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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 -5.26% return, which is significantly lower than WWJD's 8.62% return.


IXJ

1D
0.39%
1M
0.34%
YTD
-5.26%
6M
-4.88%
1Y
9.30%
3Y*
4.42%
5Y*
4.02%
10Y*
7.66%

WWJD

1D
0.93%
1M
0.56%
YTD
8.62%
6M
11.72%
1Y
20.18%
3Y*
15.50%
5Y*
7.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXJ vs. WWJD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IXJ
iShares Global Healthcare ETF
-5.26%14.99%0.55%3.62%-4.94%19.60%12.74%14.60%
WWJD
Inspire International ESG ETF
8.62%29.28%1.05%16.42%-14.60%16.60%12.91%11.34%

Correlation

The correlation between IXJ and WWJD is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.59

The correlation between IXJ and WWJD has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

IXJ vs. WWJD - Sectors Allocation Comparison


Sectors
IXJ
WWJD

Healthcare

98.9%
5.6%

Consumer Defensive

0.5%
5.4%

Basic Materials

-

13.8%

Communication Services

-

2.0%

Consumer Cyclical

-

6.9%

Energy

-

7.6%

Financial Services

-

18.1%

Industrials

-

20.1%

Real Estate

-

3.1%

Technology

-

7.2%

Utilities

-

10.2%

Healthcare

IXJ
98.9%
WWJD
5.6%

Consumer Defensive

IXJ
0.5%
WWJD
5.4%

Basic Materials

IXJ

-

WWJD
13.8%

Communication Services

IXJ

-

WWJD
2.0%

Consumer Cyclical

IXJ

-

WWJD
6.9%

Energy

IXJ

-

WWJD
7.6%

Financial Services

IXJ

-

WWJD
18.1%

Industrials

IXJ

-

WWJD
20.1%

Real Estate

IXJ

-

WWJD
3.1%

Technology

IXJ

-

WWJD
7.2%

Utilities

IXJ

-

WWJD
10.2%

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Return for Risk

IXJ vs. WWJD — Risk / Return Rank

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

IXJ
IXJ Risk / Return Rank: 1919
Overall Rank
IXJ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 2020
Sortino Ratio Rank
IXJ Omega Ratio Rank: 1818
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2020
Calmar Ratio Rank
IXJ Martin Ratio Rank: 1919
Martin Ratio Rank

WWJD
WWJD Risk / Return Rank: 4242
Overall Rank
WWJD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 4040
Sortino Ratio Rank
WWJD Omega Ratio Rank: 4242
Omega Ratio Rank
WWJD Calmar Ratio Rank: 3939
Calmar Ratio Rank
WWJD Martin Ratio Rank: 4646
Martin Ratio Rank
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.

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.


IXJWWJDDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.49

-0.85

Sortino ratio

Return per unit of downside risk

1.06

2.07

-1.01

Omega ratio

Gain probability vs. loss probability

1.12

1.27

-0.15

Calmar ratio

Return relative to maximum drawdown

0.87

1.98

-1.12

Martin ratio

Return relative to average drawdown

2.11

7.72

-5.61

IXJ vs. WWJD - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 0.64, which is lower than the WWJD Sharpe Ratio of 1.49. 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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Sharpe Ratios by Period


IXJWWJDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.49

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.43

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

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%

-29.51%

+11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-9.27%

-1.60%

-7.67%

Average Drawdown

Average peak-to-trough decline

-6.92%

-6.97%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

2.76%

+1.65%

Volatility

IXJ vs. WWJD - Volatility Comparison

The current volatility for iShares Global Healthcare ETF (IXJ) is 3.75%, while Inspire International ESG ETF (WWJD) has a volatility of 4.66%. This indicates that IXJ 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.


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Volatility by Period


IXJWWJDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.66%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

11.41%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

13.63%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

16.65%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

20.08%

-4.41%

IXJ vs. WWJD - Expense Ratio Comparison

IXJ has a 0.46% 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 1.47%, less than WWJD's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.47%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
2.18%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 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WWJD has higher volatility (4.66%) compared to IXJ (3.75%). In terms of maximum drawdown, IXJ dropped -40.60% vs WWJD's -35.76%.

On 5-year performance, WWJD leads with 7.09% vs 4.02% for IXJ. On fees, IXJ is cheaper at 0.46% per year. On volatility, IXJ has been the lower-risk option at 3.75%. 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 7.09% return vs 4.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXJ is cheaper with a 0.46% expense ratio, compared with 0.80% for WWJD.

WWJD has the higher dividend yield at 2.18%, compared with 1.47% for IXJ.

IXJ is categorized as Health & Biotech Equities, while WWJD is Foreign Large Cap Equities. IXJ tracks S&P Global Healthcare Sector Index, while WWJD tracks Inspire Global Hope Ex-US Index. They also come from different issuers: iShares and Inspire. Their fees differ too: 0.46% for IXJ and 0.80% for WWJD.

WWJD currently has the higher Sharpe Ratio (1.49 vs 0.64), 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.

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