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WWJD vs. IBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WWJD vs. IBD - Performance Comparison

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

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WWJD vs. IBD - 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%
IBD
Inspire Corporate Bond Impact ETF
-0.47%7.70%3.58%6.00%-8.94%-1.89%5.15%0.64%

Returns By Period

In the year-to-date period, WWJD achieves a 2.49% return, which is significantly higher than IBD's -0.47% return.


WWJD

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

IBD

1D
0.37%
1M
-1.17%
YTD
-0.47%
6M
0.89%
1Y
4.80%
3Y*
4.81%
5Y*
1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WWJD vs. IBD - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than IBD's 0.49% expense ratio.


Return for Risk

WWJD vs. IBD — 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

IBD
IBD Risk / Return Rank: 5959
Overall Rank
IBD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBD Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBD Omega Ratio Rank: 4545
Omega Ratio Rank
IBD Calmar Ratio Rank: 7676
Calmar Ratio Rank
IBD Martin Ratio Rank: 7070
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. IBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Inspire Corporate Bond Impact ETF (IBD). 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.


WWJDIBDDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.96

+0.48

Sortino ratio

Return per unit of downside risk

2.06

1.35

+0.72

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.13

1.97

+0.16

Martin ratio

Return relative to average drawdown

8.74

7.07

+1.66

WWJD vs. IBD - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.44, which is higher than the IBD Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of WWJD and IBD, 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


WWJDIBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.96

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.26

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.31

+0.23

Correlation

The correlation between WWJD and IBD is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WWJD vs. IBD - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.31%, less than IBD's 4.26% yield.


TTM202520242023202220212020201920182017
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%
IBD
Inspire Corporate Bond Impact ETF
4.26%4.17%4.18%3.39%1.75%1.36%1.63%2.47%2.06%0.82%

Drawdowns

WWJD vs. IBD - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than IBD's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for WWJD and IBD.


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Drawdown Indicators


WWJDIBDDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-16.30%

-19.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-2.55%

-8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-14.76%

-14.75%

Current Drawdown

Current decline from peak

-6.97%

-1.32%

-5.65%

Average Drawdown

Average peak-to-trough decline

-7.09%

-3.41%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

0.71%

+2.06%

Volatility

WWJD vs. IBD - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 7.63% compared to Inspire Corporate Bond Impact ETF (IBD) at 1.44%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than IBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WWJDIBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

1.44%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

2.99%

+7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

5.02%

+12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

5.59%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

6.76%

+13.42%