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JMMF vs. GCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMMF vs. GCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan 100% U.S. Treasury Securities Money Market ETF (JMMF) and WisdomTree Enhanced Commodity Strategy Fund (GCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMMF achieves a 2.03% return, which is significantly lower than GCC's 14.52% return.


JMMF

1D
0.05%
1M
0.29%
6M
1.81%
YTD
2.03%
1Y
3Y*
5Y*
10Y*
ALL TIME*

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$982.73K$1.04M$1.13M
$727.29K$634.56K$536.73K

JMMF vs. GCC - Yearly Performance Comparison


Correlation

The correlation between JMMF and GCC is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.16

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Return for Risk

JMMF vs. GCC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JMMF

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


GCC
GCC Risk / Return Rank: 6161
Overall Rank
GCC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 6363
Sortino Ratio Rank
GCC Omega Ratio Rank: 7373
Omega Ratio Rank
GCC Calmar Ratio Rank: 5151
Calmar Ratio Rank
GCC Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JMMF vs. GCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan 100% U.S. Treasury Securities Money Market ETF (JMMF) and WisdomTree Enhanced Commodity Strategy Fund (GCC). 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.


JMMFGCCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.63

JMMF vs. GCC - Sharpe Ratio Comparison


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Drawdowns

JMMF vs. GCC - Drawdown Comparison

The maximum JMMF drawdown since its inception was -0.14%, smaller than the maximum GCC drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for JMMF and GCC.


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Drawdown Indicators


JMMFGCCDifference

Max Drawdown

Largest peak-to-trough decline

-0.14%

-63.19%

+63.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.31%

Current Drawdown

Current decline from peak

0.00%

-8.57%

+8.57%

Average Drawdown

Average peak-to-trough decline

-0.01%

-34.69%

+34.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

Volatility

JMMF vs. GCC - Volatility Comparison


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Volatility by Period


JMMFGCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

17.51%

-17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.50%

16.95%

-16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.50%

14.84%

-14.34%

JMMF vs. GCC - Expense Ratio Comparison

JMMF has a 0.16% expense ratio, which is lower than GCC's 0.55% expense ratio.


Dividends

JMMF vs. GCC - Dividend Comparison

JMMF's dividend yield for the trailing twelve months is around 2.20%, less than GCC's 5.80% yield.


PositionTTM20252024202320222021
GCC
WisdomTree Enhanced Commodity Strategy Fund
5.80%6.64%3.51%3.68%22.49%9.76%
JMMF
JPMorgan 100% U.S. Treasury Securities Money Market ETF
2.20%0.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JMMF and GCC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMMF is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMMF is cheaper with a 0.16% expense ratio, compared with 0.55% for GCC.

GCC has the higher dividend yield at 5.80%, compared with 2.20% for JMMF.

JMMF is categorized as Money Market, while GCC is Commodities. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.16% for JMMF and 0.55% for GCC.

Portfolio Optimizer

Find the right allocation for JMMF and GCC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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