GCC vs. SDCI

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Enhanced Commodity Strategy Fund (GCC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI).

GCC and SDCI 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. SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018.

Performance

GCC vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity Strategy Fund (GCC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

GCC vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GCC WisdomTree Enhanced Commodity Strategy Fund	13.19%	20.01%	15.13%	-3.72%	7.74%	19.96%	1.38%	7.07%	-10.46%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	23.65%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	-2.36%	-13.91%

Returns By Period

In the year-to-date period, GCC achieves a 13.19% return, which is significantly lower than SDCI's 23.65% return.

GCC

• 1D: 0.42%
• 1M: 2.70%
• YTD: 13.19%
• 6M: 19.55%
• 1Y: 30.43%
• 3Y*: 15.36%
• 5Y*: 12.83%
• 10Y*: 7.15%

SDCI

• 1D: -0.29%
• 1M: 11.64%
• YTD: 23.65%
• 6M: 22.77%
• 1Y: 33.07%
• 3Y*: 21.44%
• 5Y*: 22.64%
• 10Y*: —

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

GCC vs. SDCI - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is lower than SDCI's 0.70% expense ratio.

SDCI

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund

GCC

WisdomTree Enhanced Commodity Strategy Fund

Return for Risk

GCC vs. SDCI — Risk / Return Rank

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

GCC

GCC Risk / Return Rank: 85
GCC Sharpe Ratio Rank: 85
GCC Sortino Ratio Rank: 82
GCC Omega Ratio Rank: 83
GCC Calmar Ratio Rank: 90
GCC Martin Ratio Rank: 86

SDCI

SDCI Risk / Return Rank: 86
SDCI Sharpe Ratio Rank: 88
SDCI Sortino Ratio Rank: 87
SDCI Omega Ratio Rank: 82
SDCI Calmar Ratio Rank: 89
SDCI Martin Ratio Rank: 85

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. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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	SDCI	Difference
Sharpe ratio Return per unit of total volatility	1.72	1.81	-0.10
Sortino ratio Return per unit of downside risk	2.12	2.34	-0.22
Omega ratio Gain probability vs. loss probability	1.32	1.31	+0.01
Calmar ratio Return relative to maximum drawdown	2.98	2.81	+0.18
Martin ratio Return relative to average drawdown	10.06	9.53	+0.54
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. SDCI - Sharpe Ratio Comparison

The current GCC Sharpe Ratio is 1.72, which is comparable to the SDCI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of GCC and SDCI, 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	SDCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	1.81	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	1.23	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.66	-0.59

Correlation

The correlation between GCC and SDCI is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GCC vs. SDCI - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 5.86%, more than SDCI's 2.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GCC WisdomTree Enhanced Commodity Strategy Fund	5.86%	6.64%	3.51%	3.68%	22.49%	9.76%	0.00%	0.00%	0.00%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	2.98%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%

Drawdowns

GCC vs. SDCI - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for GCC and SDCI.

Drawdown Indicators

	GCC	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	-45.79%	-17.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	-11.96%	+1.54%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-18.55%	-8.52%
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	—	—
Current Drawdown Current decline from peak	-2.33%	-0.29%	-2.04%
Average Drawdown Average peak-to-trough decline	-35.23%	-11.81%	-23.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	3.52%	-0.43%

Volatility

GCC vs. SDCI - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 5.30%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.00%. This indicates that GCC experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCC	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	7.00%	-1.70%
Volatility (6M) Calculated over the trailing 6-month period	14.91%	13.90%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	18.32%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	18.45%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.76%	17.11%	-2.35%