ESGG vs MJ

Comparison between FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND (ESGG, ETF) and Amplify Alternative Harvest ETF (MJ, ETF).

5-Year PerformanceESGG has outperformed MJ, delivering a return of +12.3% compared to -34.6%

ESGG vs MJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGG(ETF)	MJ(ETF)
Net Assets	$111M	$111M
Expense Ratio	0.42%	0.75%
Max Drawdown	32.63%	96.85%
Sharpe Ratio	1.52	0.55
5Y Beta	0.87	0.98
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

Winner

$111M

Expense Ratio

Winner

ESGG

0.42%

0.75%

Max Drawdown

Winner

ESGG

32.63%

96.85%

Sharpe Ratio

Winner

ESGG

1.52

0.55

5Y Beta

Winner

ESGG

0.87

0.98

P/E Ratio

ESGG

26.24

N/A

Forward P/E

ESGG

17.34

N/A

PEG Ratio

ESGG

0.23

N/A

5Y Dividends CAGR

ESGG

12.36%

N/A

5Y EPS CAGR

ESGG

29.38%

N/A

Debt to Equity

ESGG

26.36%

N/A

P/S Ratio

ESGG

4.40

N/A

P/B Ratio

ESGG

5.21

N/A

ESGG vs MJ - Holdings Comparison

ESGG and MJ have 0 common holdings. Overlap is 0.00%

ESGG's top 25 holdings weight is 54.12%. MJ's top 25 holdings weight is 73.90%.

Rank	ESGG	MJ
#1	APPLE INC (AAPL) - 5.38%	AMPLIFY SEYMOUR CANNABIS ETF (CNBS) - 52.74%
#2	JPMORGAN CHASE & CO (JPM) - 5.18%	TILRAY BRANDS INC (TLRY) - 10.24%
#3	NVIDIA CORP (NVDA) - 5.02%	SNDL INC ORDINARY SHARES (SNDL) - 6.36%
#4	BROADCOM INC (AVGO) - 4.97%	VILLAGE FARMS INTERNATIONAL INC (VFF) - 4.20%
#5	MICROSOFT CORP (MSFT) - 4.93%	INVESCO SHRT-TRM INV GOV&AGCY INSTL (AGPXX) - 0.36%
#6	MICRON TECHNOLOGY INC (MU) - 4.40%	N/A
#7	ELI LILLY AND CO (LLY) - 3.64%	N/A
#8	JOHNSON & JOHNSON (JNJ) - 3.30%	N/A
#9	EXXONMOBIL HOLDINGS CORP (XOM) - 2.77%	N/A
#10	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.91%	N/A
#11	ADVANCED MICRO DEVICES INC (AMD) - 1.59%	N/A
#12	WALMART INC (WMT) - 1.41%	N/A
#13	ASML HOLDING NV (n/a) - 1.35%	N/A
#14	WELLS FARGO & CO (WFC) - 1.26%	N/A
#15	MERCK & CO INC (MRK) - 1.15%	N/A
#16	COSTCO WHOLESALE CORP (COST) - 1.14%	N/A
#17	COCA-COLA CO (KO) - 0.91%	N/A
#18	INTEL CORP (INTC) - 0.89%	N/A
#19	CITIGROUP INC (C) - 0.86%	N/A
#20	GE VERNOVA INC (GEV) - 0.78%	N/A
#21	CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 0.26%	N/A
#22	CINTAS CORP (CTAS) - 0.26%	N/A
#23	NTT INC (n/a) - 0.26%	N/A
#24	CORNING INC (GLW) - 0.25%	N/A
#25	MARRIOTT INTERNATIONAL INC CLASS A (MAR) - 0.25%	N/A
Total Holdings	659	5

ESGG vs MJ - Historical Returns

Returns include dividend reinvestment.

Period	ESGG	MJ
1 month	-0.33%	-3.13%
3 months	+9.06%	-9.40%
6 months	+13.09%	-17.97%
1 year	+24.99%	+11.93%
5 years(CAGR)	+12.34%	-34.60%
10 years(CAGR)	+13.91%	-27.27%
Max(CAGR)	+13.85%	-27.27%

Winner

ESGG

-0.33%

-3.13%

Winner

ESGG

+9.06%

-9.40%

Winner

ESGG

+13.09%

-17.97%

Winner

ESGG

+24.99%

+11.93%

5Y(CAGR)

Winner

ESGG

+12.34%

-34.60%

10Y(CAGR)

Winner

ESGG

+13.91%

-27.27%

Max(CAGR)

Winner

ESGG

+13.85%

-27.27%

ESGG vs MJ - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESGG	MJ
2026	+13.54%	-23.30%
2025	+24.13%	+7.27%
2024	+15.55%	-22.68%
2023	+25.35%	-23.10%
2022	-19.27%	-62.73%
2021	+24.58%	-25.44%
2020	+16.18%	-15.09%
2019	+29.68%	-35.20%
2018	-8.88%	-22.57%
2017	+23.89%	N/A
2016	+4.49%	N/A

ESGG vs MJ Drawdown Comparison

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

The maximum drawdown for MJ was -96.56%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current ESGG drawdown is -1.10%. The current MJ drawdown is -94.92%.

Rank	ESGG	MJ
#1	-32.30% Feb 12, 2020 - Aug 12, 2020	-96.56% Sep 20, 2018 - Apr 8, 2025
#2	-27.57% Jan 4, 2022 - Dec 19, 2023	-25.29% Mar 6, 2018 - Aug 27, 2018
#3	-19.57% Jan 26, 2018 - Jun 20, 2019	-7.36% Feb 15, 2018 - Mar 5, 2018
#4	-16.71% Feb 18, 2025 - May 19, 2025	-6.29% Sep 12, 2018 - Sep 18, 2018
#5	-9.23% Sep 2, 2020 - Nov 11, 2020	-4.01% Aug 29, 2018 - Sep 4, 2018
#6	-9.16% Feb 9, 2026 - Apr 16, 2026	-3.81% Aug 27, 2018 - Aug 29, 2018
#7	-8.39% Jul 16, 2024 - Aug 30, 2024	-2.17% Sep 5, 2018 - Sep 10, 2018
#8	-5.89% Jul 15, 2019 - Sep 12, 2019	-1.92% Feb 7, 2018 - Feb 12, 2018
#9	-5.37% Sep 7, 2021 - Oct 26, 2021	-0.09% Feb 12, 2018 - Feb 14, 2018
#10	-5.07% Mar 28, 2024 - May 15, 2024	N/A
#11	-4.75% Jun 2, 2026 - Jun 10, 2026	N/A
#12	-4.64% Nov 8, 2021 - Dec 27, 2021	N/A
#13	-4.60% Nov 12, 2025 - Dec 10, 2025	N/A
#14	-4.27% Feb 16, 2021 - Mar 17, 2021	N/A
#15	-4.27% Dec 6, 2024 - Jan 24, 2025	N/A

Correlation

Correlation between ESGG and MJ is -0.73 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.73

-101

Dividend Comparison (2016 - 2026)

ESGG vs MJ dividend yield comparison.

Year	ESGG	MJ
2026	0.71%	0.00%
2025	1.39%	1.98%
2024	1.84%	13.80%
2023	1.73%	0.00%
2022	1.83%	0.00%
2021	1.34%	0.00%
2020	1.36%	0.00%
2019	1.94%	0.00%
2018	2.12%	0.00%
2017	1.71%	0.00%
2016	0.87%	0.00%

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ESGG vs MJ

ESGG vs MJ - Performance Comparison

Key Characteristics

ESGG vs MJ - Holdings Comparison

ESGG vs MJ - Historical Returns

ESGG vs MJ - Annual Returns (2016 - 2026)

ESGG vs MJ Drawdown Comparison

Correlation

Dividend Comparison (2016 - 2026)

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