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WOMN vs. GRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WOMN vs. GRW - Performance Comparison

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

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Returns By Period


WOMN

1D
0.93%
1M
3.04%
YTD
4.89%
6M
5.52%
1Y
12.46%
3Y*
15.17%
5Y*
8.80%
10Y*

GRW

1D
0.18%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WOMN vs. GRW - Yearly Performance Comparison


Correlation

The correlation between WOMN and GRW is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.60

WOMN vs. GRW - Sectors Allocation Comparison


Sectors
WOMN
GRW

Technology

30.3%
26.6%

Financial Services

14.3%
9.8%

Healthcare

11.0%
4.1%

Communication Services

9.8%
9.1%

Consumer Cyclical

7.6%
8.3%

Consumer Defensive

6.9%

-

Industrials

6.8%
38.1%

Energy

6.1%

-

Utilities

3.0%

-

Real Estate

2.0%

-

Basic Materials

1.8%
4.0%

Technology

WOMN
30.3%
GRW
26.6%

Financial Services

WOMN
14.3%
GRW
9.8%

Healthcare

WOMN
11.0%
GRW
4.1%

Communication Services

WOMN
9.8%
GRW
9.1%

Consumer Cyclical

WOMN
7.6%
GRW
8.3%

Consumer Defensive

WOMN
6.9%
GRW

-

Industrials

WOMN
6.8%
GRW
38.1%

Energy

WOMN
6.1%
GRW

-

Utilities

WOMN
3.0%
GRW

-

Real Estate

WOMN
2.0%
GRW

-

Basic Materials

WOMN
1.8%
GRW
4.0%

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Return for Risk

WOMN vs. GRW — Risk / Return Rank

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

WOMN
WOMN Risk / Return Rank: 3333
Overall Rank
WOMN Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WOMN Sortino Ratio Rank: 3232
Sortino Ratio Rank
WOMN Omega Ratio Rank: 3131
Omega Ratio Rank
WOMN Calmar Ratio Rank: 3333
Calmar Ratio Rank
WOMN Martin Ratio Rank: 3838
Martin Ratio Rank

GRW
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. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and TCW Durable Growth ETF (GRW). 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.


WOMNGRWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.60

Martin ratioReturn relative to average drawdown

5.90

WOMN vs. GRW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WOMNGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

13.58

-12.86

Drawdowns

WOMN vs. GRW - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.23%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for WOMN and GRW.


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Drawdown Indicators


WOMNGRWDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-0.45%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

Current Drawdown

Current decline from peak

-0.01%

-0.27%

+0.26%

Average Drawdown

Average peak-to-trough decline

-5.53%

-0.17%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

WOMN vs. GRW - Volatility Comparison


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Volatility by Period


WOMNGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

8.89%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

8.89%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

8.89%

+9.81%

WOMN vs. GRW - Expense Ratio Comparison

Both WOMN and GRW have an expense ratio of 0.75%.


Dividends

WOMN vs. GRW - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 0.78%, while GRW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GRW
TCW Durable Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WOMN
Impact Shares YWCA Women’s Empowerment ETF
0.78%0.76%1.08%1.80%5.59%3.10%6.15%1.12%0.90%

Frequently Asked Questions


WOMN and GRW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WOMN and GRW have the same expense ratio: 0.75% per year.

WOMN has the higher dividend yield at 0.78%, compared with 0.00% for GRW.

They also come from different issuers: Impact Shares and TCW.

Portfolio Optimizer

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