GDMN vs. CCOM

Last updated Jul 14, 2026

GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. At a 0.21 correlation, their price movements are largely independent. GDMN charges 0.45%/yr vs 0.99%/yr for CCOM.

Performance

GDMN vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GDMN

• 1D: -4.67%
• 1M: -12.10%
• 6M: -35.06%
• YTD: -24.20%
• 1Y: 42.34%
• 3Y*: 48.33%
• 5Y*: —
• 10Y*: —

CCOM

• 1D: 0.00%
• 1M: 0.37%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDMN vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	-45.46%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-3.69%

Correlation

The correlation between GDMN and CCOM 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 Jan 27, 2026	0.21

Return for Risk

GDMN vs. CCOM — Risk / Return Rank

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

GDMN

GDMN Risk / Return Rank: 24
GDMN Sharpe Ratio Rank: 23
GDMN Sortino Ratio Rank: 25
GDMN Omega Ratio Rank: 29
GDMN Calmar Ratio Rank: 23
GDMN Martin Ratio Rank: 20

CCOM

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.

GDMN vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.

	GDMN	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	0.66	—	—
Sortino ratio: Return per unit of downside risk	1.17	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	0.85	—	—
Martin ratio: Return relative to average drawdown	1.94	—	—

Drawdowns

GDMN vs. CCOM - Drawdown Comparison

The maximum GDMN drawdown since its inception was -52.82%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for GDMN and CCOM.

Drawdown Indicators

	GDMN	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-52.82%	-6.38%	-46.44%
Max Drawdown (1Y) Largest decline over 1 year	-50.24%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-50.24%	—	—
Current Drawdown Current decline from peak	-50.24%	-5.65%	-44.59%
Average Drawdown Average peak-to-trough decline	-19.47%	-2.92%	-16.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.89%	—	—

Volatility

Volatility by Period

	GDMN	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.22%	—	—
Volatility (6M) Calculated over the trailing 6-month period	54.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	64.65%	12.78%	+51.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.33%	12.78%	+35.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.33%	12.78%	+35.55%

GDMN vs. CCOM - Expense Ratio Comparison

GDMN has a 0.45% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

GDMN vs. CCOM - Dividend Comparison

GDMN's dividend yield for the trailing twelve months is around 3.56%, more than CCOM's 1.26% yield.

Position	TTM	2025	2024	2023	2022
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.26%	0.00%	0.00%	0.00%	0.00%
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	3.56%	2.70%	9.44%	7.69%	1.44%

Frequently Asked Questions

Can I hold both GDMN and CCOM in my portfolio?

GDMN and CCOM 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, GDMN or CCOM?

On fees, GDMN is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GDMN or CCOM?

GDMN is cheaper with a 0.45% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, GDMN or CCOM?

GDMN has the higher dividend yield at 3.56%, compared with 1.26% for CCOM.

What is the main difference between GDMN and CCOM?

They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.45% for GDMN and 0.99% for CCOM.