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Inspire International ESG ETF (WWJD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Inspire
Inception Date
Sep 30, 2019
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Inspire Global Hope Ex-US Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Inspire International ESG ETF (WWJD) has returned 2.49% so far this year and 24.67% over the past 12 months.


Inspire International ESG ETF

1D
3.26%
1M
-6.62%
YTD
2.49%
6M
6.87%
1Y
24.67%
3Y*
13.49%
5Y*
7.62%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2019, WWJD's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +20.8%, while the worst month was Mar 2020 at -17.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, WWJD closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.66%4.87%-6.62%2.49%
20252.83%1.74%1.59%4.25%4.44%3.62%-1.31%3.31%1.43%1.23%0.63%2.35%29.28%
2024-3.05%2.48%2.73%-2.66%4.55%-2.43%3.67%3.11%3.19%-5.33%-1.05%-3.52%1.05%
20237.71%-3.32%2.40%2.06%-4.35%4.15%4.22%-5.19%-3.51%-3.30%9.11%6.77%16.42%
2022-3.20%-2.70%1.02%-6.82%1.41%-9.85%5.13%-5.88%-9.61%6.19%12.82%-1.67%-14.60%
2021-0.71%4.60%2.08%3.88%5.52%-1.39%-0.52%2.03%-3.32%3.01%-3.52%4.32%16.60%

Benchmark Metrics

Inspire International ESG ETF has an annualized alpha of 0.72%, beta of 0.81, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 02, 2019.

  • This ETF participated in 94.71% of S&P 500 Index downside but only 87.05% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.72%
Beta
0.81
0.67
Upside Capture
87.05%
Downside Capture
94.71%

Expense Ratio

WWJD has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WWJD ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


WWJD Risk / Return Rank: 7878
Overall Rank
WWJD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 7878
Sortino Ratio Rank
WWJD Omega Ratio Rank: 7878
Omega Ratio Rank
WWJD Calmar Ratio Rank: 7777
Calmar Ratio Rank
WWJD Martin Ratio Rank: 7979
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and compare them to a chosen benchmark (S&P 500 Index).


WWJDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.90

+0.55

Sortino ratio

Return per unit of downside risk

2.06

1.39

+0.68

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.13

1.40

+0.73

Martin ratio

Return relative to average drawdown

8.74

6.61

+2.13

Explore WWJD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Inspire International ESG ETF provided a 2.31% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.86$0.94$0.87$0.76$0.54$4.75$0.38

Dividend yield

2.31%2.58%2.99%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.08$0.00$0.00$0.41$0.00$0.00$0.17$0.00$0.00$0.29$0.94
2024$0.00$0.00$0.12$0.00$0.00$0.35$0.00$0.00$0.19$0.00$0.00$0.20$0.87
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$0.76
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$0.54
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$4.75

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 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 6.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.76%Dec 30, 201958Mar 23, 2020162Nov 10, 2020220
-29.51%Jun 15, 2021336Oct 12, 2022393May 7, 2024729
-14.97%Sep 30, 2024131Apr 8, 202517May 2, 2025148
-10.77%Feb 26, 202617Mar 20, 2026
-6.36%May 20, 202454Aug 6, 20249Aug 19, 202463

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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