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

Correlation

The correlation between GCC and PDBC 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. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.84%
9.94%
GCC
PDBC

Key characteristics

Sharpe Ratio

GCC:

0.28

PDBC:

-0.35

Sortino Ratio

GCC:

0.47

PDBC:

-0.39

Omega Ratio

GCC:

1.06

PDBC:

0.95

Calmar Ratio

GCC:

0.12

PDBC:

-0.20

Martin Ratio

GCC:

0.92

PDBC:

-0.93

Ulcer Index

GCC:

4.26%

PDBC:

5.87%

Daily Std Dev

GCC:

13.97%

PDBC:

15.67%

Max Drawdown

GCC:

-63.19%

PDBC:

-49.52%

Current Drawdown

GCC:

-25.46%

PDBC:

-23.22%

Returns By Period

In the year-to-date period, GCC achieves a 3.03% return, which is significantly higher than PDBC's -1.00% return. Over the past 10 years, GCC has underperformed PDBC with an annualized return of 2.62%, while PDBC has yielded a comparatively higher 2.94% annualized return.


GCC

YTD

3.03%

1M

-0.67%

6M

4.51%

1Y

3.01%

5Y*

14.20%

10Y*

2.62%

PDBC

YTD

-1.00%

1M

-4.53%

6M

-2.31%

1Y

-5.93%

5Y*

16.58%

10Y*

2.94%

*Annualized

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GCC vs. PDBC - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Expense ratio chart for PDBC: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PDBC: 0.58%
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%

Risk-Adjusted Performance

GCC vs. PDBC — 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 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 3838
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 3030
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 3939
Martin Ratio Rank

PDBC
The Risk-Adjusted Performance Rank of PDBC is 77
Overall Rank
The Sharpe Ratio Rank of PDBC is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBC is 66
Sortino Ratio Rank
The Omega Ratio Rank of PDBC is 77
Omega Ratio Rank
The Calmar Ratio Rank of PDBC is 99
Calmar Ratio Rank
The Martin Ratio Rank of PDBC is 66
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. PDBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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 0.28, compared to the broader market-1.000.001.002.003.004.00
GCC: 0.28
PDBC: -0.35
The chart of Sortino ratio for GCC, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
GCC: 0.47
PDBC: -0.39
The chart of Omega ratio for GCC, currently valued at 1.06, compared to the broader market0.501.001.502.00
GCC: 1.06
PDBC: 0.95
The chart of Calmar ratio for GCC, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
GCC: 0.21
PDBC: -0.20
The chart of Martin ratio for GCC, currently valued at 0.92, compared to the broader market0.0020.0040.0060.00
GCC: 0.92
PDBC: -0.93

The current GCC Sharpe Ratio is 0.28, which is higher than the PDBC Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of GCC and PDBC, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.28
-0.35
GCC
PDBC

Dividends

GCC vs. PDBC - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.41%, less than PDBC's 4.47% yield.


TTM202420232022202120202019201820172016
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.41%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
4.47%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Drawdowns

GCC vs. PDBC - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for GCC and PDBC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.95%
-23.22%
GCC
PDBC

Volatility

GCC vs. PDBC - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 7.49%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 8.23%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.49%
8.23%
GCC
PDBC