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SGRT vs. WOMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGRT vs. WOMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Impact Shares YWCA Women’s Empowerment ETF (WOMN). The values are adjusted to include any dividend payments, if applicable.

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SGRT vs. WOMN - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than WOMN's -4.03% return.


SGRT

1D
2.70%
1M
-6.90%
YTD
9.56%
6M
15.63%
1Y
3Y*
5Y*
10Y*

WOMN

1D
0.34%
1M
-4.10%
YTD
-4.03%
6M
-2.04%
1Y
4.70%
3Y*
13.44%
5Y*
7.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGRT vs. WOMN - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is lower than WOMN's 0.75% expense ratio.


Return for Risk

SGRT vs. WOMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGRT

WOMN
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: 1919
Omega Ratio Rank
WOMN Calmar Ratio Rank: 2020
Calmar Ratio Rank
WOMN Martin Ratio Rank: 2222
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.

SGRT vs. WOMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Impact Shares YWCA Women’s Empowerment ETF (WOMN). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGRT vs. WOMN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGRTWOMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

0.66

+1.43

Correlation

The correlation between SGRT and WOMN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SGRT vs. WOMN - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than WOMN's 0.86% yield.


TTM20252024202320222021202020192018
SGRT
SMART Earnings Growth 30 ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WOMN
Impact Shares YWCA Women’s Empowerment ETF
0.86%0.76%1.08%1.80%5.59%3.10%6.15%1.12%0.90%

Drawdowns

SGRT vs. WOMN - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum WOMN drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for SGRT and WOMN.


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Drawdown Indicators


SGRTWOMNDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-32.23%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

Current Drawdown

Current decline from peak

-7.09%

-5.62%

-1.47%

Average Drawdown

Average peak-to-trough decline

-3.52%

-5.63%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

SGRT vs. WOMN - Volatility Comparison


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Volatility by Period


SGRTWOMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

32.60%

16.75%

+15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

16.18%

+16.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

18.84%

+13.76%