBB
Compare and contrast key facts about WisdomTree Enhanced Commodity Strategy Fund (GCC) and iShares Nasdaq Biotechnology ETF (IBB).
GCC and IBB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCC is an actively managed fund by WisdomTree. It was launched on Jan 24, 2008. IBB is a passively managed fund by iShares that tracks the performance of the NASDAQ Biotechnology Index. It was launched on Feb 5, 2001.
Performance
GCC vs. IBB - Performance Comparison
Loading graphics...
GCC vs. IBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBB iShares Nasdaq Biotechnology ETF | 0.12% | 27.98% | -2.41% | 3.76% | -13.69% | 0.95% | 26.01% | 25.42% | -9.53% | 21.08% |
Returns By Period
In the year-to-date period, GCC achieves a 13.19% return, which is significantly higher than IBB's 0.12% return. Both investments have delivered pretty close results over the past 10 years, with GCC having a 7.15% annualized return and IBB not far behind at 6.84%.
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%
IBB
- 1D
- 4.32%
- 1M
- -3.65%
- YTD
- 0.12%
- 6M
- 17.17%
- 1Y
- 32.33%
- 3Y*
- 9.65%
- 5Y*
- 2.46%
- 10Y*
- 6.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GCC vs. IBB - Expense Ratio Comparison
GCC has a 0.55% expense ratio, which is higher than IBB's 0.47% expense ratio.
Return for Risk
GCC vs. IBB — Risk / Return Rank
GCC
IBB
GCC vs. IBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and iShares Nasdaq Biotechnology ETF (IBB). 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 | IBB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.35 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.91 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.41 | +0.57 |
Martin ratioReturn relative to average drawdown | 10.06 | 8.61 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GCC | IBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.35 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.11 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.29 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.26 | -0.19 |
Correlation
The correlation between GCC and IBB is 0.20, 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.
Dividends
GCC vs. IBB - Dividend Comparison
GCC's dividend yield for the trailing twelve months is around 5.86%, more than IBB's 0.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 5.86% | 6.64% | 3.51% | 3.68% | 22.49% | 9.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBB iShares Nasdaq Biotechnology ETF | 0.23% | 0.23% | 0.29% | 0.26% | 0.31% | 0.21% | 0.21% | 0.33% | 0.20% | 0.30% | 0.19% | 0.03% |
Drawdowns
GCC vs. IBB - Drawdown Comparison
The maximum GCC drawdown since its inception was -63.19%, roughly equal to the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for GCC and IBB.
Loading graphics...
Drawdown Indicators
| GCC | IBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.19% | -62.85% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -11.65% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -39.82% | +12.75% |
Max Drawdown (10Y)Largest decline over 10 years | -32.93% | -39.82% | +6.89% |
Current DrawdownCurrent decline from peak | -2.33% | -4.88% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -35.23% | -21.30% | -13.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.47% | -0.38% |
Volatility
GCC vs. IBB - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 5.30%, while iShares Nasdaq Biotechnology ETF (IBB) has a volatility of 8.62%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GCC | IBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 8.62% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 14.53% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 24.08% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 21.87% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.76% | 23.37% | -8.61% |