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WCEO vs. SIXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCEO vs. SIXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hypatia Women Ceo ETF (WCEO) and 6 Meridian Small Cap Equity ETF (SIXS). The values are adjusted to include any dividend payments, if applicable.

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WCEO vs. SIXS - Yearly Performance Comparison


2026 (YTD)202520242023
WCEO
Hypatia Women Ceo ETF
0.93%9.77%8.28%11.35%
SIXS
6 Meridian Small Cap Equity ETF
3.07%4.59%5.85%12.63%

Returns By Period

In the year-to-date period, WCEO achieves a 0.93% return, which is significantly lower than SIXS's 3.07% return.


WCEO

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

SIXS

1D
0.69%
1M
-4.11%
YTD
3.07%
6M
5.53%
1Y
13.19%
3Y*
9.29%
5Y*
3.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCEO vs. SIXS - Expense Ratio Comparison

WCEO has a 0.85% expense ratio, which is lower than SIXS's 1.00% expense ratio.


Return for Risk

WCEO vs. SIXS — 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

SIXS
SIXS Risk / Return Rank: 4343
Overall Rank
SIXS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SIXS Sortino Ratio Rank: 4444
Sortino Ratio Rank
SIXS Omega Ratio Rank: 3838
Omega Ratio Rank
SIXS Calmar Ratio Rank: 4646
Calmar Ratio Rank
SIXS Martin Ratio Rank: 4646
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. SIXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hypatia Women Ceo ETF (WCEO) and 6 Meridian Small Cap Equity ETF (SIXS). 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.


WCEOSIXSDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.80

+0.18

Sortino ratio

Return per unit of downside risk

1.54

1.24

+0.30

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.46

1.19

+0.27

Martin ratio

Return relative to average drawdown

6.30

4.43

+1.87

WCEO vs. SIXS - Sharpe Ratio Comparison

The current WCEO Sharpe Ratio is 0.98, which is comparable to the SIXS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of WCEO and SIXS, 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


WCEOSIXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.80

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.71

-0.19

Correlation

The correlation between WCEO and SIXS is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WCEO vs. SIXS - Dividend Comparison

WCEO's dividend yield for the trailing twelve months is around 0.63%, less than SIXS's 1.90% yield.


TTM202520242023202220212020
WCEO
Hypatia Women Ceo ETF
0.63%0.64%0.88%0.93%0.00%0.00%0.00%
SIXS
6 Meridian Small Cap Equity ETF
1.90%1.62%1.09%1.60%1.37%0.94%0.45%

Drawdowns

WCEO vs. SIXS - Drawdown Comparison

The maximum WCEO drawdown since its inception was -25.88%, smaller than the maximum SIXS drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for WCEO and SIXS.


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Drawdown Indicators


WCEOSIXSDifference

Max Drawdown

Largest peak-to-trough decline

-25.88%

-27.68%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-11.39%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

Current Drawdown

Current decline from peak

-4.98%

-4.79%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.75%

-9.16%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.05%

+0.16%

Volatility

WCEO vs. SIXS - Volatility Comparison

Hypatia Women Ceo ETF (WCEO) has a higher volatility of 5.11% compared to 6 Meridian Small Cap Equity ETF (SIXS) at 4.22%. This indicates that WCEO's price experiences larger fluctuations and is considered to be riskier than SIXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCEOSIXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.22%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

9.39%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

16.64%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

17.79%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.85%

-1.48%