WWJD vs. VEA

Last updated Jun 4, 2026

WWJD (Inspire International ESG ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds - WWJD tracks the Inspire Global Hope Ex-US Index while VEA tracks the FTSE Developed All Cap ex US Index. Both are passively managed. Over the past 5 years, WWJD returned 6.59%/yr vs 9.60%/yr for VEA. Their correlation of 0.94 suggests significant overlap in exposure. WWJD charges 0.80%/yr vs 0.03%/yr for VEA.

Performance

WWJD vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and Vanguard FTSE Developed Markets ETF (VEA). 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 VEA's 14.92% return.

WWJD

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

VEA

• 1D: -0.90%
• 1M: 5.54%
• YTD: 14.92%
• 6M: 18.15%
• 1Y: 32.48%
• 3Y*: 19.77%
• 5Y*: 9.60%
• 10Y*: 10.17%

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

WWJD vs. VEA - 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%
VEA Vanguard FTSE Developed Markets ETF	14.92%	35.16%	3.15%	17.93%	-15.34%	11.66%	9.71%	9.32%

Correlation

The correlation between WWJD and VEA is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019	0.94

The correlation between WWJD and VEA has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

WWJD vs. VEA - Sectors Allocation Comparison

Sectors	WWJD	VEA
Industrials	20.1%	19.2%
Financial Services	18.1%	23.3%
Basic Materials	13.8%	7.5%
Utilities	10.2%	3.3%
Energy	7.6%	5.4%
Technology	7.2%	13.8%
Consumer Cyclical	6.9%	7.5%
Healthcare	5.6%	8.2%
Consumer Defensive	5.4%	5.6%
Real Estate	3.1%	2.7%
Communication Services	2.0%	3.4%

Return for Risk

WWJD vs. VEA — 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

VEA

VEA Risk / Return Rank: 59
VEA Sharpe Ratio Rank: 60
VEA Sortino Ratio Rank: 60
VEA Omega Ratio Rank: 60
VEA Calmar Ratio Rank: 55
VEA Martin Ratio Rank: 60

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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Vanguard FTSE Developed Markets ETF (VEA). 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	VEA	Difference
Sharpe ratio: Return per unit of total volatility	1.43	2.09	-0.66
Sortino ratio: Return per unit of downside risk	1.99	2.87	-0.89
Omega ratio: Gain probability vs. loss probability	1.26	1.38	-0.12
Calmar ratio: Return relative to maximum drawdown	1.81	2.81	-1.00
Martin ratio: Return relative to average drawdown	7.02	10.94	-3.92
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. VEA - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.43, which is lower than the VEA Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WWJD and VEA, 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	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	2.09	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.58	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.25	+0.32

Drawdowns

WWJD vs. VEA - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for WWJD and VEA.

Drawdown Indicators

	WWJD	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-60.68%	+24.92%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-11.63%	+0.86%
Max Drawdown (3Y) Largest decline over 3 years	-14.97%	-13.45%	-1.52%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-29.71%	+0.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-2.93%	-0.90%	-2.03%
Average Drawdown Average peak-to-trough decline	-6.97%	-13.29%	+6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.98%	-0.21%

Volatility

WWJD vs. VEA - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 4.73%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 5.66%. This indicates that WWJD experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WWJD	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	5.66%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	13.32%	-1.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	15.66%	-1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	16.55%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	17.36%	+2.72%

WWJD vs. VEA - Expense Ratio Comparison

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

Dividends

WWJD vs. VEA - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.21%, less than VEA's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEA Vanguard FTSE Developed Markets ETF	2.62%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WWJD and VEA in my portfolio?

With a correlation of 0.91, WWJD and VEA 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 VEA?

VEA has higher volatility (5.66%) compared to WWJD (4.73%). In terms of maximum drawdown, WWJD dropped -35.76% vs VEA's -60.68%.

Which ETF is better, WWJD or VEA?

On 5-year performance, VEA leads with 9.60% vs 6.59% for WWJD. On fees, VEA is cheaper at 0.03% 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 VEA?

Over the 5-year period, VEA has performed better with a 9.60% 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 VEA?

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

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

VEA has the higher dividend yield at 2.62%, compared with 2.21% for WWJD.

What is the main difference between WWJD and VEA?

WWJD tracks Inspire Global Hope Ex-US Index, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: Inspire and Vanguard. Their fees differ too: 0.80% for WWJD and 0.03% for VEA.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (2.09 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.