WCEO vs. DFMC

Last updated Jun 23, 2026

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 0.86 suggests significant overlap in exposure. WCEO charges 0.85%/yr vs 0.41%/yr for DFMC.

Performance

WCEO vs. DFMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hypatia Women CEO ETF (WCEO) and Dimensional US Micro Cap Portfolio ETF (DFMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WCEO

• 1D: -0.05%
• 1M: 3.19%
• YTD: 12.92%
• 6M: 11.06%
• 1Y: 30.87%
• 3Y*: 15.15%
• 5Y*: —
• 10Y*: —

DFMC

• 1D: 0.19%
• 1M: 4.99%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WCEO vs. DFMC - Yearly Performance Comparison

	2026 (YTD)
WCEO Hypatia Women CEO ETF	14.10%
DFMC Dimensional US Micro Cap Portfolio ETF	17.57%

Correlation

The correlation between WCEO and DFMC is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 23, 2026	0.86

Return for Risk

WCEO vs. DFMC — Risk / Return Rank

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

WCEO

WCEO Risk / Return Rank: 70
WCEO Sharpe Ratio Rank: 64
WCEO Sortino Ratio Rank: 68
WCEO Omega Ratio Rank: 58
WCEO Calmar Ratio Rank: 85
WCEO Martin Ratio Rank: 75

DFMC

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

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. 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 ratio: Return per unit of total volatility	2.04	—	—
Sortino ratio: Return per unit of downside risk	3.00	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	4.46	—	—
Martin ratio: Return relative to average drawdown	13.87	—	—

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.

Drawdown Indicators

	WCEO	DFMC	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-0.56%	0.00%	-0.56%
Average Drawdown Average peak-to-trough decline	-5.45%	-0.76%	-4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	—	—

Volatility

Volatility by Period

	WCEO	DFMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	16.31%	-1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	16.31%	+1.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	16.31%	+1.77%

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 0.57%, while DFMC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DFMC Dimensional US Micro Cap Portfolio ETF	0.00%	0.00%	0.00%	0.00%
WCEO Hypatia Women CEO ETF	0.57%	0.64%	0.88%	0.93%

Frequently Asked Questions

Can I hold both WCEO and DFMC in my portfolio?

WCEO and DFMC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WCEO or DFMC?

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.

Which ETF is cheaper, WCEO or DFMC?

DFMC is cheaper with a 0.41% expense ratio, compared with 0.85% for WCEO.

Which ETF pays a higher dividend yield, WCEO or DFMC?

WCEO has the higher dividend yield at 0.57%, compared with 0.00% for DFMC.

What is the main difference between WCEO and DFMC?

They also come from different issuers: Hypatia Capital and Dimensional Fund Advisors. Their fees differ too: 0.85% for WCEO and 0.41% for DFMC.