PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Inspire International ESG ETF (WWJD)

ETF · Currency in USD · Last updated Sep 30, 2023

WWJD is a passive ETF by Inspire tracking the investment results of the Inspire Global Hope Ex-US Index. WWJD launched on Sep 30, 2019 and has a 0.80% expense ratio.

Summary

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.


0.80%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-3.56%
3.96%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with WWJD

Inspire International ESG ETF

Return

Inspire International ESG ETF had a return of 3.35% year-to-date (YTD) and 21.75% in the last 12 months.


PeriodReturnBenchmark
1 month-3.51%-4.87%
6 months-3.07%4.35%
Year-To-Date3.35%11.68%
1 year21.75%19.59%
5 years (annualized)6.67%9.91%
10 years (annualized)N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.40%2.06%-4.35%4.15%4.22%-5.19%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
WWJD
Inspire International ESG ETF
1.17
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Inspire International ESG ETF Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
1.17
0.89
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Dividend History

Inspire International ESG ETF granted a 2.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.63 per share.


PeriodTTM202220212020
Dividend$0.63$0.54$4.75$0.38

Dividend yield

2.40%2.14%15.90%1.48%

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
2023$0.00$0.00$0.10$0.00$0.00$0.35$0.00$0.00
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 Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-13.60%
-10.60%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Inspire International ESG ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Inspire International ESG ETF is 35.76%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.


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 Chart

The current Inspire International ESG ETF volatility is 3.40%, 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%6.00%MayJuneJulyAugustSeptember
3.40%
3.17%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)