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WWJD vs. EFAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WWJD vs. EFAS - Performance Comparison

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

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Returns By Period

In the year-to-date period, WWJD achieves a 7.15% return, which is significantly lower than EFAS's 12.96% return.


WWJD

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

EFAS

1D
-0.58%
1M
-0.80%
YTD
12.96%
6M
17.29%
1Y
28.68%
3Y*
24.47%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WWJD vs. EFAS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WWJD
Inspire International ESG ETF
7.15%29.28%1.05%16.42%-14.60%16.60%12.91%11.34%
EFAS
Global X MSCI SuperDividend® EAFE ETF
12.96%46.83%3.07%14.65%-8.00%12.75%-5.42%6.66%

Correlation

The correlation between WWJD and EFAS is 0.65, 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

0.65

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

0.72

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

0.77

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

0.79

The correlation between WWJD and EFAS shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

WWJD vs. EFAS - Sectors Allocation Comparison


Sectors
WWJD
EFAS

Industrials

20.1%
9.9%

Financial Services

18.1%
30.1%

Basic Materials

13.8%
1.8%

Utilities

10.2%
14.4%

Energy

7.6%
13.7%

Technology

7.2%
0.1%

Consumer Cyclical

6.9%
1.9%

Healthcare

5.6%
0.1%

Consumer Defensive

5.4%
8.1%

Real Estate

3.1%
11.3%

Communication Services

2.0%
8.6%

Industrials

WWJD
20.1%
EFAS
9.9%

Financial Services

WWJD
18.1%
EFAS
30.1%

Basic Materials

WWJD
13.8%
EFAS
1.8%

Utilities

WWJD
10.2%
EFAS
14.4%

Energy

WWJD
7.6%
EFAS
13.7%

Technology

WWJD
7.2%
EFAS
0.1%

Consumer Cyclical

WWJD
6.9%
EFAS
1.9%

Healthcare

WWJD
5.6%
EFAS
0.1%

Consumer Defensive

WWJD
5.4%
EFAS
8.1%

Real Estate

WWJD
3.1%
EFAS
11.3%

Communication Services

WWJD
2.0%
EFAS
8.6%

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Return for Risk

WWJD vs. EFAS — Risk / Return Rank

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

WWJD
WWJD Risk / Return Rank: 4040
Overall Rank
WWJD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 3838
Sortino Ratio Rank
WWJD Omega Ratio Rank: 4040
Omega Ratio Rank
WWJD Calmar Ratio Rank: 3737
Calmar Ratio Rank
WWJD Martin Ratio Rank: 4444
Martin Ratio Rank

EFAS
EFAS Risk / Return Rank: 8181
Overall Rank
EFAS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 8484
Sortino Ratio Rank
EFAS Omega Ratio Rank: 7878
Omega Ratio Rank
EFAS Calmar Ratio Rank: 8989
Calmar Ratio Rank
EFAS Martin Ratio Rank: 7575
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.

WWJD vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.


WWJDEFASDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.81

5.44

-3.63

Martin ratioReturn relative to average drawdown

7.02

14.48

-7.46

WWJD vs. EFAS - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.43, which is lower than the EFAS Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of WWJD and EFAS, 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


WWJDEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.73

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.78

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

0.00

Drawdowns

WWJD vs. EFAS - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for WWJD and EFAS.


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Drawdown Indicators


WWJDEFASDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-44.38%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-5.30%

-5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.97%

-11.84%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-28.81%

-0.70%

Current Drawdown

Current decline from peak

-2.93%

-3.01%

+0.08%

Average Drawdown

Average peak-to-trough decline

-6.97%

-7.08%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.99%

+0.78%

Volatility

WWJD vs. EFAS - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 4.73% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 2.96%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WWJDEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

2.96%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

8.20%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

10.60%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

15.59%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.08%

18.33%

+1.75%

WWJD vs. EFAS - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than EFAS's 0.56% expense ratio.


Dividends

WWJD vs. EFAS - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.21%, less than EFAS's 5.05% yield.


PositionTTM2025202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
5.05%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%
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%0.00%

Frequently Asked Questions


WWJD and EFAS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WWJD has higher volatility (4.73%) compared to EFAS (2.96%). In terms of maximum drawdown, WWJD dropped -35.76% vs EFAS's -44.38%.

On 5-year performance, EFAS leads with 12.04% vs 6.59% for WWJD. On fees, EFAS is cheaper at 0.56% per year. On volatility, EFAS has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EFAS has performed better with a 12.04% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAS is cheaper with a 0.56% expense ratio, compared with 0.80% for WWJD.

EFAS has the higher dividend yield at 5.05%, compared with 2.21% for WWJD.

WWJD tracks Inspire Global Hope Ex-US Index, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: Inspire and Global X. Their fees differ too: 0.80% for WWJD and 0.56% for EFAS.

EFAS currently has the higher Sharpe Ratio (2.73 vs 1.43), 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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