XMLV vs. WCEO
Compare and contrast key facts about Invesco S&P MidCap Low Volatility ETF (XMLV) and Hypatia Women Ceo ETF (WCEO).
XMLV and WCEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. WCEO is an actively managed fund by Hypatia Capital. It was launched on Jan 6, 2023.
Performance
XMLV vs. WCEO - Performance Comparison
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XMLV vs. WCEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 1.89% | 5.55% | 17.08% | 0.24% |
WCEO Hypatia Women Ceo ETF | 0.93% | 9.77% | 8.28% | 11.35% |
Returns By Period
In the year-to-date period, XMLV achieves a 1.89% return, which is significantly higher than WCEO's 0.93% return.
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%
WCEO
- 1D
- 2.13%
- 1M
- -3.98%
- YTD
- 0.93%
- 6M
- 2.84%
- 1Y
- 20.34%
- 3Y*
- 9.62%
- 5Y*
- —
- 10Y*
- —
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XMLV vs. WCEO - Expense Ratio Comparison
XMLV has a 0.25% expense ratio, which is lower than WCEO's 0.85% expense ratio.
Return for Risk
XMLV vs. WCEO — Risk / Return Rank
XMLV
WCEO
XMLV vs. WCEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) and Hypatia Women Ceo ETF (WCEO). 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.
| XMLV | WCEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.98 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.54 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.46 | -0.90 |
Martin ratioReturn relative to average drawdown | 2.42 | 6.30 | -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. | |||
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Sharpe Ratios by Period
| XMLV | WCEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.98 | -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 | 0.60 | 0.51 | +0.08 |
Correlation
The correlation between XMLV and WCEO 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
XMLV vs. WCEO - Dividend Comparison
XMLV's dividend yield for the trailing twelve months is around 2.93%, more than WCEO's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
XMLV vs. WCEO - Drawdown Comparison
The maximum XMLV drawdown since its inception was -39.86%, which is greater than WCEO's maximum drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for XMLV and WCEO.
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Drawdown Indicators
| XMLV | WCEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.86% | -25.88% | -13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -13.86% | +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 | -5.49% | -4.98% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -5.75% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.21% | -0.74% |
Volatility
XMLV vs. WCEO - Volatility Comparison
The current volatility for Invesco S&P MidCap Low Volatility ETF (XMLV) is 3.35%, while Hypatia Women Ceo ETF (WCEO) has a volatility of 5.11%. This indicates that XMLV experiences smaller price fluctuations and is considered to be less risky than WCEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMLV | WCEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.11% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 11.03% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 20.85% | -7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 18.37% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.37% | -1.40% |