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WOMN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WOMN and VOO is 0.89, 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.


-0.50.00.51.00.9

Performance

WOMN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
141.47%
127.24%
WOMN
VOO

Key characteristics

Sharpe Ratio

WOMN:

1.77

VOO:

2.25

Sortino Ratio

WOMN:

2.46

VOO:

2.98

Omega Ratio

WOMN:

1.32

VOO:

1.42

Calmar Ratio

WOMN:

3.27

VOO:

3.31

Martin Ratio

WOMN:

11.01

VOO:

14.77

Ulcer Index

WOMN:

1.77%

VOO:

1.90%

Daily Std Dev

WOMN:

11.05%

VOO:

12.46%

Max Drawdown

WOMN:

-32.20%

VOO:

-33.99%

Current Drawdown

WOMN:

-4.14%

VOO:

-2.47%

Returns By Period

In the year-to-date period, WOMN achieves a 17.61% return, which is significantly lower than VOO's 26.02% return.


WOMN

YTD

17.61%

1M

-1.74%

6M

8.60%

1Y

19.00%

5Y*

15.80%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WOMN vs. VOO - Expense Ratio Comparison

WOMN has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


WOMN
Impact Shares YWCA Women’s Empowerment ETF
Expense ratio chart for WOMN: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

WOMN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares YWCA Women’s Empowerment ETF (WOMN) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for WOMN, currently valued at 1.77, compared to the broader market0.002.004.001.772.25
The chart of Sortino ratio for WOMN, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.98
The chart of Omega ratio for WOMN, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.42
The chart of Calmar ratio for WOMN, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.273.31
The chart of Martin ratio for WOMN, currently valued at 11.01, compared to the broader market0.0020.0040.0060.0080.00100.0011.0114.77
WOMN
VOO

The current WOMN Sharpe Ratio is 1.77, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WOMN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.77
2.25
WOMN
VOO

Dividends

WOMN vs. VOO - Dividend Comparison

WOMN's dividend yield for the trailing twelve months is around 1.57%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
WOMN
Impact Shares YWCA Women’s Empowerment ETF
1.57%1.80%8.82%3.10%6.15%1.11%0.90%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

WOMN vs. VOO - Drawdown Comparison

The maximum WOMN drawdown since its inception was -32.20%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WOMN and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.14%
-2.47%
WOMN
VOO

Volatility

WOMN vs. VOO - Volatility Comparison

The current volatility for Impact Shares YWCA Women’s Empowerment ETF (WOMN) is 3.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that WOMN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
3.75%
WOMN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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