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GCC vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, GCC achieves a 8.13% return, which is significantly lower than PDBC's 22.11% return. Over the past 10 years, GCC has underperformed PDBC with an annualized return of 5.86%, while PDBC has yielded a comparatively higher 7.59% annualized return.


GCC

1D
-1.29%
1M
-9.68%
YTD
8.13%
6M
6.82%
1Y
21.66%
3Y*
14.89%
5Y*
10.21%
10Y*
5.86%

PDBC

1D
-1.10%
1M
-11.10%
YTD
22.11%
6M
20.75%
1Y
25.24%
3Y*
10.03%
5Y*
9.92%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCC vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCC
WisdomTree Enhanced Commodity Strategy Fund
8.13%20.01%15.13%-3.72%7.74%19.96%1.38%7.07%-8.69%-0.57%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
22.11%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between GCC and PDBC is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.77

The correlation between GCC and PDBC has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

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Return for Risk

GCC vs. PDBC — Risk / Return Rank

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

GCC
GCC Risk / Return Rank: 3636
Overall Rank
GCC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 3333
Sortino Ratio Rank
GCC Omega Ratio Rank: 3838
Omega Ratio Rank
GCC Calmar Ratio Rank: 3434
Calmar Ratio Rank
GCC Martin Ratio Rank: 4040
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 4040
Overall Rank
PDBC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 3939
Sortino Ratio Rank
PDBC Omega Ratio Rank: 3939
Omega Ratio Rank
PDBC Calmar Ratio Rank: 3737
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
Martin Ratio Rank
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. PDBC - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GCCPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.59

1.76

-0.16

Martin ratioReturn relative to average drawdown

5.99

7.71

-1.72

GCC vs. PDBC - Sharpe Ratio Comparison

The current GCC Sharpe Ratio is 1.27, which is comparable to the PDBC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GCC and PDBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


GCCPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-63.19%

-49.52%

-13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-14.44%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.67%

-14.44%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-27.63%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

-40.73%

+8.06%

Current Drawdown

Current decline from peak

-13.67%

-14.44%

+0.77%

Average Drawdown

Average peak-to-trough decline

-34.83%

-23.14%

-11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.31%

+0.32%

Volatility

GCC vs. PDBC - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 4.06%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 4.42%. 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.


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Volatility by Period


GCCPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

4.42%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

16.20%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

18.73%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

19.15%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

17.77%

-2.98%

GCC vs. PDBC - Expense Ratio Comparison

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


Dividends

GCC vs. PDBC - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 6.14%, more than PDBC's 3.14% yield.


PositionTTM2025202420232022202120202019201820172016
GCC
WisdomTree Enhanced Commodity Strategy Fund
6.14%6.64%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
3.14%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


GCC and PDBC have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (4.42%) compared to GCC (4.06%). In terms of maximum drawdown, GCC dropped -63.19% vs PDBC's -49.52%.

On 10-year performance, PDBC leads with 7.59% vs 5.86% for GCC. On fees, GCC is cheaper at 0.55% per year. On volatility, GCC has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PDBC has performed better with a 7.59% return vs 5.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GCC is cheaper with a 0.55% expense ratio, compared with 0.58% for PDBC.

GCC has the higher dividend yield at 6.14%, compared with 3.14% for PDBC.

They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.55% for GCC and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.38 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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