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WWJD vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WWJDYALL
YTD Return3.83%34.76%
1Y Return16.56%51.47%
Sharpe Ratio1.233.46
Sortino Ratio1.804.59
Omega Ratio1.221.60
Calmar Ratio1.255.94
Martin Ratio6.1221.75
Ulcer Index2.72%2.38%
Daily Std Dev13.50%14.92%
Max Drawdown-35.76%-12.03%
Current Drawdown-7.86%-1.22%

Correlation

-0.50.00.51.00.7

The correlation between WWJD and YALL is 0.69, 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.

Performance

WWJD vs. YALL - Performance Comparison

In the year-to-date period, WWJD achieves a 3.83% return, which is significantly lower than YALL's 34.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.87%
18.16%
WWJD
YALL

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WWJD vs. YALL - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than YALL's 0.65% expense ratio.


WWJD
Inspire International ESG ETF
Expense ratio chart for WWJD: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

WWJD vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and God Bless America ETF (YALL). 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
Sharpe ratio
The chart of Sharpe ratio for WWJD, currently valued at 1.23, compared to the broader market-2.000.002.004.006.001.23
Sortino ratio
The chart of Sortino ratio for WWJD, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.80
Omega ratio
The chart of Omega ratio for WWJD, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for WWJD, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.03
Martin ratio
The chart of Martin ratio for WWJD, currently valued at 6.12, compared to the broader market0.0020.0040.0060.0080.00100.006.12
YALL
Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Sortino ratio
The chart of Sortino ratio for YALL, currently valued at 4.59, compared to the broader market-2.000.002.004.006.008.0010.0012.004.59
Omega ratio
The chart of Omega ratio for YALL, currently valued at 1.60, compared to the broader market1.001.502.002.503.001.60
Calmar ratio
The chart of Calmar ratio for YALL, currently valued at 5.94, compared to the broader market0.005.0010.0015.005.94
Martin ratio
The chart of Martin ratio for YALL, currently valued at 21.75, compared to the broader market0.0020.0040.0060.0080.00100.0021.75

WWJD vs. YALL - Sharpe Ratio Comparison

The current WWJD Sharpe Ratio is 1.23, which is lower than the YALL Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of WWJD and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.23
3.46
WWJD
YALL

Dividends

WWJD vs. YALL - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.71%, more than YALL's 2.60% yield.


TTM2023202220212020
WWJD
Inspire International ESG ETF
2.71%2.56%2.09%15.21%1.22%
YALL
God Bless America ETF
2.60%3.51%0.19%0.00%0.00%

Drawdowns

WWJD vs. YALL - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for WWJD and YALL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.86%
-1.22%
WWJD
YALL

Volatility

WWJD vs. YALL - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 4.10%, while God Bless America ETF (YALL) has a volatility of 5.04%. This indicates that WWJD experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
5.04%
WWJD
YALL