GCC vs. VUSV

Last updated Jun 24, 2026

GCC (WisdomTree Enhanced Commodity Strategy Fund) and VUSV (Vanguard Wellington U.S. Value Active ETF) are both exchange-traded funds - GCC is a Commodities fund actively managed by WisdomTree, while VUSV is a Large Cap Value Equities fund actively managed by Vanguard. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. GCC charges 0.55%/yr vs 0.30%/yr for VUSV.

Performance

GCC vs. VUSV - Performance Comparison

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

Returns By Period

In the year-to-date period, GCC achieves a 8.13% return, which is significantly higher than VUSV's 7.21% 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%

VUSV

• 1D: -0.12%
• 1M: -0.06%
• YTD: 7.21%
• 6M: 6.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GCC vs. VUSV - Yearly Performance Comparison

	2026 (YTD)	2025
GCC WisdomTree Enhanced Commodity Strategy Fund	8.13%	4.71%
VUSV Vanguard Wellington U.S. Value Active ETF	7.21%	5.62%

Correlation

The correlation between GCC and VUSV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.21

Return for Risk

GCC vs. VUSV — Risk / Return Rank

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

GCC

GCC Risk / Return Rank: 36
GCC Sharpe Ratio Rank: 38
GCC Sortino Ratio Rank: 33
GCC Omega Ratio Rank: 38
GCC Calmar Ratio Rank: 34
GCC Martin Ratio Rank: 40

VUSV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and Vanguard Wellington U.S. Value Active ETF (VUSV). 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	VUSV	Difference
Sharpe ratio: Return per unit of total volatility	1.27	—	—
Sortino ratio: Return per unit of downside risk	1.66	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.59	—	—
Martin ratio: Return relative to average drawdown	5.99	—	—

Drawdowns

GCC vs. VUSV - Drawdown Comparison

The maximum GCC drawdown since its inception was -63.19%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for GCC and VUSV.

Drawdown Indicators

	GCC	VUSV	Difference
Max Drawdown Largest peak-to-trough decline	-63.19%	-7.06%	-56.13%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.67%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.67%	—	—
Current Drawdown Current decline from peak	-13.67%	-1.96%	-11.71%
Average Drawdown Average peak-to-trough decline	-34.83%	-1.28%	-33.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.63%	—	—

Volatility

Volatility by Period

	GCC	VUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.10%	12.06%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.93%	12.06%	+4.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.79%	12.06%	+2.73%

GCC vs. VUSV - Expense Ratio Comparison

GCC has a 0.55% expense ratio, which is higher than VUSV's 0.30% expense ratio.

Dividends

GCC vs. VUSV - Dividend Comparison

GCC's dividend yield for the trailing twelve months is around 6.14%, more than VUSV's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021
GCC WisdomTree Enhanced Commodity Strategy Fund	6.14%	6.64%	3.51%	3.68%	22.49%	9.76%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GCC and VUSV in my portfolio?

GCC and VUSV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GCC or VUSV?

On fees, VUSV is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GCC or VUSV?

VUSV is cheaper with a 0.30% expense ratio, compared with 0.55% for GCC.

Which ETF pays a higher dividend yield, GCC or VUSV?

GCC has the higher dividend yield at 6.14%, compared with 0.18% for VUSV.

What is the main difference between GCC and VUSV?

GCC is categorized as Commodities, while VUSV is Large Cap Value Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.55% for GCC and 0.30% for VUSV.