WOMN vs. SOXX

Last updated Jun 4, 2026

WOMN (Impact Shares YWCA Women’s Empowerment ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - WOMN is a Large Cap Growth Equities fund tracking the Morningstar Women’s Empowerment Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 5 years, WOMN returned 8.60%/yr vs 34.50%/yr for SOXX. A 0.67 correlation means they provide meaningful diversification when combined. WOMN charges 0.75%/yr vs 0.34%/yr for SOXX.

Performance

WOMN vs. SOXX - Performance Comparison

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

Returns By Period

In the year-to-date period, WOMN achieves a 3.93% return, which is significantly lower than SOXX's 104.57% return.

WOMN

• 1D: -0.93%
• 1M: 2.66%
• YTD: 3.93%
• 6M: 4.39%
• 1Y: 11.53%
• 3Y*: 14.62%
• 5Y*: 8.60%
• 10Y*: —

SOXX

• 1D: 1.76%
• 1M: 33.25%
• YTD: 104.57%
• 6M: 99.43%
• 1Y: 190.05%
• 3Y*: 57.39%
• 5Y*: 34.50%
• 10Y*: 35.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WOMN vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WOMN Impact Shares YWCA Women’s Empowerment ETF	3.93%	8.62%	16.95%	28.19%	-20.61%	24.89%	34.16%	32.50%	-11.94%
SOXX iShares Semiconductor ETF	104.57%	40.74%	12.92%	67.12%	-35.09%	44.09%	52.72%	62.42%	-17.09%

Correlation

The correlation between WOMN and SOXX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018	0.67

Over the past year, the correlation between WOMN and SOXX has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

WOMN vs. SOXX - Sectors Allocation Comparison

Sectors	WOMN	SOXX
Technology	30.3%	100.0%
Financial Services	14.3%	-
Healthcare	11.0%	-
Communication Services	9.8%	-
Consumer Cyclical	7.6%	-
Consumer Defensive	6.9%	-
Industrials	6.8%	-
Energy	6.1%	-
Utilities	3.0%	-
Real Estate	2.0%	-
Basic Materials	1.8%	-

Return for Risk

WOMN vs. SOXX — Risk / Return Rank

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

WOMN

WOMN Risk / Return Rank: 30
WOMN Sharpe Ratio Rank: 29
WOMN Sortino Ratio Rank: 29
WOMN Omega Ratio Rank: 28
WOMN Calmar Ratio Rank: 30
WOMN Martin Ratio Rank: 36

SOXX

SOXX Risk / Return Rank: 97
SOXX Sharpe Ratio Rank: 98
SOXX Sortino Ratio Rank: 95
SOXX Omega Ratio Rank: 95
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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. SOXX - Risk-Adjusted Trends Comparison

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

	WOMN	SOXX	Difference
Sharpe ratio Return per unit of total volatility	1.07	5.61	-4.54
Sortino ratio Return per unit of downside risk	1.58	5.36	-3.78
Omega ratio Gain probability vs. loss probability	1.19	1.74	-0.55
Calmar ratio Return relative to maximum drawdown	1.48	12.13	-10.65
Martin ratio Return relative to average drawdown	5.46	46.43	-40.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WOMN vs. SOXX - Sharpe Ratio Comparison

The current WOMN Sharpe Ratio is 1.07, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of WOMN and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WOMN	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	5.61	-4.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.96	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.45	+0.26

Drawdowns

WOMN vs. SOXX - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.23%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for WOMN and SOXX.

Drawdown Indicators

	WOMN	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-32.23%	-70.21%	+37.98%
Max Drawdown (1Y) Largest decline over 1 year	-7.80%	-15.77%	+7.97%
Max Drawdown (3Y) Largest decline over 3 years	-17.34%	-41.36%	+24.02%
Max Drawdown (5Y) Largest decline over 5 years	-25.80%	-45.75%	+19.95%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.75%	—
Current Drawdown Current decline from peak	-0.93%	0.00%	-0.93%
Average Drawdown Average peak-to-trough decline	-5.53%	-19.97%	+14.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	4.11%	-1.99%

Volatility

WOMN vs. SOXX - Volatility Comparison

The current volatility for Impact Shares YWCA Women’s Empowerment ETF (WOMN) is 2.67%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that WOMN experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WOMN	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	14.03%	-11.36%
Volatility (6M) Calculated over the trailing 6-month period	7.74%	27.35%	-19.61%
Volatility (1Y) Calculated over the trailing 1-year period	10.82%	34.18%	-23.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	36.11%	-19.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.70%	33.43%	-14.73%

WOMN vs. SOXX - Expense Ratio Comparison

WOMN has a 0.75% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

WOMN vs. SOXX - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 0.79%, more than SOXX's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOXX iShares Semiconductor ETF	0.27%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
WOMN Impact Shares YWCA Women’s Empowerment ETF	0.79%	0.76%	1.08%	1.80%	5.59%	3.10%	6.15%	1.12%	0.90%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WOMN and SOXX in my portfolio?

WOMN and SOXX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WOMN or SOXX?

SOXX has higher volatility (14.03%) compared to WOMN (2.67%). In terms of maximum drawdown, WOMN dropped -32.23% vs SOXX's -70.21%.

Which ETF is better, WOMN or SOXX?

On 5-year performance, SOXX leads with 34.50% vs 8.60% for WOMN. On fees, SOXX is cheaper at 0.34% per year. On volatility, WOMN has been the lower-risk option at 2.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WOMN or SOXX?

Over the 5-year period, SOXX has performed better with a 34.50% return vs 8.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WOMN or SOXX?

SOXX is cheaper with a 0.34% expense ratio, compared with 0.75% for WOMN.

Which ETF pays a higher dividend yield, WOMN or SOXX?

WOMN has the higher dividend yield at 0.79%, compared with 0.27% for SOXX.

What is the main difference between WOMN and SOXX?

WOMN is categorized as Large Cap Growth Equities, while SOXX is Semiconductors. WOMN tracks Morningstar Women’s Empowerment Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Impact Shares and iShares. Their fees differ too: 0.75% for WOMN and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.61 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.