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

Correlation

The correlation between GCC and SDCI is 0.24, 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.


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.

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Key characteristics

Sharpe Ratio

GCC:

0.29

SDCI:

1.12

Sortino Ratio

GCC:

0.64

SDCI:

1.63

Omega Ratio

GCC:

1.08

SDCI:

1.21

Calmar Ratio

GCC:

0.17

SDCI:

1.46

Martin Ratio

GCC:

1.30

SDCI:

4.95

Ulcer Index

GCC:

4.35%

SDCI:

3.52%

Daily Std Dev

GCC:

13.99%

SDCI:

15.02%

Max Drawdown

GCC:

-63.19%

SDCI:

-45.79%

Current Drawdown

GCC:

-25.46%

SDCI:

-3.80%

Returns By Period

In the year-to-date period, GCC achieves a 3.03% return, which is significantly lower than SDCI's 8.24% return.


GCC

YTD

3.03%

1M

1.84%

6M

6.49%

1Y

3.01%

5Y*

12.85%

10Y*

2.47%

SDCI

YTD

8.24%

1M

2.64%

6M

13.08%

1Y

14.80%

5Y*

24.38%

10Y*

N/A

*Annualized

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GCC vs. SDCI - Expense Ratio Comparison

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


Risk-Adjusted Performance

GCC vs. SDCI — 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 3232
Overall Rank
The Sharpe Ratio Rank of GCC is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 3535
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 2525
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 3939
Martin Ratio Rank

SDCI
The Risk-Adjusted Performance Rank of SDCI is 8484
Overall Rank
The Sharpe Ratio Rank of SDCI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SDCI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SDCI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SDCI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SDCI is 8484
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. SDCI - Risk-Adjusted Performance 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.


The current GCC Sharpe Ratio is 0.29, which is lower than the SDCI Sharpe Ratio of 1.12. 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.


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Dividends

GCC vs. SDCI - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 3.41%, less than SDCI's 5.48% yield.


TTM2024202320222021202020192018
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.41%3.51%3.68%22.49%9.76%0.00%0.00%0.00%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
5.48%5.93%3.46%33.49%19.25%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. For additional features, visit the drawdowns tool.


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Volatility

GCC vs. SDCI - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 3.58%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.91%. 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.


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