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IXJ vs. WWJD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. WWJD - Performance Comparison

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

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Returns By Period

In the year-to-date period, IXJ achieves a 3.85% return, which is significantly lower than WWJD's 10.32% return.


IXJ

1D
-0.97%
1M
-1.26%
6M
2.41%
YTD
3.85%
1Y
21.78%
3Y*
7.07%
5Y*
4.53%
10Y*
8.22%
ALL TIME*
7.37%

WWJD

1D
-0.75%
1M
2.61%
6M
5.41%
YTD
10.32%
1Y
20.74%
3Y*
14.53%
5Y*
7.94%
10Y*
ALL TIME*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.06M$16.61M$23.38M
$2.37M$2.78M$2.48M

IXJ vs. WWJD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IXJ
iShares Global Healthcare ETF
3.85%14.99%0.55%3.62%-4.94%19.60%12.74%13.34%
WWJD
Inspire International ESG ETF
10.32%29.28%1.05%16.42%-14.60%16.60%12.91%11.19%

Correlation

The correlation between IXJ and WWJD is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2019

0.58

The correlation between IXJ and WWJD shifts across timeframes, from 0.43 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

IXJ vs. WWJD - Sectors Allocation Comparison


Sectors
IXJ
WWJD

Healthcare

99.2%
6.0%

Consumer Defensive

0.5%
5.6%

Technology

0.4%
8.2%

Basic Materials

-

13.2%

Communication Services

-

1.9%

Consumer Cyclical

-

6.9%

Energy

-

6.6%

Financial Services

-

18.3%

Industrials

-

20.5%

Real Estate

-

2.8%

Utilities

-

10.1%

Healthcare

IXJ
99.2%
WWJD
6.0%

Consumer Defensive

IXJ
0.5%
WWJD
5.6%

Technology

IXJ
0.4%
WWJD
8.2%

Basic Materials

IXJ

-

WWJD
13.2%

Communication Services

IXJ

-

WWJD
1.9%

Consumer Cyclical

IXJ

-

WWJD
6.9%

Energy

IXJ

-

WWJD
6.6%

Financial Services

IXJ

-

WWJD
18.3%

Industrials

IXJ

-

WWJD
20.5%

Real Estate

IXJ

-

WWJD
2.8%

Utilities

IXJ

-

WWJD
10.1%

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Return for Risk

IXJ vs. WWJD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXJ
IXJ Risk / Return Rank: 6161
Overall Rank
IXJ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 7474
Sortino Ratio Rank
IXJ Omega Ratio Rank: 6262
Omega Ratio Rank
IXJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
IXJ Martin Ratio Rank: 4545
Martin Ratio Rank

WWJD
WWJD Risk / Return Rank: 5959
Overall Rank
WWJD Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 5959
Sortino Ratio Rank
WWJD Omega Ratio Rank: 6262
Omega Ratio Rank
WWJD Calmar Ratio Rank: 5353
Calmar Ratio Rank
WWJD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXJ vs. WWJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IXJWWJDDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.27

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.10

1.91

+0.19

Martin ratioReturn relative to average drawdown

4.99

6.96

-1.97

IXJ vs. WWJD - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 1.50, which is comparable to the WWJD Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IXJ 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.


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Drawdowns

IXJ vs. WWJD - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than WWJD's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for IXJ and WWJD.


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Drawdown Indicators


IXJWWJDDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-35.76%

-4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-10.77%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-14.97%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-29.10%

+10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-2.52%

-0.75%

-1.77%

Average Drawdown

Average peak-to-trough decline

-6.90%

-6.87%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

2.96%

+1.56%

Volatility

IXJ vs. WWJD - Volatility Comparison

iShares Global Healthcare ETF (IXJ) has a higher volatility of 5.66% compared to Inspire International ESG ETF (WWJD) at 3.92%. This indicates that IXJ's price experiences larger fluctuations and is considered to be riskier than WWJD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXJWWJDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.92%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

12.56%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

14.40%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

16.65%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

19.99%

-4.25%

IXJ vs. WWJD - Expense Ratio Comparison

IXJ has a 0.40% expense ratio, which is lower than WWJD's 0.80% expense ratio.


Dividends

IXJ vs. WWJD - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.44%, less than WWJD's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.44%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
WWJD
Inspire International ESG ETF
2.49%2.58%2.99%2.56%2.09%15.22%1.22%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXJ and WWJD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXJ has higher volatility (5.66%) compared to WWJD (3.92%). In terms of maximum drawdown, IXJ dropped -40.60% vs WWJD's -35.76%.

On 5-year performance, WWJD leads with 7.94% vs 4.53% for IXJ. On fees, IXJ is cheaper at 0.40% per year. On volatility, WWJD has been the lower-risk option at 3.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WWJD has performed better with a 7.94% return vs 4.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXJ is cheaper with a 0.40% expense ratio, compared with 0.80% for WWJD.

WWJD has the higher dividend yield at 2.49%, compared with 1.44% for IXJ.

IXJ is categorized as Health & Biotech Equities, while WWJD is Foreign Large Cap Equities. IXJ tracks S&P Global 1200 Health Care (Sector) Capped Index, while WWJD tracks Inspire Global Hope Ex-US Index. They also come from different issuers: iShares and Inspire. Their fees differ too: 0.40% for IXJ and 0.80% for WWJD.

IXJ currently has the higher Sharpe Ratio (1.50 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for IXJ and WWJD

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