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WWJD vs. EIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WWJD vs. EIS - Performance Comparison

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

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WWJD vs. EIS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WWJD
Inspire International ESG ETF
2.49%29.28%1.05%16.42%-14.60%16.60%12.91%11.34%
EIS
iShares MSCI Israel ETF
5.46%45.11%34.50%5.48%-27.05%22.83%12.01%8.13%

Returns By Period

In the year-to-date period, WWJD achieves a 2.49% return, which is significantly lower than EIS's 5.46% return.


WWJD

1D
3.26%
1M
-6.62%
YTD
2.49%
6M
6.87%
1Y
24.67%
3Y*
13.49%
5Y*
7.62%
10Y*

EIS

1D
5.27%
1M
-2.31%
YTD
5.46%
6M
16.85%
1Y
58.57%
3Y*
30.48%
5Y*
13.80%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WWJD vs. EIS - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than EIS's 0.59% expense ratio.


Return for Risk

WWJD vs. EIS — Risk / Return Rank

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

WWJD
WWJD Risk / Return Rank: 7979
Overall Rank
WWJD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 8080
Sortino Ratio Rank
WWJD Omega Ratio Rank: 8080
Omega Ratio Rank
WWJD Calmar Ratio Rank: 7878
Calmar Ratio Rank
WWJD Martin Ratio Rank: 8181
Martin Ratio Rank

EIS
EIS Risk / Return Rank: 9696
Overall Rank
EIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 9696
Sortino Ratio Rank
EIS Omega Ratio Rank: 9494
Omega Ratio Rank
EIS Calmar Ratio Rank: 9797
Calmar Ratio Rank
EIS Martin Ratio Rank: 9696
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. EIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and iShares MSCI Israel ETF (EIS). 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.


WWJDEISDifference

Sharpe ratio

Return per unit of total volatility

1.44

2.50

-1.06

Sortino ratio

Return per unit of downside risk

2.06

3.36

-1.30

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

2.13

4.66

-2.53

Martin ratio

Return relative to average drawdown

8.74

17.47

-8.73

WWJD vs. EIS - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.44, which is lower than the EIS Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of WWJD and EIS, 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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Sharpe Ratios by Period


WWJDEISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.50

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.64

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.30

+0.24

Correlation

The correlation between WWJD and EIS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WWJD vs. EIS - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.31%, more than EIS's 1.36% yield.


TTM20252024202320222021202020192018201720162015
WWJD
Inspire International ESG ETF
2.31%2.58%2.99%2.56%2.09%15.22%1.22%0.00%0.00%0.00%0.00%0.00%
EIS
iShares MSCI Israel ETF
1.36%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%

Drawdowns

WWJD vs. EIS - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for WWJD and EIS.


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Drawdown Indicators


WWJDEISDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-51.94%

+16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-12.40%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-41.88%

+12.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

Current Drawdown

Current decline from peak

-6.97%

-7.78%

+0.81%

Average Drawdown

Average peak-to-trough decline

-7.09%

-14.02%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.30%

-0.53%

Volatility

WWJD vs. EIS - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 7.63%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.37%. This indicates that WWJD experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WWJDEISDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

9.37%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

15.82%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

23.60%

-6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

21.60%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

20.95%

-0.77%