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WOMN vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WOMN vs. SGRT - Performance Comparison

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

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Returns By Period

In the year-to-date period, WOMN achieves a 4.89% return, which is significantly lower than SGRT's 48.90% return.


WOMN

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

SGRT

1D
-1.69%
1M
9.59%
YTD
48.90%
6M
51.74%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WOMN vs. SGRT - Yearly Performance Comparison


Correlation

The correlation between WOMN and SGRT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.41

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Return for Risk

WOMN vs. SGRT — 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

SGRT
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. SGRT - Risk-Adjusted Trends Comparison

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


WOMNSGRTDifference
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. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WOMNSGRTDifference

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

3.63

-2.92

Drawdowns

WOMN vs. SGRT - Drawdown Comparison

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


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Drawdown Indicators


WOMNSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-17.87%

-14.36%

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%

-1.69%

+1.68%

Average Drawdown

Average peak-to-trough decline

-5.53%

-3.10%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

WOMN vs. SGRT - Volatility Comparison


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Volatility by Period


WOMNSGRTDifference

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%

33.40%

-22.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

33.40%

-17.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

33.40%

-14.70%

WOMN vs. SGRT - Expense Ratio Comparison

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


Dividends

WOMN vs. SGRT - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 0.78%, more than SGRT's 0.11% yield.


PositionTTM20252024202320222021202020192018
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WOMN
Impact Shares YWCA Women’s Empowerment ETF
0.78%0.76%1.08%1.80%5.59%3.10%6.15%1.12%0.90%

Frequently Asked Questions


WOMN and SGRT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGRT is cheaper with a 0.59% expense ratio, compared with 0.75% for WOMN.

WOMN has the higher dividend yield at 0.78%, compared with 0.11% for SGRT.

Their fees differ too: 0.75% for WOMN and 0.59% for SGRT.

Portfolio Optimizer

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