WCEO vs. XMLV
Compare and contrast key facts about Hypatia Women Ceo ETF (WCEO) and Invesco S&P MidCap Low Volatility ETF (XMLV).
WCEO and XMLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WCEO is an actively managed fund by Hypatia Capital. It was launched on Jan 6, 2023. XMLV is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Low Volatility Index. It was launched on Feb 15, 2013.
Performance
WCEO vs. XMLV - Performance Comparison
Loading graphics...
WCEO vs. XMLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WCEO Hypatia Women Ceo ETF | 0.93% | 9.77% | 8.28% | 11.35% |
XMLV Invesco S&P MidCap Low Volatility ETF | 1.89% | 5.55% | 17.08% | 0.24% |
Returns By Period
In the year-to-date period, WCEO achieves a 0.93% return, which is significantly lower than XMLV's 1.89% return.
WCEO
- 1D
- 2.13%
- 1M
- -3.98%
- YTD
- 0.93%
- 6M
- 2.84%
- 1Y
- 20.34%
- 3Y*
- 9.62%
- 5Y*
- —
- 10Y*
- —
XMLV
- 1D
- 0.80%
- 1M
- -4.73%
- YTD
- 1.89%
- 6M
- 0.66%
- 1Y
- 5.09%
- 3Y*
- 9.15%
- 5Y*
- 5.91%
- 10Y*
- 7.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WCEO vs. XMLV - Expense Ratio Comparison
WCEO has a 0.85% expense ratio, which is higher than XMLV's 0.25% expense ratio.
Return for Risk
WCEO vs. XMLV — Risk / Return Rank
WCEO
XMLV
WCEO vs. XMLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hypatia Women Ceo ETF (WCEO) and Invesco S&P MidCap Low Volatility ETF (XMLV). 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.
| WCEO | XMLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.37 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.62 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.56 | +0.90 |
Martin ratioReturn relative to average drawdown | 6.30 | 2.42 | +3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WCEO | XMLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.37 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.60 | -0.08 |
Correlation
The correlation between WCEO and XMLV is 0.81, 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. XMLV - Dividend Comparison
WCEO's dividend yield for the trailing twelve months is around 0.63%, less than XMLV's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XMLV Invesco S&P MidCap Low Volatility ETF | 2.93% | 2.87% | 2.23% | 2.34% | 2.05% | 1.14% | 1.93% | 2.02% | 2.13% | 1.74% | 1.72% | 1.85% |
Drawdowns
WCEO vs. XMLV - Drawdown Comparison
The maximum WCEO drawdown since its inception was -25.88%, smaller than the maximum XMLV drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for WCEO and XMLV.
Loading graphics...
Drawdown Indicators
| WCEO | XMLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.88% | -39.86% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -10.67% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.86% | — |
Current DrawdownCurrent decline from peak | -4.98% | -5.49% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -4.29% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.47% | +0.74% |
Volatility
WCEO vs. XMLV - Volatility Comparison
Hypatia Women Ceo ETF (WCEO) has a higher volatility of 5.11% compared to Invesco S&P MidCap Low Volatility ETF (XMLV) at 3.35%. This indicates that WCEO's price experiences larger fluctuations and is considered to be riskier than XMLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WCEO | XMLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 3.35% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 7.19% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.85% | 13.71% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 14.45% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 16.97% | +1.40% |