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DBSC vs. WCEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBSC vs. WCEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deepwater Beachfront Small Cap ETF (DBSC) and Hypatia Women CEO ETF (WCEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than WCEO's 11.34% return.


DBSC

1D
0.00%
1M
0.00%
YTD
5.96%
6M
1Y
3Y*
5Y*
10Y*

WCEO

1D
-0.81%
1M
2.32%
YTD
11.34%
6M
12.19%
1Y
29.95%
3Y*
14.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBSC vs. WCEO - Yearly Performance Comparison


2026 (YTD)2025
DBSC
Deepwater Beachfront Small Cap ETF
5.96%-0.65%
WCEO
Hypatia Women CEO ETF
11.34%-0.83%

Correlation

The correlation between DBSC and WCEO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.73

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Return for Risk

DBSC vs. WCEO — Risk / Return Rank

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

DBSC

WCEO
WCEO Risk / Return Rank: 6666
Overall Rank
WCEO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WCEO Sortino Ratio Rank: 6262
Sortino Ratio Rank
WCEO Omega Ratio Rank: 5555
Omega Ratio Rank
WCEO Calmar Ratio Rank: 8282
Calmar Ratio Rank
WCEO Martin Ratio Rank: 7272
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.

DBSC vs. WCEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) and Hypatia Women CEO ETF (WCEO). 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.


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

DBSC vs. WCEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBSCWCEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.67

-0.08

Drawdowns

DBSC vs. WCEO - Drawdown Comparison

The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum WCEO drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for DBSC and WCEO.


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Drawdown Indicators


DBSCWCEODifference

Max Drawdown

Largest peak-to-trough decline

-16.61%

-25.88%

+9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

Current Drawdown

Current decline from peak

-2.17%

-0.81%

-1.36%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.52%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

Volatility

DBSC vs. WCEO - Volatility Comparison


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Volatility by Period


DBSCWCEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.36%

15.22%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

18.13%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

18.13%

+2.23%

DBSC vs. WCEO - Expense Ratio Comparison

Both DBSC and WCEO have an expense ratio of 0.85%.


Dividends

DBSC vs. WCEO - Dividend Comparison

DBSC has not paid dividends to shareholders, while WCEO's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM202520242023
DBSC
Deepwater Beachfront Small Cap ETF
0.00%0.00%0.00%0.00%
WCEO
Hypatia Women CEO ETF
0.58%0.64%0.88%0.93%

Frequently Asked Questions


DBSC and WCEO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBSC and WCEO have the same expense ratio: 0.85% per year.

WCEO has the higher dividend yield at 0.58%, compared with 0.00% for DBSC.

They also come from different issuers: Deepwater Asset Management and Hypatia Capital.

Portfolio Optimizer

Find the right allocation for DBSC and WCEO

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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