GCC vs. QGRW

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Enhanced Commodity Strategy Fund (GCC) and WisdomTree U.S. Quality Growth Fund (QGRW).

GCC and QGRW 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. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022.

Performance

GCC vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

GCC vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GCC WisdomTree Enhanced Commodity Strategy Fund	12.81%	20.01%	15.13%	-3.72%	1.22%
QGRW WisdomTree U.S. Quality Growth Fund	-7.80%	19.20%	34.85%	56.05%	-3.30%

Returns By Period

In the year-to-date period, GCC achieves a 12.81% return, which is significantly higher than QGRW's -7.80% return.

GCC

• 1D: -0.33%
• 1M: 1.49%
• YTD: 12.81%
• 6M: 18.66%
• 1Y: 28.98%
• 3Y*: 15.23%
• 5Y*: 12.76%
• 10Y*: 7.12%

QGRW

• 1D: 1.24%
• 1M: -4.85%
• YTD: -7.80%
• 6M: -6.06%
• 1Y: 22.02%
• 3Y*: 24.11%
• 5Y*: —
• 10Y*: —

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

GCC vs. QGRW - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than QGRW's 0.28% expense ratio.

GCC

WisdomTree Enhanced Commodity Strategy Fund

QGRW

WisdomTree U.S. Quality Growth Fund

Return for Risk

GCC vs. QGRW — Risk / Return Rank

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

GCC

GCC Risk / Return Rank: 81
GCC Sharpe Ratio Rank: 82
GCC Sortino Ratio Rank: 77
GCC Omega Ratio Rank: 78
GCC Calmar Ratio Rank: 87
GCC Martin Ratio Rank: 82

QGRW

QGRW Risk / Return Rank: 53
QGRW Sharpe Ratio Rank: 49
QGRW Sortino Ratio Rank: 53
QGRW Omega Ratio Rank: 52
QGRW Calmar Ratio Rank: 56
QGRW Martin Ratio Rank: 55

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and WisdomTree U.S. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio Return per unit of total volatility	1.63	0.91	+0.72
Sortino ratio Return per unit of downside risk	2.04	1.45	+0.58
Omega ratio Gain probability vs. loss probability	1.31	1.20	+0.10
Calmar ratio Return relative to maximum drawdown	2.88	1.51	+1.37
Martin ratio Return relative to average drawdown	9.70	5.66	+4.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCC vs. QGRW - Sharpe Ratio Comparison

The current GCC Sharpe Ratio is 1.63, which is higher than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GCC and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCC	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	0.91	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	1.32	-1.25

Correlation

The correlation between GCC and QGRW 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. QGRW - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.88%, more than QGRW's 0.09% yield.

	TTM	2025	2024	2023	2022	2021
GCC WisdomTree Enhanced Commodity Strategy Fund	5.88%	6.64%	3.51%	3.68%	22.49%	9.76%
QGRW WisdomTree U.S. Quality Growth Fund	0.09%	0.09%	0.14%	0.11%	0.00%	0.00%

Drawdowns

GCC vs. QGRW - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for GCC and QGRW.

Drawdown Indicators

	GCC	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	-24.40%	-38.79%
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	-15.44%	+5.02%
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	-2.65%	-10.67%	+8.02%
Average Drawdown Average peak-to-trough decline	-35.22%	-3.33%	-31.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	4.12%	-1.03%

Volatility

GCC vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 4.96%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.91%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCC	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	7.91%	-2.95%
Volatility (6M) Calculated over the trailing 6-month period	14.91%	13.96%	+0.95%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	24.20%	-6.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	21.23%	-4.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.76%	21.23%	-6.47%