GCC vs. WTV
GCC (WisdomTree Enhanced Commodity Strategy Fund) and WTV (WisdomTree US Value ETF) are both exchange-traded funds - GCC is a Commodities fund actively managed by WisdomTree, while WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. GCC is actively managed, while WTV is passively managed. Over the past 5 years, GCC returned 11.23%/yr vs 13.36%/yr for WTV. At a 0.32 correlation, their price movements are largely independent. GCC charges 0.55%/yr vs 0.12%/yr for WTV.
Performance
GCC vs. WTV - Performance Comparison
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Returns By Period
In the year-to-date period, GCC achieves a 17.30% return, which is significantly higher than WTV's 11.47% return.
GCC
- 1D
- -1.12%
- 1M
- -3.09%
- YTD
- 17.30%
- 6M
- 20.27%
- 1Y
- 35.53%
- 3Y*
- 18.58%
- 5Y*
- 11.23%
- 10Y*
- 6.59%
WTV
- 1D
- 0.86%
- 1M
- 4.50%
- YTD
- 11.47%
- 6M
- 12.37%
- 1Y
- 25.21%
- 3Y*
- 22.93%
- 5Y*
- 13.36%
- 10Y*
- —
GCC vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 17.30% | 20.01% | 15.13% | -3.72% | 7.74% | 19.96% | 1.38% | 7.07% | -8.69% | 3.78% |
WTV WisdomTree US Value ETF | 11.47% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.14% |
Correlation
The correlation between GCC and WTV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017 | 0.32 |
Over the past year, the correlation between GCC and WTV has dropped to 0.09 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
GCC vs. WTV — Risk / Return Rank
GCC
WTV
GCC vs. WTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity Strategy Fund (GCC) and WisdomTree US Value ETF (WTV). 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 | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.54 | -0.06 |
| Martin ratioReturn relative to average drawdown | 12.70 | 11.55 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCC | WTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.15 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.79 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.68 | -0.60 |
Drawdowns
GCC vs. WTV - Drawdown Comparison
The maximum GCC drawdown since its inception was -63.19%, which is greater than WTV's maximum drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for GCC and WTV.
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Drawdown Indicators
| GCC | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.19% | -42.18% | -21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -7.15% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -11.22% | -18.49% | +7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -19.30% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -32.93% | — | — |
Current DrawdownCurrent decline from peak | -6.34% | -0.11% | -6.23% |
Average DrawdownAverage peak-to-trough decline | -34.90% | -5.05% | -29.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.19% | +0.61% |
Volatility
GCC vs. WTV - Volatility Comparison
WisdomTree Enhanced Commodity Strategy Fund (GCC) has a higher volatility of 4.61% compared to WisdomTree US Value ETF (WTV) at 3.01%. This indicates that GCC's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCC | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.01% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.81% | 7.92% | +6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 11.82% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 17.09% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 20.20% | -5.43% |
GCC vs. WTV - Expense Ratio Comparison
GCC has a 0.55% expense ratio, which is higher than WTV's 0.12% expense ratio.
Dividends
GCC vs. WTV - Dividend Comparison
GCC's dividend yield for the trailing twelve months is around 5.66%, more than WTV's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GCC WisdomTree Enhanced Commodity Strategy Fund | 5.66% | 6.64% | 3.51% | 3.68% | 22.49% | 9.76% | 0.00% | 0.00% | 0.00% | 0.00% |
WTV WisdomTree US Value ETF | 1.64% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% |
Frequently Asked Questions
GCC and WTV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCC has higher volatility (4.61%) compared to WTV (3.01%). In terms of maximum drawdown, GCC dropped -63.19% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.36% vs 11.23% for GCC. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.36% return vs 11.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.55% for GCC.
GCC has the higher dividend yield at 5.66%, compared with 1.64% for WTV.
GCC is categorized as Commodities, while WTV is Large Cap Value Equities. Their fees differ too: 0.55% for GCC and 0.12% for WTV.
WTV currently has the higher Sharpe Ratio (2.15 vs 2.14), 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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