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

ETF Info

Issuer

Inspire

Inception Date

Sep 30, 2019

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Inspire Global Hope Ex-US Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

WWJD features an expense ratio of 0.80%, falling within the medium range.


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.


Popular comparisons:
WWJD vs. BLES WWJD vs. VXUS WWJD vs. FXAIX WWJD vs. VTI WWJD vs. YALL
Popular comparisons:
WWJD vs. BLES WWJD vs. VXUS WWJD vs. FXAIX WWJD vs. VTI WWJD vs. YALL

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.05%
7.29%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Returns By Period

Inspire International ESG ETF had a return of -0.25% year-to-date (YTD) and 0.91% in the last 12 months.


WWJD

YTD

-0.25%

1M

-3.71%

6M

-1.92%

1Y

0.91%

5Y*

5.73%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.05%2.48%2.73%-2.66%4.55%-2.43%3.67%3.11%3.19%-5.33%-1.05%-0.25%
20237.71%-3.32%2.40%2.06%-4.35%4.15%4.22%-5.20%-3.51%-3.30%9.11%6.77%16.42%
2022-3.21%-2.70%1.02%-6.82%1.41%-9.85%5.13%-5.88%-9.61%6.19%12.81%-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%
2020-3.70%-9.13%-17.37%9.22%6.04%2.48%5.88%4.87%-3.38%-4.00%20.77%5.77%12.91%
20195.26%0.07%5.70%11.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WWJD is 15, meaning it’s performing worse than 85% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WWJD is 1515
Overall Rank
The Sharpe Ratio Rank of WWJD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of WWJD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of WWJD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of WWJD is 1818
Calmar Ratio Rank
The Martin Ratio Rank of WWJD is 1515
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

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.


Sharpe ratio
The chart of Sharpe ratio for WWJD, currently valued at 0.16, compared to the broader market0.002.004.000.161.90
The chart of Sortino ratio for WWJD, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.0010.000.312.54
The chart of Omega ratio for WWJD, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.35
The chart of Calmar ratio for WWJD, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.182.81
The chart of Martin ratio for WWJD, currently valued at 0.57, compared to the broader market0.0020.0040.0060.0080.00100.000.5712.39
WWJD
^GSPC

The current Inspire International ESG ETF Sharpe ratio is 0.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Inspire International ESG ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.16
1.90
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Inspire International ESG ETF provided a 2.31% dividend yield over the last twelve months, with an annual payout of $0.67 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.002020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.67$0.76$0.55$4.75$0.38

Dividend yield

2.31%2.56%2.09%15.21%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
2024$0.00$0.00$0.12$0.00$0.00$0.35$0.00$0.00$0.19$0.00$0.00$0.00$0.67
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$0.55
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
2020$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.10$0.38

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.49%
-3.58%
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 11.49%.


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
-11.49%Sep 30, 202457Dec 18, 2024
-6.36%May 20, 202454Aug 6, 20249Aug 19, 202463
-4.7%Jan 22, 20216Jan 29, 20217Feb 9, 202113

Volatility

Volatility Chart

The current Inspire International ESG ETF volatility is 3.63%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.63%
3.64%
WWJD (Inspire International ESG ETF)
Benchmark (^GSPC)
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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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