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Inspire International ESG ETF (WWJD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInspire
Inception DateSep 30, 2019
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedInspire Global Hope Ex-US Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Inspire International ESG ETF has a high expense ratio of 0.80%, indicating higher-than-average management fees.


Expense ratio chart for WWJD: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Share Price Chart


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Compare to other instruments

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


Inspire International ESG ETF

Popular comparisons: WWJD vs. FXAIX, WWJD vs. VXUS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Inspire International ESG ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
17.13%
22.02%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Inspire International ESG ETF had a return of -0.55% year-to-date (YTD) and 7.92% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.55%5.84%
1 month-2.02%-2.98%
6 months17.14%22.02%
1 year7.92%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.05%2.48%2.73%
2023-3.51%-3.30%9.11%6.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WWJD is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of WWJD is 3838
Inspire International ESG ETF(WWJD)
The Sharpe Ratio Rank of WWJD is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of WWJD is 3737Sortino Ratio Rank
The Omega Ratio Rank of WWJD is 3636Omega Ratio Rank
The Calmar Ratio Rank of WWJD is 4242Calmar Ratio Rank
The Martin Ratio Rank of WWJD is 3535Martin 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

The charts below present risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


WWJD
Sharpe ratio
The chart of Sharpe ratio for WWJD, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.000.60
Sortino ratio
The chart of Sortino ratio for WWJD, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.000.95
Omega ratio
The chart of Omega ratio for WWJD, currently valued at 1.11, compared to the broader market1.001.502.001.11
Calmar ratio
The chart of Calmar ratio for WWJD, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.000.46
Martin ratio
The chart of Martin ratio for WWJD, currently valued at 1.71, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Inspire International ESG ETF Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
2.05
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Inspire International ESG ETF granted a 2.64% dividend yield in the last twelve months. The annual payout for that period amounted to $0.77 per share.


PeriodTTM2023202220212020
Dividend$0.77$0.76$0.54$4.75$0.38

Dividend yield

2.64%2.56%2.09%15.22%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for Inspire International ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.12
2023$0.00$0.00$0.10$0.00$0.00$0.35$0.00$0.00$0.15$0.00$0.00$0.15
2022$0.00$0.00$0.07$0.00$0.00$0.34$0.00$0.00$0.11$0.00$0.00$0.02
2021$0.00$0.00$0.16$0.00$0.00$0.30$0.00$0.00$0.24$0.00$0.00$4.05
2020$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.21%
-3.92%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Inspire International ESG ETF. 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 International ESG ETF was 35.76%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Inspire International ESG ETF drawdown is 3.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.76%Dec 30, 201958Mar 23, 2020162Nov 10, 2020220
-29.51%Jun 15, 2021336Oct 12, 2022
-4.7%Jan 22, 20216Jan 29, 20217Feb 9, 202113
-3.2%Feb 25, 20212Feb 26, 20219Mar 11, 202111
-3.02%Mar 18, 20215Mar 24, 20217Apr 5, 202112

Volatility

Volatility Chart

The current Inspire International ESG ETF volatility is 3.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.21%
3.60%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)