WWJD vs. ISMD

Last updated Jun 4, 2026

WWJD (Inspire International ESG ETF) and ISMD (Inspire Small/Mid Cap Impact ETF) are both exchange-traded funds - WWJD is a Foreign Large Cap Equities fund tracking the Inspire Global Hope Ex-US Index, while ISMD is a Small Cap Blend Equities fund tracking the Inspire Small/Mid Cap Impact Equal Weight Index. Both are passively managed. Over the past 5 years, WWJD returned 6.59%/yr vs 7.62%/yr for ISMD. A 0.72 correlation means they provide meaningful diversification when combined. WWJD charges 0.80%/yr vs 0.57%/yr for ISMD.

Performance

WWJD vs. ISMD - Performance Comparison

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

Returns By Period

In the year-to-date period, WWJD achieves a 7.15% return, which is significantly lower than ISMD's 21.54% return.

WWJD

• 1D: -1.35%
• 1M: 0.28%
• YTD: 7.15%
• 6M: 9.72%
• 1Y: 19.41%
• 3Y*: 14.98%
• 5Y*: 6.59%
• 10Y*: —

ISMD

• 1D: -1.62%
• 1M: 5.36%
• YTD: 21.54%
• 6M: 20.97%
• 1Y: 36.88%
• 3Y*: 16.11%
• 5Y*: 7.62%
• 10Y*: —

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

WWJD vs. ISMD - 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%
ISMD Inspire Small/Mid Cap Impact ETF	21.54%	4.14%	9.53%	16.74%	-13.44%	29.38%	7.45%	9.49%

Correlation

The correlation between WWJD and ISMD is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019	0.72

The correlation between WWJD and ISMD has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.

WWJD vs. ISMD - Sectors Allocation Comparison

Sectors	WWJD	ISMD
Industrials	20.1%	17.7%
Financial Services	18.1%	15.2%
Basic Materials	13.8%	5.2%
Utilities	10.2%	3.3%
Energy	7.6%	3.3%
Technology	7.2%	17.3%
Consumer Cyclical	6.9%	11.2%
Healthcare	5.6%	9.5%
Consumer Defensive	5.4%	6.1%
Real Estate	3.1%	8.9%
Communication Services	2.0%	2.5%

Return for Risk

WWJD vs. ISMD — Risk / Return Rank

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

WWJD

WWJD Risk / Return Rank: 40
WWJD Sharpe Ratio Rank: 40
WWJD Sortino Ratio Rank: 38
WWJD Omega Ratio Rank: 40
WWJD Calmar Ratio Rank: 37
WWJD Martin Ratio Rank: 44

ISMD

ISMD Risk / Return Rank: 63
ISMD Sharpe Ratio Rank: 59
ISMD Sortino Ratio Rank: 60
ISMD Omega Ratio Rank: 55
ISMD Calmar Ratio Rank: 76
ISMD Martin Ratio Rank: 66

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. ISMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Inspire Small/Mid Cap Impact ETF (ISMD). 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	ISMD	Difference
Sharpe ratio: Return per unit of total volatility	1.43	2.01	-0.58
Sortino ratio: Return per unit of downside risk	1.99	2.82	-0.84
Omega ratio: Gain probability vs. loss probability	1.26	1.34	-0.08
Calmar ratio: Return relative to maximum drawdown	1.81	3.84	-2.03
Martin ratio: Return relative to average drawdown	7.02	12.04	-5.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WWJD vs. ISMD - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.43, which is comparable to the ISMD Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of WWJD and ISMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WWJD	ISMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	2.01	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.37	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.40	+0.17

Drawdowns

WWJD vs. ISMD - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum ISMD drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for WWJD and ISMD.

Drawdown Indicators

	WWJD	ISMD	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-44.60%	+8.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-9.64%	-1.13%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-26.64%	+11.67%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-26.64%	-2.87%
Current Drawdown Current decline from peak	-2.93%	-1.62%	-1.31%
Average Drawdown Average peak-to-trough decline	-6.97%	-8.17%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	3.07%	-0.30%

Volatility

WWJD vs. ISMD - Volatility Comparison

Inspire International ESG ETF (WWJD) and Inspire Small/Mid Cap Impact ETF (ISMD) have volatilities of 4.73% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	ISMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.95%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	12.52%	-1.04%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	18.56%	-4.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	20.87%	-4.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	23.74%	-3.66%

WWJD vs. ISMD - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than ISMD's 0.57% expense ratio.

Dividends

WWJD vs. ISMD - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.21%, more than ISMD's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISMD Inspire Small/Mid Cap Impact ETF	0.95%	1.21%	1.24%	1.17%	1.28%	9.35%	0.99%	0.88%	1.35%	2.02%
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%

Frequently Asked Questions

Can I hold both WWJD and ISMD in my portfolio?

WWJD and ISMD have a correlation of 0.69, 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 ISMD?

ISMD has higher volatility (4.95%) compared to WWJD (4.73%). In terms of maximum drawdown, WWJD dropped -35.76% vs ISMD's -44.60%.

Which ETF is better, WWJD or ISMD?

On 5-year performance, ISMD leads with 7.62% vs 6.59% for WWJD. On fees, ISMD is cheaper at 0.57% per year. On volatility, WWJD has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or ISMD?

Over the 5-year period, ISMD has performed better with a 7.62% return vs 6.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or ISMD?

ISMD is cheaper with a 0.57% expense ratio, compared with 0.80% for WWJD.

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

WWJD has the higher dividend yield at 2.21%, compared with 0.95% for ISMD.

What is the main difference between WWJD and ISMD?

WWJD is categorized as Foreign Large Cap Equities, while ISMD is Small Cap Blend Equities. WWJD tracks Inspire Global Hope Ex-US Index, while ISMD tracks Inspire Small/Mid Cap Impact Equal Weight Index. Their fees differ too: 0.80% for WWJD and 0.57% for ISMD.

Which has better risk-adjusted returns?

ISMD currently has the higher Sharpe Ratio (2.01 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.