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RING vs. GCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RING vs. GCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Gold Miners ETF (RING) and WisdomTree Enhanced Commodity Strategy Fund (GCC). The values are adjusted to include any dividend payments, if applicable.

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RING vs. GCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RING
iShares MSCI Global Gold Miners ETF
7.25%164.72%15.98%12.29%-15.40%-7.46%24.98%49.92%-13.14%10.24%
GCC
WisdomTree Enhanced Commodity Strategy Fund
13.19%20.01%15.13%-3.72%7.74%19.96%1.38%7.07%-8.69%-0.57%

Returns By Period

In the year-to-date period, RING achieves a 7.25% return, which is significantly lower than GCC's 13.19% return. Over the past 10 years, RING has outperformed GCC with an annualized return of 17.97%, while GCC has yielded a comparatively lower 7.15% annualized return.


RING

1D
6.67%
1M
-20.56%
YTD
7.25%
6M
22.69%
1Y
108.05%
3Y*
48.58%
5Y*
24.99%
10Y*
17.97%

GCC

1D
0.42%
1M
2.70%
YTD
13.19%
6M
19.55%
1Y
30.43%
3Y*
15.36%
5Y*
12.83%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RING vs. GCC - Expense Ratio Comparison

RING has a 0.39% expense ratio, which is lower than GCC's 0.55% expense ratio.


Return for Risk

RING vs. GCC — Risk / Return Rank

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

RING
RING Risk / Return Rank: 9393
Overall Rank
RING Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RING Sortino Ratio Rank: 9191
Sortino Ratio Rank
RING Omega Ratio Rank: 9191
Omega Ratio Rank
RING Calmar Ratio Rank: 9494
Calmar Ratio Rank
RING Martin Ratio Rank: 9393
Martin Ratio Rank

GCC
GCC Risk / Return Rank: 8585
Overall Rank
GCC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GCC Sortino Ratio Rank: 8282
Sortino Ratio Rank
GCC Omega Ratio Rank: 8383
Omega Ratio Rank
GCC Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

RING vs. GCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Gold Miners ETF (RING) 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.


RINGGCCDifference

Sharpe ratio

Return per unit of total volatility

2.33

1.72

+0.62

Sortino ratio

Return per unit of downside risk

2.52

2.12

+0.40

Omega ratio

Gain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratio

Return relative to maximum drawdown

3.64

2.98

+0.65

Martin ratio

Return relative to average drawdown

13.06

10.06

+3.00

RING vs. GCC - Sharpe Ratio Comparison

The current RING Sharpe Ratio is 2.33, which is higher than the GCC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of RING and GCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RINGGCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.72

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.76

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.49

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.07

+0.05

Correlation

The correlation between RING and GCC is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RING vs. GCC - Dividend Comparison

RING's dividend yield for the trailing twelve months is around 0.78%, less than GCC's 5.86% yield.


TTM20252024202320222021202020192018201720162015
RING
iShares MSCI Global Gold Miners ETF
0.78%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%
GCC
WisdomTree Enhanced Commodity Strategy Fund
5.86%6.64%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RING vs. GCC - Drawdown Comparison

The maximum RING drawdown since its inception was -79.47%, which is greater than GCC's maximum drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for RING and GCC.


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Drawdown Indicators


RINGGCCDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-63.19%

-16.28%

Max Drawdown (1Y)

Largest decline over 1 year

-30.11%

-10.42%

-19.69%

Max Drawdown (5Y)

Largest decline over 5 years

-47.94%

-27.07%

-20.87%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

-32.93%

-19.11%

Current Drawdown

Current decline from peak

-20.56%

-2.33%

-18.23%

Average Drawdown

Average peak-to-trough decline

-47.75%

-35.23%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

3.09%

+5.29%

Volatility

RING vs. GCC - Volatility Comparison

iShares MSCI Global Gold Miners ETF (RING) has a higher volatility of 18.16% compared to WisdomTree Enhanced Commodity Strategy Fund (GCC) at 5.30%. This indicates that RING's price experiences larger fluctuations and is considered to be riskier than GCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINGGCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.16%

5.30%

+12.86%

Volatility (6M)

Calculated over the trailing 6-month period

38.56%

14.91%

+23.65%

Volatility (1Y)

Calculated over the trailing 1-year period

46.62%

17.83%

+28.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

16.98%

+18.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.85%

14.76%

+22.09%