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BLES vs. IWB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLES and IWB is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

BLES vs. IWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Global Hope ETF (BLES) and iShares Russell 1000 ETF (IWB). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
90.01%
160.99%
BLES
IWB

Key characteristics

Sharpe Ratio

BLES:

0.36

IWB:

0.52

Sortino Ratio

BLES:

0.62

IWB:

0.85

Omega Ratio

BLES:

1.08

IWB:

1.12

Calmar Ratio

BLES:

0.41

IWB:

0.53

Martin Ratio

BLES:

1.72

IWB:

2.13

Ulcer Index

BLES:

3.67%

IWB:

4.74%

Daily Std Dev

BLES:

17.71%

IWB:

19.48%

Max Drawdown

BLES:

-40.35%

IWB:

-55.38%

Current Drawdown

BLES:

-4.28%

IWB:

-10.16%

Returns By Period

In the year-to-date period, BLES achieves a 2.53% return, which is significantly higher than IWB's -5.87% return.


BLES

YTD

2.53%

1M

0.21%

6M

-1.98%

1Y

5.84%

5Y*

12.57%

10Y*

N/A

IWB

YTD

-5.87%

1M

-0.85%

6M

-4.50%

1Y

9.49%

5Y*

14.92%

10Y*

11.72%

*Annualized

Compare stocks, funds, or ETFs

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


BLES vs. IWB - Expense Ratio Comparison

BLES has a 0.52% expense ratio, which is higher than IWB's 0.15% expense ratio.


Expense ratio chart for BLES: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLES: 0.52%
Expense ratio chart for IWB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWB: 0.15%

Risk-Adjusted Performance

BLES vs. IWB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLES
The Risk-Adjusted Performance Rank of BLES is 5151
Overall Rank
The Sharpe Ratio Rank of BLES is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BLES is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BLES is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BLES is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BLES is 5656
Martin Ratio Rank

IWB
The Risk-Adjusted Performance Rank of IWB is 6262
Overall Rank
The Sharpe Ratio Rank of IWB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IWB is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IWB is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IWB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IWB is 6262
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.

BLES vs. IWB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Global Hope ETF (BLES) and iShares Russell 1000 ETF (IWB). 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.


The chart of Sharpe ratio for BLES, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
BLES: 0.36
IWB: 0.52
The chart of Sortino ratio for BLES, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
BLES: 0.62
IWB: 0.85
The chart of Omega ratio for BLES, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BLES: 1.08
IWB: 1.12
The chart of Calmar ratio for BLES, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
BLES: 0.41
IWB: 0.53
The chart of Martin ratio for BLES, currently valued at 1.72, compared to the broader market0.0020.0040.0060.00
BLES: 1.72
IWB: 2.13

The current BLES Sharpe Ratio is 0.36, which is lower than the IWB Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BLES and IWB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.36
0.52
BLES
IWB

Dividends

BLES vs. IWB - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.69%, more than IWB's 1.21% yield.


TTM20242023202220212020201920182017201620152014
BLES
Inspire Global Hope ETF
1.69%1.90%1.81%1.64%9.28%1.61%2.15%2.39%1.99%0.00%0.00%0.00%
IWB
iShares Russell 1000 ETF
1.21%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.71%

Drawdowns

BLES vs. IWB - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, smaller than the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for BLES and IWB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.28%
-10.16%
BLES
IWB

Volatility

BLES vs. IWB - Volatility Comparison

The current volatility for Inspire Global Hope ETF (BLES) is 12.11%, while iShares Russell 1000 ETF (IWB) has a volatility of 14.19%. This indicates that BLES experiences smaller price fluctuations and is considered to be less risky than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.11%
14.19%
BLES
IWB