IBD vs. WWJD

Last updated Jun 4, 2026

IBD (Inspire Corporate Bond Impact ETF) and WWJD (Inspire International ESG ETF) are both exchange-traded funds - IBD is a Corporate Bonds fund tracking the Inspire Corporate Bond Impact Equal Weight Index, while WWJD is a Foreign Large Cap Equities fund tracking the Inspire Global Hope Ex-US Index. Both are passively managed. Over the past 5 years, IBD returned 1.30%/yr vs 6.59%/yr for WWJD. At a 0.20 correlation, their price movements are largely independent. IBD charges 0.49%/yr vs 0.80%/yr for WWJD.

Performance

IBD vs. WWJD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Corporate Bond Impact ETF (IBD) and Inspire International ESG ETF (WWJD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBD achieves a -0.18% return, which is significantly lower than WWJD's 7.15% return.

IBD

• 1D: -0.19%
• 1M: -0.01%
• YTD: -0.18%
• 6M: 0.16%
• 1Y: 4.61%
• 3Y*: 5.01%
• 5Y*: 1.30%
• 10Y*: —

WWJD

• 1D: -1.35%
• 1M: 0.28%
• YTD: 7.15%
• 6M: 9.72%
• 1Y: 19.41%
• 3Y*: 14.98%
• 5Y*: 6.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBD vs. WWJD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IBD Inspire Corporate Bond Impact ETF	-0.18%	7.70%	3.58%	6.00%	-8.94%	-1.89%	5.15%	0.64%
WWJD Inspire International ESG ETF	7.15%	29.28%	1.05%	16.42%	-14.60%	16.60%	12.91%	11.34%

Correlation

The correlation between IBD and WWJD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019	0.20

Return for Risk

IBD vs. WWJD — Risk / Return Rank

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

IBD

IBD Risk / Return Rank: 35
IBD Sharpe Ratio Rank: 30
IBD Sortino Ratio Rank: 31
IBD Omega Ratio Rank: 28
IBD Calmar Ratio Rank: 44
IBD Martin Ratio Rank: 41

WWJD

WWJD Risk / Return Rank: 40
WWJD Sharpe Ratio Rank: 40
WWJD Sortino Ratio Rank: 38
WWJD Omega Ratio Rank: 40
WWJD Calmar Ratio Rank: 37
WWJD Martin Ratio Rank: 44

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.

IBD vs. WWJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) and Inspire International ESG ETF (WWJD). 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.

	IBD	WWJD	Difference
Sharpe ratio: Return per unit of total volatility	1.10	1.43	-0.33
Sortino ratio: Return per unit of downside risk	1.67	1.99	-0.32
Omega ratio: Gain probability vs. loss probability	1.19	1.26	-0.07
Calmar ratio: Return relative to maximum drawdown	2.15	1.81	+0.34
Martin ratio: Return relative to average drawdown	6.66	7.02	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBD vs. WWJD - Sharpe Ratio Comparison

The current IBD Sharpe Ratio is 1.10, which is comparable to the WWJD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IBD and WWJD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IBD	WWJD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.43	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.40	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.56	-0.26

Drawdowns

IBD vs. WWJD - Drawdown Comparison

The maximum IBD drawdown since its inception was -16.30%, smaller than the maximum WWJD drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for IBD and WWJD.

Drawdown Indicators

	IBD	WWJD	Difference
Max Drawdown Largest peak-to-trough decline	-16.30%	-35.76%	+19.46%
Max Drawdown (1Y) Largest decline over 1 year	-2.15%	-10.77%	+8.62%
Max Drawdown (3Y) Largest decline over 3 years	-4.01%	-14.97%	+10.96%
Max Drawdown (5Y) Largest decline over 5 years	-14.76%	-29.51%	+14.75%
Current Drawdown Current decline from peak	-1.04%	-2.93%	+1.89%
Average Drawdown Average peak-to-trough decline	-3.36%	-6.97%	+3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.69%	2.77%	-2.08%

Volatility

IBD vs. WWJD - Volatility Comparison

The current volatility for Inspire Corporate Bond Impact ETF (IBD) is 1.03%, while Inspire International ESG ETF (WWJD) has a volatility of 4.73%. This indicates that IBD experiences smaller price fluctuations and is considered to be less risky than WWJD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBD	WWJD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.03%	4.73%	-3.70%
Volatility (6M) Calculated over the trailing 6-month period	2.83%	11.48%	-8.65%
Volatility (1Y) Calculated over the trailing 1-year period	4.21%	13.67%	-9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.60%	16.66%	-11.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.70%	20.08%	-13.38%

IBD vs. WWJD - Expense Ratio Comparison

IBD has a 0.49% expense ratio, which is lower than WWJD's 0.80% expense ratio.

Dividends

IBD vs. WWJD - Dividend Comparison

IBD's dividend yield for the trailing twelve months is around 4.25%, more than WWJD's 2.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBD Inspire Corporate Bond Impact ETF	4.25%	4.17%	4.18%	3.39%	1.75%	1.36%	1.63%	2.47%	2.06%	0.82%
WWJD Inspire International ESG ETF	2.21%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBD and WWJD in my portfolio?

IBD and WWJD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBD or WWJD?

WWJD has higher volatility (4.73%) compared to IBD (1.03%). In terms of maximum drawdown, IBD dropped -16.30% vs WWJD's -35.76%.

Which ETF is better, IBD or WWJD?

On 5-year performance, WWJD leads with 6.59% vs 1.30% for IBD. On fees, IBD is cheaper at 0.49% per year. On volatility, IBD has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IBD or WWJD?

Over the 5-year period, WWJD has performed better with a 6.59% return vs 1.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IBD or WWJD?

IBD is cheaper with a 0.49% expense ratio, compared with 0.80% for WWJD.

Which ETF pays a higher dividend yield, IBD or WWJD?

IBD has the higher dividend yield at 4.25%, compared with 2.21% for WWJD.

What is the main difference between IBD and WWJD?

IBD is categorized as Corporate Bonds, while WWJD is Foreign Large Cap Equities. IBD tracks Inspire Corporate Bond Impact Equal Weight Index, while WWJD tracks Inspire Global Hope Ex-US Index. Their fees differ too: 0.49% for IBD and 0.80% for WWJD.

Which has better risk-adjusted returns?

WWJD currently has the higher Sharpe Ratio (1.43 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.