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WWJD vs. IPOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WWJD vs. IPOS - Performance Comparison

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

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WWJD vs. IPOS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WWJD
Inspire International ESG ETF
3.23%29.28%1.05%16.42%-14.60%16.60%12.91%11.34%
IPOS
Renaissance International IPO ETF
11.50%39.93%-12.34%-16.49%-33.46%-30.62%50.71%13.79%

Returns By Period

In the year-to-date period, WWJD achieves a 3.23% return, which is significantly lower than IPOS's 11.50% return.


WWJD

1D
0.72%
1M
-4.68%
YTD
3.23%
6M
6.93%
1Y
25.14%
3Y*
13.77%
5Y*
7.78%
10Y*

IPOS

1D
3.33%
1M
-9.87%
YTD
11.50%
6M
8.27%
1Y
48.78%
3Y*
5.45%
5Y*
-11.43%
10Y*
0.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WWJD vs. IPOS - Expense Ratio Comparison

Both WWJD and IPOS have an expense ratio of 0.80%.


Return for Risk

WWJD vs. IPOS — Risk / Return Rank

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

WWJD
WWJD Risk / Return Rank: 7878
Overall Rank
WWJD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WWJD Sortino Ratio Rank: 7878
Sortino Ratio Rank
WWJD Omega Ratio Rank: 7878
Omega Ratio Rank
WWJD Calmar Ratio Rank: 7777
Calmar Ratio Rank
WWJD Martin Ratio Rank: 7878
Martin Ratio Rank

IPOS
IPOS Risk / Return Rank: 8181
Overall Rank
IPOS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7979
Sortino Ratio Rank
IPOS Omega Ratio Rank: 8181
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IPOS 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. IPOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Renaissance International IPO ETF (IPOS). 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.


WWJDIPOSDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.68

-0.21

Sortino ratio

Return per unit of downside risk

2.10

2.11

-0.01

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.01

Calmar ratio

Return relative to maximum drawdown

2.25

2.84

-0.59

Martin ratio

Return relative to average drawdown

9.12

8.62

+0.50

WWJD vs. IPOS - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.47, which is comparable to the IPOS Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WWJD and IPOS, 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


WWJDIPOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.68

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.43

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.01

+0.54

Correlation

The correlation between WWJD and IPOS is 0.63, 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. IPOS - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.29%, more than IPOS's 0.85% yield.


TTM20252024202320222021202020192018201720162015
WWJD
Inspire International ESG ETF
2.29%2.58%2.99%2.56%2.09%15.22%1.22%0.00%0.00%0.00%0.00%0.00%
IPOS
Renaissance International IPO ETF
0.85%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%

Drawdowns

WWJD vs. IPOS - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for WWJD and IPOS.


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Drawdown Indicators


WWJDIPOSDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-73.09%

+37.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-17.17%

+5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-70.33%

+40.82%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

Current Drawdown

Current decline from peak

-6.30%

-52.62%

+46.32%

Average Drawdown

Average peak-to-trough decline

-7.09%

-31.78%

+24.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

5.66%

-2.86%

Volatility

WWJD vs. IPOS - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 6.79%, while Renaissance International IPO ETF (IPOS) has a volatility of 15.75%. This indicates that WWJD experiences smaller price fluctuations and is considered to be less risky than IPOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WWJDIPOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

15.75%

-8.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

24.15%

-13.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

29.25%

-12.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

26.52%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

23.70%

-3.52%