GCC vs. SDCI
GCC (WisdomTree Enhanced Commodity Strategy Fund) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both Commodities funds. GCC is actively managed, while SDCI is passively managed. Over the past 5 years, GCC returned 10.90%/yr vs 20.86%/yr for SDCI. Their 0.78 correlation means they have sometimes moved together and sometimes differently. GCC charges 0.55%/yr vs 0.60%/yr for SDCI.
Performance
GCC vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, GCC achieves a 14.52% return, which is significantly lower than SDCI's 31.41% return.
GCC
- 1D
- -0.16%
- 1M
- 6.46%
- 6M
- 7.93%
- YTD
- 14.52%
- 1Y
- 29.49%
- 3Y*
- 15.10%
- 5Y*
- 10.90%
- 10Y*
- 6.67%
- ALL TIME*
- 1.13%
SDCI
- 1D
- 0.63%
- 1M
- 10.03%
- 6M
- 20.73%
- YTD
- 31.41%
- 1Y
- 39.13%
- 3Y*
- 20.52%
- 5Y*
- 20.86%
- 10Y*
- —
- ALL TIME*
- 11.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $982.73K | $1.04M | $1.13M | |
| $5.69M | $7.12M | $7.50M |
GCC vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 14.52% | 20.01% | 15.13% | -3.72% | 7.74% | 19.96% | 1.38% | 7.07% | -9.77% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 31.41% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between GCC and SDCI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.78 |
The correlation between GCC and SDCI has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
GCC vs. SDCI — Risk / Return Rank
GCC
SDCI
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.
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.
| GCC | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.33 | -1.52 |
| Martin ratioReturn relative to average drawdown | 5.63 | 10.55 | -4.93 |
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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.
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Drawdown Indicators
| GCC | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.19% | -45.79% | -17.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.86% | -11.03% | -4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -11.96% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -18.55% | -8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.31% | — | — |
Current DrawdownCurrent decline from peak | -8.57% | -1.53% | -7.04% |
Average DrawdownAverage peak-to-trough decline | -34.69% | -11.47% | -23.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 3.48% | +1.61% |
Volatility
GCC vs. SDCI - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity Strategy Fund (GCC) is 4.05%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 5.28%. 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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Volatility by Period
| GCC | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 5.28% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 14.48% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 17.36% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 18.44% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 17.07% | -2.23% |
GCC vs. SDCI - Expense Ratio Comparison
GCC has a 0.55% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
GCC vs. SDCI - Dividend Comparison
GCC's dividend yield for the trailing twelve months is around 5.80%, more than SDCI's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 5.80% | 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 | 2.80% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Frequently Asked Questions
GCC and SDCI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (5.28%) compared to GCC (4.05%). In terms of maximum drawdown, GCC dropped -63.19% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 20.86% vs 10.90% for GCC. On fees, GCC is cheaper at 0.55% per year. On volatility, GCC has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SDCI has performed better with a 20.86% return vs 10.90%. 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 0.60% for SDCI.
GCC has the higher dividend yield at 5.80%, compared with 2.80% for SDCI.
They also come from different issuers: WisdomTree and USCF. Their fees differ too: 0.55% for GCC and 0.60% for SDCI.
SDCI currently has the higher Sharpe Ratio (2.12 vs 1.64), 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.
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