ESG vs KJUL

Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and Innovator U.S. Small Cap Power Buffer ETF - July (KJUL, ETF).

5-Year PerformanceESG has outperformed KJUL, delivering a return of +12.2% compared to +5.0%

ESG vs KJUL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESG(ETF)	KJUL(ETF)
Net Assets	$136M	$136M
Expense Ratio	0.32%	0.79%
Max Drawdown	32.89%	16.69%
Sharpe Ratio	1.45	1.51
5Y Beta	0.90	0.53
P/E Ratio	27.08	N/A
Forward P/E	20.64	N/A
PEG Ratio	0.44	N/A
5Y Dividends CAGR	4.34%	N/A
5Y EPS CAGR	23.44%	N/A
Debt to Equity	36.53%	N/A
P/S Ratio	3.19	N/A
P/B Ratio	5.00	N/A

Net Assets

Winner

ESG

$136M

KJUL

$136M

Expense Ratio

Winner

ESG

0.32%

KJUL

0.79%

Max Drawdown

ESG

32.89%

Winner

KJUL

16.69%

Sharpe Ratio

ESG

1.45

Winner

KJUL

1.51

5Y Beta

ESG

0.90

Winner

KJUL

0.53

P/E Ratio

ESG

27.08

KJUL

N/A

Forward P/E

ESG

20.64

KJUL

N/A

PEG Ratio

ESG

0.44

KJUL

N/A

5Y Dividends CAGR

ESG

4.34%

KJUL

N/A

5Y EPS CAGR

ESG

23.44%

KJUL

N/A

Debt to Equity

ESG

36.53%

KJUL

N/A

P/S Ratio

ESG

3.19

KJUL

N/A

P/B Ratio

ESG

5.00

KJUL

N/A

ESG vs KJUL - Historical Returns

Returns include dividend reinvestment.

Period	ESG	KJUL
1 month	+2.27%	+0.83%
3 months	+12.76%	+6.51%
6 months	+10.80%	+6.46%
1 year	+22.45%	+17.62%
5 years(CAGR)	+12.21%	+4.97%
10 years(CAGR)	+14.91%	N/A
Max(CAGR)	+14.91%	+6.61%

Winner

ESG

+2.27%

KJUL

+0.83%

Winner

ESG

+12.76%

KJUL

+6.51%

Winner

ESG

+10.80%

KJUL

+6.46%

Winner

ESG

+22.45%

KJUL

+17.62%

5Y(CAGR)

Winner

ESG

+12.21%

KJUL

+4.97%

10Y(CAGR)

ESG

+14.91%

KJUL

N/A

Max(CAGR)

Winner

ESG

+14.91%

KJUL

+6.61%

ESG vs KJUL - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESG	KJUL
2026	+10.24%	+6.39%
2025	+16.48%	+7.78%
2024	+20.72%	+9.09%
2023	+28.05%	+12.14%
2022	-20.63%	-8.88%
2021	+30.12%	+2.76%
2020	+19.77%	+11.61%
2019	+30.99%	N/A
2018	-5.15%	N/A
2017	+22.77%	N/A
2016	+5.71%	N/A

ESG vs KJUL Drawdown Comparison

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The maximum drawdown for KJUL was -16.69%, occurring on Jun 16, 2022. Recovery took 536 trading sessions.

The current ESG drawdown is -2.18%.

Rank	ESG	KJUL
#1	-32.52% Feb 19, 2020 - Aug 6, 2020	-16.69% Nov 5, 2021 - Dec 26, 2023
#2	-26.04% Jan 3, 2022 - Dec 13, 2023	-14.45% Dec 2, 2024 - Aug 22, 2025
#3	-18.70% Oct 3, 2018 - Apr 12, 2019	-5.31% Mar 28, 2024 - May 15, 2024
#4	-18.32% Feb 19, 2025 - Jun 26, 2025	-5.20% Jul 16, 2024 - Aug 30, 2024
#5	-13.41% Jul 10, 2017 - Jan 12, 2018	-4.22% May 15, 2024 - Jul 12, 2024
#6	-10.27% Jan 29, 2018 - Aug 6, 2018	-4.15% Jul 1, 2021 - Oct 25, 2021
#7	-10.24% Sep 2, 2020 - Nov 16, 2020	-4.08% Aug 17, 2020 - Oct 7, 2020
#8	-8.67% Feb 9, 2026 - Apr 17, 2026	-4.01% Dec 26, 2023 - Feb 15, 2024
#9	-8.51% Jul 16, 2024 - Sep 19, 2024	-3.42% Oct 24, 2025 - Nov 26, 2025
#10	-7.02% May 3, 2019 - Jun 20, 2019	-3.40% Oct 12, 2020 - Nov 5, 2020
#11	-6.57% Jul 26, 2019 - Oct 28, 2019	-3.33% Feb 26, 2026 - Apr 8, 2026
#12	-5.44% Mar 28, 2024 - May 15, 2024	-2.98% Aug 30, 2024 - Sep 19, 2024
#13	-5.36% Sep 3, 2021 - Oct 20, 2021	-2.12% Nov 11, 2024 - Nov 25, 2024
#14	-4.72% Oct 28, 2025 - Dec 11, 2025	-1.79% Feb 15, 2024 - Feb 29, 2024
#15	-4.52% Dec 6, 2024 - Jan 27, 2025	-1.77% Mar 8, 2024 - Mar 21, 2024