WWJD vs. EFAS

Last updated Jun 24, 2026

WWJD (Inspire International ESG ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - WWJD tracks the Inspire Global Hope Ex-US Index while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past 5 years, WWJD returned 6.38%/yr vs 12.16%/yr for EFAS. A 0.79 correlation means they provide meaningful diversification when combined. WWJD charges 0.80%/yr vs 0.56%/yr for EFAS.

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.

Returns By Period

In the year-to-date period, WWJD achieves a 5.07% return, which is significantly lower than EFAS's 12.32% return.

WWJD

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

EFAS

• 1D: -0.28%
• 1M: -2.81%
• YTD: 12.32%
• 6M: 12.80%
• 1Y: 26.33%
• 3Y*: 24.76%
• 5Y*: 12.16%
• 10Y*: —

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

WWJD vs. EFAS - 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%
EFAS Global X MSCI SuperDividend® EAFE ETF	12.32%	46.83%	3.07%	14.65%	-8.00%	12.75%	-5.42%	6.42%

Correlation

The correlation between WWJD and EFAS is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	0.79

The correlation between WWJD and EFAS shifts across timeframes, from 0.63 (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	20.4%	10.4%
Financial Services	18.0%	31.0%
Basic Materials	14.0%	1.7%
Utilities	9.8%	13.7%
Technology	8.0%	0.1%
Energy	7.2%	13.1%
Consumer Cyclical	6.7%	1.9%
Healthcare	5.7%	0.1%
Consumer Defensive	5.4%	8.1%
Real Estate	2.8%	11.4%
Communication Services	2.0%	8.6%

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: 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

EFAS

EFAS Risk / Return Rank: 79
EFAS Sharpe Ratio Rank: 80
EFAS Sortino Ratio Rank: 81
EFAS Omega Ratio Rank: 75
EFAS Calmar Ratio Rank: 88
EFAS Martin Ratio Rank: 72

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.

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	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	1.11	2.42	-1.31
Sortino ratio: Return per unit of downside risk	1.57	3.41	-1.84
Omega ratio: Gain probability vs. loss probability	1.20	1.42	-0.21
Calmar ratio: Return relative to maximum drawdown	1.47	4.99	-3.52
Martin ratio: Return relative to average drawdown	5.47	12.82	-7.34

WWJD vs. EFAS - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.11, which is lower than the EFAS Sharpe Ratio of 2.42. 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.

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.

Drawdown Indicators

	WWJD	EFAS	Difference
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	-29.10%	-28.81%	-0.29%
Current Drawdown Current decline from peak	-4.82%	-3.56%	-1.26%
Average Drawdown Average peak-to-trough decline	-6.94%	-7.05%	+0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.06%	+0.82%

Volatility

WWJD vs. EFAS - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 5.20% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.52%. 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.

Volatility by Period

	WWJD	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	3.52%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	12.29%	8.69%	+3.60%
Volatility (1Y) Calculated over the trailing 1-year period	14.26%	10.95%	+3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	15.59%	+1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	18.31%	+1.77%

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 2.25%, less than EFAS's 4.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EFAS Global X MSCI SuperDividend® EAFE ETF	4.75%	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	2.25%	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 EFAS in my portfolio?

WWJD and EFAS have a correlation of 0.63, 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 EFAS?

WWJD has higher volatility (5.20%) compared to EFAS (3.52%). In terms of maximum drawdown, WWJD dropped -35.76% vs EFAS's -44.38%.

Which ETF is better, WWJD or EFAS?

On 5-year performance, EFAS leads with 12.16% vs 6.38% for WWJD. On fees, EFAS is cheaper at 0.56% per year. On volatility, EFAS has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or EFAS?

Over the 5-year period, EFAS has performed better with a 12.16% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or EFAS?

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

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

EFAS has the higher dividend yield at 4.75%, compared with 2.25% for WWJD.

What is the main difference between WWJD and EFAS?

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.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.42 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.