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

Correlation

The correlation between WWJD and YALL is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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%December2025FebruaryMarchAprilMay
56.48%
100.38%
WWJD
YALL

Key characteristics

Sharpe Ratio

WWJD:

0.65

YALL:

0.88

Sortino Ratio

WWJD:

1.06

YALL:

1.41

Omega Ratio

WWJD:

1.14

YALL:

1.18

Calmar Ratio

WWJD:

0.77

YALL:

0.95

Martin Ratio

WWJD:

2.13

YALL:

3.47

Ulcer Index

WWJD:

5.42%

YALL:

5.42%

Daily Std Dev

WWJD:

17.68%

YALL:

21.33%

Max Drawdown

WWJD:

-35.76%

YALL:

-19.72%

Current Drawdown

WWJD:

-0.21%

YALL:

-5.72%

Returns By Period

In the year-to-date period, WWJD achieves a 12.77% return, which is significantly higher than YALL's 0.83% return.


WWJD

YTD

12.77%

1M

17.30%

6M

7.49%

1Y

10.79%

5Y*

13.70%

10Y*

N/A

YALL

YTD

0.83%

1M

15.22%

6M

-0.24%

1Y

17.91%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

WWJD vs. YALL — Risk-Adjusted Performance Rank

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

WWJD
The Risk-Adjusted Performance Rank of WWJD is 6868
Overall Rank
The Sharpe Ratio Rank of WWJD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WWJD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of WWJD is 6767
Omega Ratio Rank
The Calmar Ratio Rank of WWJD is 7676
Calmar Ratio Rank
The Martin Ratio Rank of WWJD is 6161
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 7878
Overall Rank
The Sharpe Ratio Rank of YALL is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current WWJD Sharpe Ratio is 0.65, which is comparable to the YALL Sharpe Ratio of 0.88. 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.65
0.88
WWJD
YALL

Dividends

WWJD vs. YALL - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.53%, more than YALL's 0.49% yield.


TTM20242023202220212020
WWJD
Inspire International ESG ETF
2.53%2.99%2.56%2.09%15.21%1.22%
YALL
God Bless America ETF
0.49%0.50%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 -19.72%. Use the drawdown chart below to compare losses from any high point for WWJD and YALL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.21%
-5.72%
WWJD
YALL

Volatility

WWJD vs. YALL - Volatility Comparison

The current volatility for Inspire International ESG ETF (WWJD) is 9.34%, while God Bless America ETF (YALL) has a volatility of 11.85%. 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.34%
11.85%
WWJD
YALL