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WCEO vs. ALTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCEO vs. ALTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hypatia Women Ceo ETF (WCEO) and Global X Alternative Income ETF (ALTY). The values are adjusted to include any dividend payments, if applicable.

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WCEO vs. ALTY - Yearly Performance Comparison


2026 (YTD)202520242023
WCEO
Hypatia Women Ceo ETF
0.93%9.77%8.28%11.35%
ALTY
Global X Alternative Income ETF
2.00%11.07%10.88%6.98%

Returns By Period

In the year-to-date period, WCEO achieves a 0.93% return, which is significantly lower than ALTY's 2.00% return.


WCEO

1D
2.13%
1M
-3.98%
YTD
0.93%
6M
2.84%
1Y
20.34%
3Y*
9.62%
5Y*
10Y*

ALTY

1D
0.92%
1M
-3.20%
YTD
2.00%
6M
5.15%
1Y
10.74%
3Y*
10.06%
5Y*
6.33%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCEO vs. ALTY - Expense Ratio Comparison

WCEO has a 0.85% expense ratio, which is higher than ALTY's 0.50% expense ratio.


Return for Risk

WCEO vs. ALTY — Risk / Return Rank

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

WCEO
WCEO Risk / Return Rank: 5858
Overall Rank
WCEO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WCEO Sortino Ratio Rank: 5959
Sortino Ratio Rank
WCEO Omega Ratio Rank: 5454
Omega Ratio Rank
WCEO Calmar Ratio Rank: 5757
Calmar Ratio Rank
WCEO Martin Ratio Rank: 6363
Martin Ratio Rank

ALTY
ALTY Risk / Return Rank: 6464
Overall Rank
ALTY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 6262
Sortino Ratio Rank
ALTY Omega Ratio Rank: 7373
Omega Ratio Rank
ALTY Calmar Ratio Rank: 5252
Calmar Ratio Rank
ALTY Martin Ratio Rank: 6868
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.

WCEO vs. ALTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hypatia Women Ceo ETF (WCEO) and Global X Alternative Income ETF (ALTY). 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.


WCEOALTYDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.11

-0.13

Sortino ratio

Return per unit of downside risk

1.54

1.54

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.46

1.27

+0.19

Martin ratio

Return relative to average drawdown

6.30

6.72

-0.42

WCEO vs. ALTY - Sharpe Ratio Comparison

The current WCEO Sharpe Ratio is 0.98, which is comparable to the ALTY Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of WCEO and ALTY, 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


WCEOALTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.11

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.32

+0.20

Correlation

The correlation between WCEO and ALTY is 0.67, 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

WCEO vs. ALTY - Dividend Comparison

WCEO's dividend yield for the trailing twelve months is around 0.63%, less than ALTY's 7.51% yield.


TTM20252024202320222021202020192018201720162015
WCEO
Hypatia Women Ceo ETF
0.63%0.64%0.88%0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALTY
Global X Alternative Income ETF
7.51%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%

Drawdowns

WCEO vs. ALTY - Drawdown Comparison

The maximum WCEO drawdown since its inception was -25.88%, smaller than the maximum ALTY drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for WCEO and ALTY.


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Drawdown Indicators


WCEOALTYDifference

Max Drawdown

Largest peak-to-trough decline

-25.88%

-51.47%

+25.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-8.52%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

Current Drawdown

Current decline from peak

-4.98%

-3.46%

-1.52%

Average Drawdown

Average peak-to-trough decline

-5.75%

-6.85%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

1.61%

+1.60%

Volatility

WCEO vs. ALTY - Volatility Comparison

Hypatia Women Ceo ETF (WCEO) has a higher volatility of 5.11% compared to Global X Alternative Income ETF (ALTY) at 2.90%. This indicates that WCEO's price experiences larger fluctuations and is considered to be riskier than ALTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCEOALTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

2.90%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

4.65%

+6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

9.68%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

10.77%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

16.63%

+1.74%