WWJD vs. JHID

Last updated Jun 4, 2026

WWJD (Inspire International ESG ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. WWJD is passively managed, while JHID is actively managed. Over the past 3 years, WWJD returned 14.98%/yr vs 22.22%/yr for JHID. Their correlation of 0.89 suggests significant overlap in exposure. WWJD charges 0.80%/yr vs 0.46%/yr for JHID.

Performance

WWJD vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and John Hancock International High Dividend ETF (JHID). 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 JHID's 12.92% return.

WWJD

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

JHID

• 1D: -0.86%
• 1M: 2.56%
• YTD: 12.92%
• 6M: 16.07%
• 1Y: 33.07%
• 3Y*: 22.22%
• 5Y*: —
• 10Y*: —

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

WWJD vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WWJD Inspire International ESG ETF	7.15%	29.28%	1.05%	16.42%	-0.53%
JHID John Hancock International High Dividend ETF	12.92%	41.47%	3.62%	19.47%	-0.60%

Correlation

The correlation between WWJD and JHID is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022	0.89

The correlation between WWJD and JHID has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

WWJD vs. JHID - Sectors Allocation Comparison

Sectors	WWJD	JHID
Industrials	20.1%	15.6%
Financial Services	18.1%	28.1%
Basic Materials	13.8%	6.3%
Utilities	10.2%	6.1%
Energy	7.6%	6.6%
Technology	7.2%	8.8%
Consumer Cyclical	6.9%	4.8%
Healthcare	5.6%	6.5%
Consumer Defensive	5.4%	8.5%
Real Estate	3.1%	6.1%
Communication Services	2.0%	2.7%

Return for Risk

WWJD vs. JHID — 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

JHID

JHID Risk / Return Rank: 80
JHID Sharpe Ratio Rank: 81
JHID Sortino Ratio Rank: 81
JHID Omega Ratio Rank: 80
JHID Calmar Ratio Rank: 78
JHID Martin Ratio Rank: 79

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. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and John Hancock International High Dividend ETF (JHID). 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	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.43	2.63	-1.20
Sortino ratio: Return per unit of downside risk	1.99	3.65	-1.66
Omega ratio: Gain probability vs. loss probability	1.26	1.47	-0.22
Calmar ratio: Return relative to maximum drawdown	1.81	3.95	-2.14
Martin ratio: Return relative to average drawdown	7.02	15.40	-8.37
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. JHID - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.43, which is lower than the JHID Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of WWJD and JHID, 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	JHID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	2.63	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.57	-1.00

Drawdowns

WWJD vs. JHID - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for WWJD and JHID.

Drawdown Indicators

	WWJD	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-12.42%	-23.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-8.42%	-2.35%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-12.42%	-2.55%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	—	—
Current Drawdown Current decline from peak	-2.93%	-1.54%	-1.39%
Average Drawdown Average peak-to-trough decline	-6.97%	-2.46%	-4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.15%	+0.62%

Volatility

WWJD vs. JHID - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 4.73% compared to John Hancock International High Dividend ETF (JHID) at 3.98%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	3.98%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	10.38%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	12.65%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	13.92%	+2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	13.92%	+6.16%

WWJD vs. JHID - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

WWJD vs. JHID - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.21%, less than JHID's 2.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JHID John Hancock International High Dividend ETF	2.88%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%
WWJD Inspire International ESG ETF	2.21%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%

Frequently Asked Questions

Can I hold both WWJD and JHID in my portfolio?

With a correlation of 0.90, WWJD and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WWJD or JHID?

WWJD has higher volatility (4.73%) compared to JHID (3.98%). In terms of maximum drawdown, WWJD dropped -35.76% vs JHID's -12.42%.

Which ETF is better, WWJD or JHID?

On 3-year performance, JHID leads with 22.22% vs 14.98% for WWJD. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or JHID?

Over the 3-year period, JHID has performed better with a 22.22% return vs 14.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.80% for WWJD.

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

JHID has the higher dividend yield at 2.88%, compared with 2.21% for WWJD.

What is the main difference between WWJD and JHID?

They also come from different issuers: Inspire and John Hancock. Their fees differ too: 0.80% for WWJD and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.63 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.