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

Correlation

The correlation between WWJD and BLES is 0.75, 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.


Performance

WWJD vs. BLES - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WWJD:

0.73

BLES:

0.44

Sortino Ratio

WWJD:

1.17

BLES:

0.73

Omega Ratio

WWJD:

1.16

BLES:

1.10

Calmar Ratio

WWJD:

0.87

BLES:

0.50

Martin Ratio

WWJD:

2.44

BLES:

2.12

Ulcer Index

WWJD:

5.31%

BLES:

3.62%

Daily Std Dev

WWJD:

17.66%

BLES:

17.70%

Max Drawdown

WWJD:

-35.76%

BLES:

-40.35%

Current Drawdown

WWJD:

0.00%

BLES:

-0.58%

Returns By Period

In the year-to-date period, WWJD achieves a 16.64% return, which is significantly higher than BLES's 8.02% return.


WWJD

YTD

16.64%

1M

6.13%

6M

14.20%

1Y

12.81%

3Y*

9.00%

5Y*

13.05%

10Y*

N/A

BLES

YTD

8.02%

1M

5.64%

6M

2.30%

1Y

7.78%

3Y*

7.68%

5Y*

12.96%

10Y*

N/A

*Annualized

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Inspire International ESG ETF

Inspire Global Hope ETF

WWJD vs. BLES - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than BLES's 0.52% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WWJD vs. BLES — Risk-Adjusted Performance Rank

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

WWJD
The Risk-Adjusted Performance Rank of WWJD is 7070
Overall Rank
The Sharpe Ratio Rank of WWJD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WWJD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of WWJD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of WWJD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of WWJD is 6464
Martin Ratio Rank

BLES
The Risk-Adjusted Performance Rank of BLES is 5151
Overall Rank
The Sharpe Ratio Rank of BLES is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BLES is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BLES is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BLES is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BLES is 6060
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.

WWJD vs. BLES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Inspire Global Hope ETF (BLES). 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 current WWJD Sharpe Ratio is 0.73, which is higher than the BLES Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of WWJD and BLES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WWJD vs. BLES - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.45%, more than BLES's 1.60% yield.


TTM20242023202220212020201920182017
WWJD
Inspire International ESG ETF
2.45%2.99%2.56%2.09%15.21%1.22%0.00%0.00%0.00%
BLES
Inspire Global Hope ETF
1.60%1.90%1.81%1.64%9.28%1.61%2.15%2.39%1.99%

Drawdowns

WWJD vs. BLES - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum BLES drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for WWJD and BLES.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WWJD vs. BLES - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 2.21%, while Inspire Global Hope ETF (BLES) has a volatility of 3.08%. This indicates that WWJD experiences smaller price fluctuations and is considered to be less risky than BLES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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