WisdomTree Continuous Commodity Index Fund

10-Year Study

GCC.US · · US · ETF

Executive Summary: WisdomTree Continuous Commodity Index Fund has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 29.4% and an annualized volatility of 13.9%.

1Y CAGR
+41.4%
3Y CAGR
+19.8%
5Y CAGR
+11.5%
10Y CAGR
+7.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.13.92.73.0————————16.5%
20253.9-2.42.7-3.71.53.81.12.43.81.90.53.220.0%
20241.21.65.93.31.6-2.2-2.1-0.03.20.31.40.315.1%
20231.9-4.71.1-1.1-5.72.37.2-1.5-0.0-0.0-0.7-1.9-3.7%
20225.07.57.51.31.2-9.4-0.8-2.7-5.83.03.4-1.27.7%
20211.25.7-1.67.23.8-0.81.0-1.51.34.0-5.54.320.0%
2020-6.3-4.8-13.83.13.51.17.26.2-2.6-0.86.93.91.4%
20193.2-0.3-0.3-0.7-2.11.8-1.7-2.62.82.2-0.45.27.1%
20181.5-0.2-1.21.01.3-4.4-2.8-1.70.21.2-1.9-2.1-8.7%
20172.6-0.9-2.2-1.8-0.4-0.92.7-1.9-0.31.80.20.5-0.6%
2016———6.2-1.34.4-3.0-2.50.60.7-1.40.03.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.9%. The dominant macroeconomic risk driver is USO.US, accounting for 23.7% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110620.316161674713
2016-05-0110481.281208337128
2016-06-0110941.115095105208
2016-07-0110614.933629234603
2016-08-0110347.545979248267
2016-09-0110411.722327572643
2016-10-0110486.580932585852
2016-11-0110336.863722559436
2016-12-0110336.863722559436
2017-01-0110609.633904985882
2017-02-0110518.710510843734
2017-03-0110283.369630923891
2017-04-0110096.22311839087
2017-05-0110058.793815884266
2017-06-019973.252954182226
2017-07-0110245.940328417286
2017-08-0110053.494091635544
2017-09-0110021.364513377664
2017-10-0110205.861163786321
2017-11-0110229.958347479733
2017-12-0110278.069906675168
2018-01-0110431.18225254842
2018-02-0110411.722327572643
2018-03-0110288.752163363999
2018-04-0110395.74034663509
2018-05-0110534.775299972673
2018-06-0110074.858605013205
2018-07-019796.78869833804
2018-08-019625.624166742575
2018-09-019647.071488311623
2018-10-019764.659120080158
2018-11-019582.895139987248
2018-12-019384.983562574009
2019-01-019689.80051506695
2019-02-019657.753745000457
2019-03-019631.006699182682
2019-04-019561.447818418197
2019-05-019363.619049196346
2019-06-019534.700772600427
2019-07-019374.301305885177
2019-08-019128.360977467892
2019-09-019379.683838325287
2019-10-019588.19486423597
2019-11-019551.759260026001
2019-12-0110048.111559195437
2020-01-019411.730608391781
2020-02-018962.578978312535
2020-03-017727.2463792118315
2020-04-017967.886983380396
2020-05-018247.281821117744
2020-06-018336.880284197712
2020-07-018935.831932494762
2020-08-019491.9717458451
2020-09-019245.948609236426
2020-10-019171.090004223219
2020-11-019807.47095502687
2020-12-0110187.146512533018
2021-01-0110310.116676741663
2021-02-0110898.38606834988
2021-03-0110727.221536754414
2021-04-0111502.637440895653
2021-05-0111941.189622477455
2021-06-0111843.972805789948
2021-07-0111957.171603415009
2021-08-0111775.407623322099
2021-09-0111925.124833348515
2021-10-0112402.431248499102
2021-11-0111721.499490729624
2021-12-0112220.501652023419
2022-01-0112836.843020511587
2022-02-0113793.526055597418
2022-03-0114826.55824314141
2022-04-0115020.329410985334
2022-05-0115202.259007461016
2022-06-0113770.0913374351
2022-07-0113658.548703637764
2022-08-0113288.727320906584
2022-09-0112511.820869320394
2022-10-0112892.490125123177
2022-11-0113331.373539470524
2022-12-0113166.088389463486
2023-01-0113411.780293306614
2023-02-0112775.896191651276
2023-03-0112913.19217296975
2023-04-0112768.691879000671
2023-05-0112046.024792772501
2023-06-0112327.821068060051
2023-07-0113216.68419440051
2023-08-0113023.989533044609
2023-09-0113021.588095494406
2023-10-0113020.677205389158
2023-11-0112924.619703381059
2023-12-0112675.78108826525
2024-01-0112825.498298291666
2024-02-0113027.633093465605
2024-03-0113798.825779846142
2024-04-0114248.060218116776
2024-05-0114472.718841347785
2024-06-0114150.760593237883
2024-07-0113858.778910409817
2024-08-0113858.530485835661
2024-09-0114300.4778032643
2024-10-0114336.664982900107
2024-11-0114543.60265317445
2024-12-0114593.370376197614
2025-01-0115155.389571136377
2025-02-0114798.486266261458
2025-03-0115198.698255231406
2025-04-0114643.71775656048
2025-05-0114856.783232997406
2025-06-0115422.114755591623
2025-07-0115597.25408037363
2025-08-0115977.095254262553
2025-09-0116581.84347595664
2025-10-0116889.39309876533
2025-11-0116971.041975472213
2025-12-0117513.932478200742
2026-01-0118582.15814708391
2026-02-0119302.589412144647
2026-03-0119824.28101787829
2026-04-0120412.21917672096
Annual Return Matrix
YearAnnual Return
2017-0.005687780884249816
2018-0.08689241776037515
20190.07065840789171829
20200.013836923736216589
20210.19960006828102528
20220.07737708028405699
2023-0.03724016478505621
20240.15127977318159846
20250.2001293756490059
20260.16548463356973997
Total Factor Risk
0.13926314659335784
VTI.US Exposure
0.2240416964160156
VEA.US Exposure
0.025309005851717137
VWO.US Exposure
0.0022568245982976802
QQQ.US Exposure
0.0249582226821224
VTV.US Exposure
-0.04556705418853235
IJR.US Exposure
-0.018166081334895303
QUAL.US Exposure
0.017039148265868904
SHV.US Exposure
0.008343522892774954
TLT.US Exposure
-0.0010194150057375806
LQD.US Exposure
0.02083514431346062
HYG.US Exposure
0.01980382376607523
GLD.US Exposure
0.07856187461109537
USO.US Exposure
0.23678963163602565
VNQ.US Exposure
-0.00960244706508733
BTC-USD.CC Exposure
0.015009571401049493
CPER.US Exposure
0.12351159920102417
VIX.INDX Exposure
0.014209484643382298
UUP.US Exposure
-0.0007953050135702708
TIP.US Exposure
0.1579387977116001
Idiosyncratic Exposure
0.10654195461731325
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Continuous Commodity Index Fund a high-risk investment?

WisdomTree Continuous Commodity Index Fund (GCC.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 29.4% over the last 10 years. Its primary macro risk driver is USO.US.

What is the 10-year return of GCC.US?

Over the past 10 years, GCC.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree Continuous Commodity Index Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest