Inspire ETF List

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Inspire ETF List

Currency in USD · Last updated May 28, 2025

The combination of all Inspire ETF as one portfolio. PTL ETF pending.

Asset Allocation

Position	Category/Sector	Target Weight
BIBL Inspire 100 ETF	Large Cap Growth Equities	20%
BLES Inspire Global Hope ETF	Large Cap Blend Equities	5%
FDLS Inspire Fidelis Multi Factor ETF	Mid Cap Blend Equities	20%
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	Mid Cap Growth Equities, Actively Managed	20%
IBD Inspire Corporate Bond Impact ETF	Corporate Bonds	5%
ISMD Inspire Small/Mid Cap Impact ETF	Small Cap Blend Equities	20%
RISN Inspire Tactical Balanced ESG ETF	Diversified Portfolio, Actively Managed	5%
WWJD Inspire International ESG ETF	Foreign Large Cap Equities	5%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 24, 2022, corresponding to the inception date of FDLS

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
Inspire ETF List	1.13%	6.21%	-5.46%	4.74%	N/A	N/A
Portfolio components:
BIBL Inspire 100 ETF	1.92%	5.43%	-5.90%	5.07%	10.39%	N/A
BLES Inspire Global Hope ETF	7.13%	4.49%	1.63%	7.31%	12.75%	N/A
FDLS Inspire Fidelis Multi Factor ETF	2.25%	9.03%	-6.01%	4.87%	N/A	N/A
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	3.76%	8.59%	-2.25%	7.05%	N/A	N/A
IBD Inspire Corporate Bond Impact ETF	2.51%	-0.16%	1.59%	6.13%	0.69%	N/A
ISMD Inspire Small/Mid Cap Impact ETF	-8.66%	4.44%	-15.11%	-1.59%	11.80%	N/A
RISN Inspire Tactical Balanced ESG ETF	0.32%	4.53%	-5.80%	4.48%	N/A	N/A
WWJD Inspire International ESG ETF	15.78%	5.15%	12.71%	11.93%	12.83%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Inspire ETF List, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.71%	-2.90%	-4.29%	-0.80%	5.77%								1.13%
2024	-1.49%	4.89%	4.03%	-4.94%	4.11%	-0.91%	5.78%	0.21%	1.04%	-2.33%	7.21%	-6.80%	10.18%
2023	7.62%	-1.26%	-1.75%	-1.51%	-1.44%	8.33%	4.19%	-2.83%	-4.49%	-5.02%	8.12%	7.79%	17.51%
2022								-3.66%	-8.53%	8.95%	5.72%	-4.60%	-3.17%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Inspire ETF List has an expense ratio of 0.64%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLRY

Inspire Faithward Mid Cap Momentum ESG ETF

RISN

Inspire Tactical Balanced ESG ETF

WWJD

Inspire International ESG ETF

FDLS

Inspire Fidelis Multi Factor ETF

ISMD

Inspire Small/Mid Cap Impact ETF

BLES

Inspire Global Hope ETF

IBD

Inspire Corporate Bond Impact ETF

BIBL

Inspire 100 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Inspire ETF List is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIBL Inspire 100 ETF	0.24	0.50	1.07	0.26	0.90
BLES Inspire Global Hope ETF	0.42	0.73	1.10	0.50	2.11
FDLS Inspire Fidelis Multi Factor ETF	0.21	0.53	1.07	0.27	0.86
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.32	0.60	1.08	0.33	1.05
IBD Inspire Corporate Bond Impact ETF	1.08	1.44	1.19	2.29	5.38
ISMD Inspire Small/Mid Cap Impact ETF	-0.07	0.08	1.01	-0.05	-0.14
RISN Inspire Tactical Balanced ESG ETF	0.29	0.46	1.06	0.22	0.70
WWJD Inspire International ESG ETF	0.68	1.13	1.15	0.83	2.35

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Inspire ETF List Sharpe ratios as of May 28, 2025 (values are recalculated daily):

1-Year: 0.25
All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.08, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Inspire ETF List compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Inspire ETF List provided a 2.49% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017
Portfolio	2.49%	2.51%	1.33%	1.06%	8.02%	0.99%	0.67%	1.21%	0.60%
Portfolio components:
BIBL Inspire 100 ETF	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.62%	0.31%
BLES Inspire Global Hope ETF	1.62%	1.90%	1.81%	1.64%	9.28%	1.61%	2.15%	2.39%	1.99%
FDLS Inspire Fidelis Multi Factor ETF	7.03%	7.26%	0.97%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.64%	0.52%	1.07%	1.03%	4.00%	0.00%	0.00%	0.00%	0.00%
IBD Inspire Corporate Bond Impact ETF	4.25%	4.18%	3.40%	1.75%	1.36%	1.63%	2.63%	2.06%	0.82%
ISMD Inspire Small/Mid Cap Impact ETF	1.39%	1.24%	1.17%	1.28%	9.35%	0.99%	0.87%	3.33%	2.01%
RISN Inspire Tactical Balanced ESG ETF	1.25%	1.39%	2.05%	1.27%	9.62%	4.71%	0.00%	0.00%	0.00%
WWJD Inspire International ESG ETF	2.46%	2.99%	2.56%	2.09%	15.21%	1.22%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Inspire ETF List. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Inspire ETF List was 20.19%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Inspire ETF List drawdown is 5.14%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.19%	Nov 26, 2024	90	Apr 8, 2025	—	—	—
-13.46%	Aug 26, 2022	21	Sep 26, 2022	46	Nov 30, 2022	67
-12.75%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-9.86%	Feb 3, 2023	30	Mar 17, 2023	78	Jul 11, 2023	108
-6.84%	Jul 17, 2024	14	Aug 5, 2024	19	Aug 30, 2024	33

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.88, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	IBD	WWJD	RISN	GLRY	ISMD	FDLS	BIBL	BLES	Portfolio
^GSPC	1.00	0.20	0.71	0.70	0.79	0.75	0.81	0.90	0.85	0.86
IBD	0.20	1.00	0.30	0.16	0.18	0.22	0.19	0.25	0.27	0.24
WWJD	0.71	0.30	1.00	0.62	0.68	0.71	0.71	0.75	0.90	0.78
RISN	0.70	0.16	0.62	1.00	0.76	0.77	0.78	0.78	0.76	0.83
GLRY	0.79	0.18	0.68	0.76	1.00	0.85	0.89	0.86	0.84	0.94
ISMD	0.75	0.22	0.71	0.77	0.85	1.00	0.87	0.83	0.86	0.94
FDLS	0.81	0.19	0.71	0.78	0.89	0.87	1.00	0.87	0.86	0.95
BIBL	0.90	0.25	0.75	0.78	0.86	0.83	0.87	1.00	0.91	0.94
BLES	0.85	0.27	0.90	0.76	0.84	0.86	0.86	0.91	1.00	0.93
Portfolio	0.86	0.24	0.78	0.83	0.94	0.94	0.95	0.94	0.93	1.00

The correlation results are calculated based on daily price changes starting from Aug 25, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Inspire ETF List

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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