WCEO vs. DFMC
WCEO (Hypatia Women CEO ETF) and DFMC (Dimensional US Micro Cap Portfolio ETF) are both Small Cap Blend Equities funds. Both are actively managed. Their correlation of 0.84 means they have usually moved in the same direction. WCEO charges 0.85%/yr vs 0.41%/yr for DFMC.
Performance
WCEO vs. DFMC - Performance Comparison
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Returns By Period
WCEO
- 1D
- -0.59%
- 1M
- -0.42%
- 6M
- 12.51%
- YTD
- 16.37%
- 1Y
- 28.54%
- 3Y*
- 12.79%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.67%
DFMC
- 1D
- -0.20%
- 1M
- -0.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.07M | $1.53M | $1.78M | |
| $45.46K | $44.28K | $46.96K |
WCEO vs. DFMC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WCEO Hypatia Women CEO ETF | 17.59% |
DFMC Dimensional US Micro Cap Portfolio ETF | 19.82% |
Correlation
The correlation between WCEO and DFMC is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 23, 2026 | 0.84 |
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Return for Risk
WCEO vs. DFMC — Risk / Return Rank
WCEO
DFMC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WCEO vs. DFMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hypatia Women CEO ETF (WCEO) and Dimensional US Micro Cap Portfolio ETF (DFMC). 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.
| WCEO | DFMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | — | — |
| Martin ratioReturn relative to average drawdown | 12.51 | — | — |
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Drawdowns
WCEO vs. DFMC - Drawdown Comparison
The maximum WCEO drawdown since its inception was -25.88%, which is greater than DFMC's maximum drawdown of -4.29%. Use the drawdown chart below to compare losses from any high point for WCEO and DFMC.
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Drawdown Indicators
| WCEO | DFMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.88% | -4.29% | -21.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | — | — |
Current DrawdownCurrent decline from peak | -1.38% | -1.84% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -0.91% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | — | — |
Volatility
WCEO vs. DFMC - Volatility Comparison
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Volatility by Period
| WCEO | DFMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 15.15% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.90% | 15.15% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 15.15% | +2.75% |
WCEO vs. DFMC - Expense Ratio Comparison
WCEO has a 0.85% expense ratio, which is higher than DFMC's 0.41% expense ratio.
Dividends
WCEO vs. DFMC - Dividend Comparison
WCEO's dividend yield for the trailing twelve months is around 0.55%, more than DFMC's 0.22% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DFMC Dimensional US Micro Cap Portfolio ETF | 0.22% | 0.00% | 0.00% | 0.00% |
WCEO Hypatia Women CEO ETF | 0.55% | 0.64% | 0.88% | 0.93% |
Frequently Asked Questions
WCEO and DFMC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DFMC is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DFMC is cheaper with a 0.41% expense ratio, compared with 0.85% for WCEO.
WCEO has the higher dividend yield at 0.55%, compared with 0.22% for DFMC.
They also come from different issuers: Hypatia and Dimensional. Their fees differ too: 0.85% for WCEO and 0.41% for DFMC.
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