WWJD vs. SCHP

Last updated Jun 9, 2026

WWJD (Inspire International ESG ETF) and SCHP (Schwab U.S. TIPS ETF) are both exchange-traded funds - WWJD is a Foreign Large Cap Equities fund tracking the Inspire Global Hope Ex-US Index, while SCHP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). Both are passively managed. Over the past 5 years, WWJD returned 6.23%/yr vs 1.02%/yr for SCHP. At a 0.16 correlation, their price movements are largely independent. WWJD charges 0.80%/yr vs 0.03%/yr for SCHP.

Performance

WWJD vs. SCHP - Performance Comparison

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

Returns By Period

In the year-to-date period, WWJD achieves a 5.32% return, which is significantly higher than SCHP's 0.96% return.

WWJD

• 1D: 0.37%
• 1M: -3.64%
• YTD: 5.32%
• 6M: 8.02%
• 1Y: 16.05%
• 3Y*: 14.18%
• 5Y*: 6.23%
• 10Y*: —

SCHP

• 1D: -0.19%
• 1M: -0.89%
• YTD: 0.96%
• 6M: 0.95%
• 1Y: 4.80%
• 3Y*: 3.84%
• 5Y*: 1.02%
• 10Y*: 2.53%

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

WWJD vs. SCHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WWJD Inspire International ESG ETF	5.32%	29.28%	1.05%	16.42%	-14.60%	16.60%	12.91%	11.19%
SCHP Schwab U.S. TIPS ETF	0.96%	6.76%	1.95%	3.91%	-12.02%	5.87%	10.86%	0.70%

Correlation

The correlation between WWJD and SCHP is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	0.16

The correlation between WWJD and SCHP shifts across timeframes, from 0.16 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

WWJD vs. SCHP - Sectors Allocation Comparison

Sectors	WWJD	SCHP
Industrials	20.1%	-
Financial Services	18.1%	0.0%
Basic Materials	13.8%	-
Utilities	10.2%	-
Energy	7.6%	-
Technology	7.2%	-
Consumer Cyclical	6.9%	100.0%
Healthcare	5.6%	-
Consumer Defensive	5.4%	-
Real Estate	3.1%	-
Communication Services	2.0%	-

Return for Risk

WWJD vs. SCHP — Risk / Return Rank

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

WWJD

WWJD Risk / Return Rank: 35
WWJD Sharpe Ratio Rank: 35
WWJD Sortino Ratio Rank: 33
WWJD Omega Ratio Rank: 35
WWJD Calmar Ratio Rank: 33
WWJD Martin Ratio Rank: 39

SCHP

SCHP Risk / Return Rank: 49
SCHP Sharpe Ratio Rank: 46
SCHP Sortino Ratio Rank: 50
SCHP Omega Ratio Rank: 45
SCHP Calmar Ratio Rank: 56
SCHP Martin Ratio Rank: 49

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. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Schwab U.S. TIPS ETF (SCHP). 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	SCHP	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.47	-0.32
Sortino ratio: Return per unit of downside risk	1.61	2.23	-0.62
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.50	2.50	-1.00
Martin ratio: Return relative to average drawdown	5.73	7.59	-1.86
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. SCHP - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.15, which is comparable to the SCHP Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of WWJD and SCHP, 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	SCHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	1.47	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.17	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.50	+0.05

Drawdowns

WWJD vs. SCHP - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for WWJD and SCHP.

Drawdown Indicators

	WWJD	SCHP	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-14.26%	-21.50%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-1.93%	-8.84%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-4.48%	-10.49%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-14.26%	-15.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-14.26%	—
Current Drawdown Current decline from peak	-4.59%	-0.89%	-3.70%
Average Drawdown Average peak-to-trough decline	-6.97%	-3.93%	-3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	0.63%	+2.18%

Volatility

WWJD vs. SCHP - Volatility Comparison

Inspire International ESG ETF (WWJD) has a higher volatility of 4.69% compared to Schwab U.S. TIPS ETF (SCHP) at 1.00%. This indicates that WWJD's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	SCHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	1.00%	+3.69%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	2.24%	+9.66%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	3.29%	+10.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	6.12%	+10.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	5.59%	+14.51%

WWJD vs. SCHP - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than SCHP's 0.03% expense ratio.

Dividends

WWJD vs. SCHP - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.25%, less than SCHP's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHP Schwab U.S. TIPS ETF	4.01%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
WWJD Inspire International ESG ETF	2.25%	2.58%	2.99%	2.56%	2.09%	15.22%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WWJD and SCHP in my portfolio?

WWJD and SCHP have a correlation of 0.32, 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 SCHP?

WWJD has higher volatility (4.69%) compared to SCHP (1.00%). In terms of maximum drawdown, WWJD dropped -35.76% vs SCHP's -14.26%.

Which ETF is better, WWJD or SCHP?

On 5-year performance, WWJD leads with 6.23% vs 1.02% for SCHP. On fees, SCHP is cheaper at 0.03% per year. On volatility, SCHP has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WWJD or SCHP?

Over the 5-year period, WWJD has performed better with a 6.23% return vs 1.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WWJD or SCHP?

SCHP is cheaper with a 0.03% expense ratio, compared with 0.80% for WWJD.

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

SCHP has the higher dividend yield at 4.01%, compared with 2.25% for WWJD.

What is the main difference between WWJD and SCHP?

WWJD is categorized as Foreign Large Cap Equities, while SCHP is Inflation-Protected Bonds. WWJD tracks Inspire Global Hope Ex-US Index, while SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). They also come from different issuers: Inspire and Charles Schwab. Their fees differ too: 0.80% for WWJD and 0.03% for SCHP.

Which has better risk-adjusted returns?

SCHP currently has the higher Sharpe Ratio (1.47 vs 1.15), 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.