ESGG vs KNOV

Comparison between FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND (ESGG, ETF) and Innovator U.S. Small Cap Power Buffer ETF November (KNOV, ETF).

ESGG vs KNOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGG(ETF)	KNOV(ETF)
Net Assets	$111M	$111M
Expense Ratio	0.42%	0.79%
Max Drawdown	32.63%	15.03%
Sharpe Ratio	1.52	1.56
5Y Beta	0.87	0.62
P/E Ratio	26.24	N/A
Forward P/E	17.34	N/A
PEG Ratio	0.23	N/A
5Y Dividends CAGR	12.36%	N/A
5Y EPS CAGR	29.38%	N/A
Debt to Equity	26.36%	N/A
P/S Ratio	4.40	N/A
P/B Ratio	5.21	N/A

Net Assets

ESGG

$111M

KNOV

$111M

Expense Ratio

Winner

ESGG

0.42%

KNOV

0.79%

Max Drawdown

ESGG

32.63%

Winner

KNOV

15.03%

Sharpe Ratio

ESGG

1.52

Winner

KNOV

1.56

5Y Beta

ESGG

0.87

Winner

KNOV

0.62

P/E Ratio

ESGG

26.24

KNOV

N/A

Forward P/E

ESGG

17.34

KNOV

N/A

PEG Ratio

ESGG

0.23

KNOV

N/A

5Y Dividends CAGR

ESGG

12.36%

KNOV

N/A

5Y EPS CAGR

ESGG

29.38%

KNOV

N/A

Debt to Equity

ESGG

26.36%

KNOV

N/A

P/S Ratio

ESGG

4.40

KNOV

N/A

P/B Ratio

ESGG

5.21

KNOV

N/A

ESGG vs KNOV - Historical Returns

Returns include dividend reinvestment.

Period	ESGG	KNOV
1 month	-0.33%	+0.81%
3 months	+9.06%	+5.19%
6 months	+13.09%	+7.33%
1 year	+24.99%	+23.09%
5 years(CAGR)	+12.34%	N/A
10 years(CAGR)	+13.91%	N/A
Max(CAGR)	+13.85%	+14.72%

ESGG

-0.33%

Winner

KNOV

+0.81%

Winner

ESGG

+9.06%

KNOV

+5.19%

Winner

ESGG

+13.09%

KNOV

+7.33%

Winner

ESGG

+24.99%

KNOV

+23.09%

5Y(CAGR)

ESGG

+12.34%

KNOV

N/A

10Y(CAGR)

ESGG

+13.91%

KNOV

N/A

Max(CAGR)

ESGG

+13.85%

Winner

KNOV

+14.72%

ESGG vs KNOV - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESGG	KNOV
2026	+13.54%	+11.18%
2025	+24.13%	+11.85%
2024	+15.55%	+1.18%
2023	+25.35%	N/A
2022	-19.27%	N/A
2021	+24.58%	N/A
2020	+16.18%	N/A
2019	+29.68%	N/A
2018	-8.88%	N/A
2017	+23.89%	N/A
2016	+4.49%	N/A

ESGG vs KNOV Drawdown Comparison

The maximum drawdown for ESGG was -32.30%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.

The maximum drawdown for KNOV was -15.03%, occurring on Apr 8, 2025. Recovery took 173 trading sessions.

The current ESGG drawdown is -1.10%.

Rank	ESGG	KNOV
#1	-32.30% Feb 12, 2020 - Aug 12, 2020	-15.03% Dec 2, 2024 - Aug 13, 2025
#2	-27.57% Jan 4, 2022 - Dec 19, 2023	-5.36% Jan 22, 2026 - Apr 13, 2026
#3	-19.57% Jan 26, 2018 - Jun 20, 2019	-5.00% Oct 27, 2025 - Dec 4, 2025
#4	-16.71% Feb 18, 2025 - May 19, 2025	-2.89% Oct 8, 2025 - Oct 14, 2025
#5	-9.23% Sep 2, 2020 - Nov 11, 2020	-2.24% Nov 11, 2024 - Nov 25, 2024
#6	-9.16% Feb 9, 2026 - Apr 16, 2026	-2.01% Oct 15, 2025 - Oct 24, 2025
#7	-8.39% Jul 16, 2024 - Aug 30, 2024	-1.92% Dec 11, 2025 - Jan 6, 2026
#8	-5.89% Jul 15, 2019 - Sep 12, 2019	-1.76% May 6, 2026 - May 22, 2026
#9	-5.37% Sep 7, 2021 - Oct 26, 2021	-1.66% Sep 18, 2025 - Oct 3, 2025
#10	-5.07% Mar 28, 2024 - May 15, 2024	-1.64% Aug 13, 2025 - Aug 22, 2025
#11	-4.75% Jun 2, 2026 - Jun 10, 2026	-1.36% May 28, 2026 - Jun 12, 2026
#12	-4.64% Nov 8, 2021 - Dec 27, 2021	-0.80% Aug 28, 2025 - Sep 4, 2025
#13	-4.60% Nov 12, 2025 - Dec 10, 2025	-0.79% Oct 6, 2025 - Oct 8, 2025
#14	-4.27% Feb 16, 2021 - Mar 17, 2021	-0.75% Apr 27, 2026 - Apr 30, 2026
#15	-4.27% Dec 6, 2024 - Jan 24, 2025	-0.73% Jan 16, 2026 - Jan 21, 2026