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

Correlation

The correlation between GCC and JEPI is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

GCC vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

55.00%60.00%65.00%70.00%75.00%80.00%85.00%90.00%NovemberDecember2025FebruaryMarchApril
82.83%
66.94%
GCC
JEPI

Key characteristics

Sharpe Ratio

GCC:

0.23

JEPI:

0.41

Sortino Ratio

GCC:

0.40

JEPI:

0.67

Omega Ratio

GCC:

1.05

JEPI:

1.11

Calmar Ratio

GCC:

0.09

JEPI:

0.43

Martin Ratio

GCC:

0.74

JEPI:

1.99

Ulcer Index

GCC:

4.26%

JEPI:

2.83%

Daily Std Dev

GCC:

13.97%

JEPI:

13.76%

Max Drawdown

GCC:

-63.19%

JEPI:

-13.71%

Current Drawdown

GCC:

-25.69%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, GCC achieves a 2.71% return, which is significantly higher than JEPI's -2.96% return.


GCC

YTD

2.71%

1M

-1.73%

6M

4.73%

1Y

3.30%

5Y*

14.14%

10Y*

2.60%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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GCC vs. JEPI - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for GCC: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GCC: 0.55%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

GCC vs. JEPI — 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 3636
Overall Rank
The Sharpe Ratio Rank of GCC is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 3737
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3535
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 3939
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and JPMorgan Equity Premium Income ETF (JEPI). 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.


The chart of Sharpe ratio for GCC, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
GCC: 0.23
JEPI: 0.41
The chart of Sortino ratio for GCC, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
GCC: 0.40
JEPI: 0.67
The chart of Omega ratio for GCC, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
GCC: 1.05
JEPI: 1.11
The chart of Calmar ratio for GCC, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.00
GCC: 0.17
JEPI: 0.43
The chart of Martin ratio for GCC, currently valued at 0.74, compared to the broader market0.0020.0040.0060.00
GCC: 0.74
JEPI: 1.99

The current GCC Sharpe Ratio is 0.23, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GCC and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.41
GCC
JEPI

Dividends

GCC vs. JEPI - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.42%, less than JEPI's 7.90% yield.


TTM20242023202220212020
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.42%3.51%3.68%22.49%9.76%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%

Drawdowns

GCC vs. JEPI - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GCC and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.23%
-7.02%
GCC
JEPI

Volatility

GCC vs. JEPI - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 7.51%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.06%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.51%
11.06%
GCC
JEPI