C++ code compiled with cygwin needs cygwin1.dll to run

Question

I have no special code to share to ask this, but I wrote a C++ code (which could even be a simple Hello World program) compiled to an exe file, requires the cygwin1.dll available either via %path% or in the same folder as the exe to run (for runtime).

If it were libstdc++-6.dll needed I could have done something like use the tag -static or -static-libstdc++. But, what can I do to not depend upon cygwin1.dll file for exe execution? Should I use some other compiler instead?

Ps: I am expecting some kinda solution similar to this if it makes sense. MinGW .exe requires a few gcc dll's regardless of the code?

Also, I do not want to create Or use a separate installer to add the dll to the right place for my case.