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WOMN vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WOMN vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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WOMN vs. BIBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WOMN
Impact Shares YWCA Women’s Empowerment ETF
-4.03%8.62%16.95%28.19%-20.61%24.89%34.16%32.50%-11.94%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-14.45%

Returns By Period

In the year-to-date period, WOMN achieves a -4.03% return, which is significantly lower than BIBL's 6.10% return.


WOMN

1D
0.34%
1M
-4.10%
YTD
-4.03%
6M
-2.04%
1Y
4.70%
3Y*
13.44%
5Y*
7.81%
10Y*

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WOMN vs. BIBL - Expense Ratio Comparison

WOMN has a 0.75% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

WOMN vs. BIBL — Risk / Return Rank

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

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

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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.

WOMN vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Inspire 100 ETF (BIBL). 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.


WOMNBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.25

-0.97

Sortino ratio

Return per unit of downside risk

0.52

1.78

-1.26

Omega ratio

Gain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.37

1.84

-1.47

Martin ratio

Return relative to average drawdown

1.60

8.69

-7.09

WOMN vs. BIBL - Sharpe Ratio Comparison

The current WOMN Sharpe Ratio is 0.28, which is lower than the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WOMN and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WOMNBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.25

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.43

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.54

+0.12

Correlation

The correlation between WOMN and BIBL is 0.83, 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

WOMN vs. BIBL - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 0.86%, less than BIBL's 1.11% yield.


TTM202520242023202220212020201920182017
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%0.00%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

WOMN vs. BIBL - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.23%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for WOMN and BIBL.


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Drawdown Indicators


WOMNBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-36.12%

+3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-13.93%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-30.85%

+5.05%

Current Drawdown

Current decline from peak

-5.62%

-4.96%

-0.66%

Average Drawdown

Average peak-to-trough decline

-5.63%

-7.17%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.95%

-0.06%

Volatility

WOMN vs. BIBL - Volatility Comparison

The current volatility for Impact Shares YWCA Women’s Empowerment ETF (WOMN) is 4.09%, while Inspire 100 ETF (BIBL) has a volatility of 6.82%. This indicates that WOMN experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WOMNBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

6.82%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

12.28%

-4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

20.39%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

19.44%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

21.15%

-2.31%