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YALL vs. BBWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YALL vs. BBWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Bath & Body Works, Inc. (BBWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YALL achieves a -3.05% return, which is significantly lower than BBWI's 5.22% return.


YALL

1D
-0.52%
1M
-3.97%
YTD
-3.05%
6M
-4.79%
1Y
3.12%
3Y*
18.82%
5Y*
10Y*

BBWI

1D
5.55%
1M
17.98%
YTD
5.22%
6M
9.76%
1Y
-25.11%
3Y*
-15.39%
5Y*
-16.73%
10Y*
-6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. BBWI - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
-3.05%14.36%29.99%40.74%8.04%
BBWI
Bath & Body Works, Inc.
5.22%-46.52%-8.26%4.68%24.52%

Correlation

The correlation between YALL and BBWI 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

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2022

0.40

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Return for Risk

YALL vs. BBWI — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 1212
Overall Rank
YALL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1111
Sortino Ratio Rank
YALL Omega Ratio Rank: 1111
Omega Ratio Rank
YALL Calmar Ratio Rank: 1212
Calmar Ratio Rank
YALL Martin Ratio Rank: 1313
Martin Ratio Rank

BBWI
BBWI Risk / Return Rank: 2525
Overall Rank
BBWI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBWI Sortino Ratio Rank: 2525
Sortino Ratio Rank
BBWI Omega Ratio Rank: 2525
Omega Ratio Rank
BBWI Calmar Ratio Rank: 2727
Calmar Ratio Rank
BBWI Martin Ratio Rank: 2727
Martin Ratio Rank
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.

YALL vs. BBWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Bath & Body Works, Inc. (BBWI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YALLBBWIDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.05

0.96

+0.09

Calmar ratioReturn relative to maximum drawdown

0.33

-0.46

+0.79

Martin ratioReturn relative to average drawdown

0.90

-0.77

+1.67

YALL vs. BBWI - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.23, which is higher than the BBWI Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of YALL and BBWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YALL vs. BBWI - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum BBWI drawdown of -88.22%. Use the drawdown chart below to compare losses from any high point for YALL and BBWI.


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Drawdown Indicators


YALLBBWIDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-88.22%

+68.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-55.00%

+45.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-69.98%

+50.26%

Max Drawdown (5Y)

Largest decline over 5 years

-79.16%

Max Drawdown (10Y)

Largest decline over 10 years

-85.67%

Current Drawdown

Current decline from peak

-7.39%

-70.35%

+62.96%

Average Drawdown

Average peak-to-trough decline

-2.97%

-30.38%

+27.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

32.49%

-29.00%

Volatility

YALL vs. BBWI - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 3.91%, while Bath & Body Works, Inc. (BBWI) has a volatility of 18.86%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than BBWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YALLBBWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

18.86%

-14.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

40.48%

-30.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.81%

57.01%

-43.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

50.76%

-33.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

54.76%

-37.30%

Dividends

YALL vs. BBWI - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, less than BBWI's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BBWI
Bath & Body Works, Inc.
3.86%3.98%2.06%1.85%1.90%22.61%0.81%6.62%9.35%3.99%6.68%4.17%
YALL
God Bless America ETF
0.51%0.49%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YALL and BBWI 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.

BBWI has higher volatility (18.86%) compared to YALL (3.91%). In terms of maximum drawdown, YALL dropped -19.72% vs BBWI's -88.22%.

YALL currently has the higher Sharpe Ratio (0.23 vs -0.44), 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.

Portfolio Optimizer

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