ESG vs TJUL
Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and Innovator Equity Defined Protection ETF - 2 Yr to July 2025 (TJUL, ETF).
ESG vs TJUL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ESG
$136M
TJUL
$136M
Expense Ratio
Winner
ESG
0.32%
TJUL
0.79%
Max Drawdown
ESG
32.89%
Winner
TJUL
4.61%
Sharpe Ratio
Winner
ESG
1.53
TJUL
0.59
5Y Beta
ESG
0.90
Winner
TJUL
0.23
P/E Ratio
ESG
27.08
TJUL
N/A
Forward P/E
ESG
20.64
TJUL
N/A
PEG Ratio
ESG
0.44
TJUL
N/A
5Y Dividends CAGR
ESG
4.34%
TJUL
N/A
5Y EPS CAGR
ESG
23.44%
TJUL
N/A
Debt to Equity
ESG
36.53%
TJUL
N/A
P/S Ratio
ESG
3.19
TJUL
N/A
P/B Ratio
ESG
5.00
TJUL
N/A
ESG vs TJUL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ESG
+2.27%
TJUL
+0.15%
3M
Winner
ESG
+12.76%
TJUL
+2.38%
6M
Winner
ESG
+10.80%
TJUL
+2.34%
1Y
Winner
ESG
+22.45%
TJUL
+5.60%
5Y(CAGR)
ESG
+12.21%
TJUL
N/A
10Y(CAGR)
ESG
+14.91%
TJUL
N/A
Max(CAGR)
Winner
ESG
+14.91%
TJUL
+6.82%
ESG vs TJUL - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | ESG | TJUL |
|---|---|---|
| 2026 | +10.24% | +1.82% |
| 2025 | +16.48% | +6.55% |
| 2024 | +20.72% | +8.35% |
| 2023 | +28.05% | +3.05% |
| 2022 | -20.63% | N/A |
| 2021 | +30.12% | N/A |
| 2020 | +19.77% | N/A |
| 2019 | +30.99% | N/A |
| 2018 | -5.15% | N/A |
| 2017 | +22.77% | N/A |
| 2016 | +5.71% | N/A |
ESG vs TJUL Drawdown Comparison
The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.
The maximum drawdown for TJUL was -4.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current ESG drawdown is -2.18%. The current TJUL drawdown is -0.23%.
| Rank | ESG | TJUL |
|---|---|---|
| #1 | -32.52% Feb 19, 2020 - Aug 6, 2020 | -4.61% Feb 19, 2025 - May 8, 2025 |
| #2 | -26.04% Jan 3, 2022 - Dec 13, 2023 | -3.09% Jul 20, 2023 - Nov 15, 2023 |
| #3 | -18.70% Oct 3, 2018 - Apr 12, 2019 | -2.08% Jan 27, 2026 - Apr 13, 2026 |
| #4 | -18.32% Feb 19, 2025 - Jun 26, 2025 | -1.59% Jul 16, 2024 - Aug 13, 2024 |
| #5 | -13.41% Jul 10, 2017 - Jan 12, 2018 | -1.28% Mar 28, 2024 - May 9, 2024 |
| #6 | -10.27% Jan 29, 2018 - Aug 6, 2018 | -1.09% Oct 27, 2025 - Dec 10, 2025 |
| #7 | -10.24% Sep 2, 2020 - Nov 16, 2020 | -0.84% Aug 30, 2024 - Sep 12, 2024 |
| #8 | -8.67% Feb 9, 2026 - Apr 17, 2026 | -0.71% Jan 9, 2026 - Jan 27, 2026 |
| #9 | -8.51% Jul 16, 2024 - Sep 19, 2024 | -0.70% Dec 27, 2023 - Jan 12, 2024 |
| #10 | -7.02% May 3, 2019 - Jun 20, 2019 | -0.64% Sep 25, 2024 - Oct 14, 2024 |
| #11 | -6.57% Jul 26, 2019 - Oct 28, 2019 | -0.63% Dec 1, 2023 - Dec 12, 2023 |
| #12 | -5.44% Mar 28, 2024 - May 15, 2024 | -0.54% Oct 29, 2024 - Nov 6, 2024 |
| #13 | -5.36% Sep 3, 2021 - Oct 20, 2021 | -0.52% Mar 12, 2024 - Mar 20, 2024 |
| #14 | -4.72% Oct 28, 2025 - Dec 11, 2025 | -0.52% Jan 29, 2024 - Feb 2, 2024 |
| #15 | -4.52% Dec 6, 2024 - Jan 27, 2025 | -0.51% May 28, 2026 - Jun 10, 2026 |
Correlation
Correlation between ESG and TJUL is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
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