GCC vs. IVES

Last updated Jun 4, 2026

GCC (WisdomTree Enhanced Commodity Strategy Fund) and IVES (Dan IVES Wedbush AI Revolution ETF) are both exchange-traded funds - GCC is a Commodities fund actively managed by WisdomTree, while IVES is a Technology Equities fund tracking the Solactive Wedbush Artificial Intelligence Index. GCC is actively managed, while IVES is passively managed. At a 0.18 correlation, their price movements are largely independent. GCC charges 0.55%/yr vs 0.75%/yr for IVES.

Performance

GCC vs. IVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and Dan IVES Wedbush AI Revolution ETF (IVES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GCC achieves a 18.63% return, which is significantly lower than IVES's 27.14% 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%

IVES

• 1D: -2.92%
• 1M: 18.28%
• YTD: 27.14%
• 6M: 24.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCC vs. IVES - Yearly Performance Comparison

	2026 (YTD)	2025
GCC WisdomTree Enhanced Commodity Strategy Fund	18.63%	15.54%
IVES Dan IVES Wedbush AI Revolution ETF	27.14%	25.06%

Correlation

The correlation between GCC and IVES is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.18

Return for Risk

GCC vs. IVES — Risk / Return Rank

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

GCC

GCC Risk / Return Rank: 67
GCC Sharpe Ratio Rank: 67
GCC Sortino Ratio Rank: 56
GCC Omega Ratio Rank: 69
GCC Calmar Ratio Rank: 73
GCC Martin Ratio Rank: 71

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. IVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Dan IVES Wedbush AI Revolution ETF (IVES). 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	IVES	Difference
Sharpe ratio: Return per unit of total volatility	2.24	—	—
Sortino ratio: Return per unit of downside risk	2.72	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	3.64	—	—
Martin ratio: Return relative to average drawdown	13.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GCC	IVES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
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	2.32	-2.24

Drawdowns

GCC vs. IVES - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than IVES's maximum drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for GCC and IVES.

Drawdown Indicators

	GCC	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	-22.64%	-40.55%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	—	—
Current Drawdown Current decline from peak	-5.29%	-3.69%	-1.60%
Average Drawdown Average peak-to-trough decline	-34.91%	-5.63%	-29.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	—	—

Volatility

Volatility by Period

	GCC	IVES	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.63%	25.77%	-9.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.93%	25.77%	-8.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	25.77%	-11.00%

GCC vs. IVES - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is lower than IVES's 0.75% expense ratio.

Dividends

GCC vs. IVES - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.60%, more than IVES's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021
GCC WisdomTree Enhanced Commodity Strategy Fund	5.60%	6.64%	3.51%	3.68%	22.49%	9.76%
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GCC and IVES in my portfolio?

GCC and IVES have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GCC or IVES?

On fees, GCC is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GCC or IVES?

GCC is cheaper with a 0.55% expense ratio, compared with 0.75% for IVES.

Which ETF pays a higher dividend yield, GCC or IVES?

GCC has the higher dividend yield at 5.60%, compared with 0.33% for IVES.

What is the main difference between GCC and IVES?

GCC is categorized as Commodities, while IVES is Technology Equities. They also come from different issuers: WisdomTree and Wedbush. Their fees differ too: 0.55% for GCC and 0.75% for IVES.