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WOMN vs. MEME
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WOMN vs. MEME - Performance Comparison

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

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WOMN vs. MEME - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WOMN achieves a -4.03% return, which is significantly lower than MEME's 0.16% return.


WOMN

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

MEME

1D
0.49%
1M
-10.26%
YTD
0.16%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WOMN vs. MEME - Expense Ratio Comparison

WOMN has a 0.75% expense ratio, which is higher than MEME's 0.69% expense ratio.


Return for Risk

WOMN vs. MEME — 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

MEME
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. MEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Roundhill Meme Stock ETF (MEME). 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.


WOMNMEMEDifference

Sharpe ratio

Return per unit of total volatility

0.28

Sortino ratio

Return per unit of downside risk

0.52

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

0.37

Martin ratio

Return relative to average drawdown

1.60

WOMN vs. MEME - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WOMNMEMEDifference

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

0.66

-0.81

+1.47

Correlation

The correlation between WOMN and MEME is 0.45, 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

WOMN vs. MEME - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 0.86%, while MEME has not paid dividends to shareholders.


TTM20252024202320222021202020192018
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%
MEME
Roundhill Meme Stock ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WOMN vs. MEME - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.23%, smaller than the maximum MEME drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for WOMN and MEME.


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Drawdown Indicators


WOMNMEMEDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-48.78%

+16.55%

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

-5.62%

-43.90%

+38.28%

Average Drawdown

Average peak-to-trough decline

-5.63%

-34.21%

+28.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

WOMN vs. MEME - Volatility Comparison


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Volatility by Period


WOMNMEMEDifference

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

16.75%

76.47%

-59.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

76.47%

-60.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

76.47%

-57.63%