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Impact Shares YWCA Women’s Empowerment ETF (WOMN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US45259A1007
CUSIP
45259A100
Inception Date
Aug 24, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Morningstar Women’s Empowerment Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Impact Shares YWCA Women’s Empowerment ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Impact Shares YWCA Women’s Empowerment ETF (WOMN) has returned -4.36% so far this year and 4.26% over the past 12 months.


Impact Shares YWCA Women’s Empowerment ETF

1D
2.02%
1M
-4.50%
YTD
-4.36%
6M
-2.30%
1Y
4.26%
3Y*
13.31%
5Y*
7.74%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 28, 2018, WOMN's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, WOMN closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.30%-0.16%-4.50%-4.36%
20254.29%0.22%-4.68%-3.10%4.09%2.94%-0.67%2.72%0.73%0.61%0.40%1.13%8.62%
20241.91%4.64%1.82%-4.77%1.68%3.31%1.77%4.06%1.60%-1.31%5.69%-4.06%16.95%
20236.59%-2.38%2.87%1.77%0.56%6.31%4.23%-0.89%-4.93%-1.74%9.13%4.53%28.19%
2022-4.88%-4.93%3.39%-7.97%1.40%-8.49%7.66%-4.17%-9.22%8.76%5.90%-7.83%-20.61%
2021-1.23%2.82%3.80%3.97%0.80%2.82%2.02%3.50%-5.55%6.97%0.15%2.90%24.89%

Benchmark Metrics

Impact Shares YWCA Women’s Empowerment ETF has an annualized alpha of 2.79%, beta of 0.84, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since August 29, 2018.

  • This ETF generated an annualized alpha of 2.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.79%
Beta
0.84
0.78
Upside Capture
101.04%
Downside Capture
97.22%

Expense Ratio

WOMN has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WOMN ranks 20 for risk / return — in the bottom 20% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


WOMN Risk / Return Rank: 2020
Overall Rank
WOMN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WOMN Sortino Ratio Rank: 1818
Sortino Ratio Rank
WOMN Omega Ratio Rank: 1818
Omega Ratio Rank
WOMN Calmar Ratio Rank: 2020
Calmar Ratio Rank
WOMN Martin Ratio Rank: 2323
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and compare them to a chosen benchmark (S&P 500 Index).


WOMNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.90

-0.64

Sortino ratio

Return per unit of downside risk

0.48

1.39

-0.90

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.40

1.40

-1.00

Martin ratio

Return relative to average drawdown

1.72

6.61

-4.89

Explore WOMN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Impact Shares YWCA Women’s Empowerment ETF provided a 0.86% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.34$0.32$0.41$0.60$1.48$1.09$1.79$0.26$0.16

Dividend yield

0.86%0.76%1.08%1.80%5.59%3.10%6.15%1.12%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Impact Shares YWCA Women’s Empowerment ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.12
2025$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.02$0.32
2024$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.17$0.41
2023$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.36$0.60
2022$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$1.22$1.48
2021$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.94$1.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Impact Shares YWCA Women’s Empowerment ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Impact Shares YWCA Women’s Empowerment ETF was 32.23%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Impact Shares YWCA Women’s Empowerment ETF drawdown is 5.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.23%Feb 21, 202022Mar 23, 202082Jul 20, 2020104
-25.8%Nov 17, 2021227Oct 12, 2022297Dec 18, 2023524
-18.04%Sep 28, 201860Dec 24, 201870Apr 5, 2019130
-17.34%Feb 20, 202534Apr 8, 2025112Sep 18, 2025146
-10.36%Sep 3, 202014Sep 23, 202012Oct 9, 202026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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