WWJD vs. EFAS
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 6.59%/yr vs 12.04%/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
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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*
- —
WWJD vs. EFAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
Financial Services
Basic Materials
Utilities
Energy
Technology
Consumer Cyclical
Healthcare
Consumer Defensive
Real Estate
Communication Services
Industrials
WWJD
EFAS
Financial Services
WWJD
EFAS
Basic Materials
WWJD
EFAS
Utilities
WWJD
EFAS
Energy
WWJD
EFAS
Technology
WWJD
EFAS
Consumer Cyclical
WWJD
EFAS
Healthcare
WWJD
EFAS
Consumer Defensive
WWJD
EFAS
Real Estate
WWJD
EFAS
Communication Services
WWJD
EFAS
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Return for Risk
WWJD vs. EFAS — Risk / Return Rank
WWJD
EFAS
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.
| WWJD | EFAS | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WWJD | EFAS | Difference | |
|---|---|---|---|
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
| WWJD | EFAS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.93% | -3.01% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -7.08% | +0.11% |
Ulcer IndexDepth 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
| WWJD | EFAS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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