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

Correlation

The correlation between WWJD and YALL is 0.67, 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.


-0.50.00.51.00.7

Performance

WWJD vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
36.97%
103.25%
WWJD
YALL

Key characteristics

Sharpe Ratio

WWJD:

0.16

YALL:

2.23

Sortino Ratio

WWJD:

0.31

YALL:

3.01

Omega Ratio

WWJD:

1.04

YALL:

1.39

Calmar Ratio

WWJD:

0.18

YALL:

3.95

Martin Ratio

WWJD:

0.57

YALL:

14.18

Ulcer Index

WWJD:

3.70%

YALL:

2.43%

Daily Std Dev

WWJD:

13.23%

YALL:

15.45%

Max Drawdown

WWJD:

-35.76%

YALL:

-12.03%

Current Drawdown

WWJD:

-11.49%

YALL:

-4.36%

Returns By Period

In the year-to-date period, WWJD achieves a -0.25% return, which is significantly lower than YALL's 32.96% return.


WWJD

YTD

-0.25%

1M

-3.71%

6M

-1.92%

1Y

0.91%

5Y*

5.73%

10Y*

N/A

YALL

YTD

32.96%

1M

0.28%

6M

12.70%

1Y

33.96%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for WWJD, currently valued at 0.16, compared to the broader market0.002.004.000.162.23
The chart of Sortino ratio for WWJD, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.0010.000.313.01
The chart of Omega ratio for WWJD, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.39
The chart of Calmar ratio for WWJD, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.183.95
The chart of Martin ratio for WWJD, currently valued at 0.57, compared to the broader market0.0020.0040.0060.0080.00100.000.5714.18
WWJD
YALL

The current WWJD Sharpe Ratio is 0.16, which is lower than the YALL Sharpe Ratio of 2.23. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.16
2.23
WWJD
YALL

Dividends

WWJD vs. YALL - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.31%, less than YALL's 2.64% yield.


TTM2023202220212020
WWJD
Inspire International ESG ETF
2.31%2.56%2.09%15.21%1.22%
YALL
God Bless America ETF
2.64%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.49%
-4.36%
WWJD
YALL

Volatility

WWJD vs. YALL - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 3.63%, while God Bless America ETF (YALL) has a volatility of 5.27%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
5.27%
WWJD
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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