WWJD vs. BIL

Last updated Jun 24, 2026

WWJD (Inspire International ESG ETF) and BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) are both exchange-traded funds - WWJD is a Foreign Large Cap Equities fund tracking the Inspire Global Hope Ex-US Index, while BIL is a Government Bonds fund tracking the Bloomberg 1-3 Month U.S. Treasury Bill Index. Both are passively managed. Over the past 5 years, WWJD returned 6.38%/yr vs 3.45%/yr for BIL. At a correlation of -0.01, they often move in opposite directions. WWJD charges 0.80%/yr vs 0.14%/yr for BIL.

Performance

WWJD vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WWJD achieves a 5.07% return, which is significantly higher than BIL's 1.67% return.

WWJD

• 1D: -1.57%
• 1M: -2.27%
• YTD: 5.07%
• 6M: 5.10%
• 1Y: 15.74%
• 3Y*: 14.71%
• 5Y*: 6.38%
• 10Y*: —

BIL

• 1D: 0.01%
• 1M: 0.28%
• YTD: 1.67%
• 6M: 1.76%
• 1Y: 3.84%
• 3Y*: 4.60%
• 5Y*: 3.45%
• 10Y*: 2.20%

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

WWJD vs. BIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WWJD Inspire International ESG ETF	5.07%	29.28%	1.05%	16.42%	-14.60%	16.60%	12.91%	11.19%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	1.67%	4.15%	5.19%	4.94%	1.40%	-0.10%	0.40%	0.38%

Correlation

The correlation between WWJD and BIL is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	-0.01

Return for Risk

WWJD vs. BIL — Risk / Return Rank

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

WWJD

WWJD Risk / Return Rank: 33
WWJD Sharpe Ratio Rank: 32
WWJD Sortino Ratio Rank: 31
WWJD Omega Ratio Rank: 31
WWJD Calmar Ratio Rank: 31
WWJD Martin Ratio Rank: 37

BIL

BIL Risk / Return Rank: 100
BIL Sharpe Ratio Rank: 100
BIL Sortino Ratio Rank: 100
BIL Omega Ratio Rank: 100
BIL Calmar Ratio Rank: 100
BIL Martin Ratio Rank: 100

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.

WWJD vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.

	WWJD	BIL	Difference
Sharpe ratio: Return per unit of total volatility	1.11	19.32	-18.21
Sortino ratio: Return per unit of downside risk	1.57	172.67	-171.10
Omega ratio: Gain probability vs. loss probability	1.20	87.16	-85.96
Calmar ratio: Return relative to maximum drawdown	1.47	352.24	-350.78
Martin ratio: Return relative to average drawdown	5.47	2,793.11	-2,787.64

WWJD vs. BIL - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.11, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of WWJD and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WWJD vs. BIL - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for WWJD and BIL.

Drawdown Indicators

	WWJD	BIL	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-0.78%	-34.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-0.01%	-10.76%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-0.01%	-14.96%
Max Drawdown (5Y) Largest decline over 5 years	-29.10%	-0.09%	-29.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-0.21%	—
Current Drawdown Current decline from peak	-4.82%	0.00%	-4.82%
Average Drawdown Average peak-to-trough decline	-6.94%	-0.26%	-6.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	0.00%	+2.88%

Volatility

WWJD vs. BIL - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 5.20% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	BIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	0.07%	+5.13%
Volatility (6M) Calculated over the trailing 6-month period	12.29%	0.14%	+12.15%
Volatility (1Y) Calculated over the trailing 1-year period	14.26%	0.20%	+14.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	0.26%	+16.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	0.26%	+19.82%

WWJD vs. BIL - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than BIL's 0.14% expense ratio.

Dividends

WWJD vs. BIL - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.25%, less than BIL's 3.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.85%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%
WWJD Inspire International ESG ETF	2.25%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WWJD and BIL in my portfolio?

WWJD and BIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WWJD or BIL?

WWJD has higher volatility (5.20%) compared to BIL (0.07%). In terms of maximum drawdown, WWJD dropped -35.76% vs BIL's -0.78%.

Which ETF is better, WWJD or BIL?

On 5-year performance, WWJD leads with 6.38% vs 3.45% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or BIL?

Over the 5-year period, WWJD has performed better with a 6.38% return vs 3.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or BIL?

BIL is cheaper with a 0.14% expense ratio, compared with 0.80% for WWJD.

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

BIL has the higher dividend yield at 3.85%, compared with 2.25% for WWJD.

What is the main difference between WWJD and BIL?

WWJD is categorized as Foreign Large Cap Equities, while BIL is Government Bonds. WWJD tracks Inspire Global Hope Ex-US Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Inspire and State Street. Their fees differ too: 0.80% for WWJD and 0.14% for BIL.

Which has better risk-adjusted returns?

BIL currently has the higher Sharpe Ratio (19.32 vs 1.11), 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.