KNOV vs ESGG

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

KNOV vs ESGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KNOV(ETF)	ESGG(ETF)
Net Assets	$111M	$111M
Expense Ratio	0.79%	0.42%
Max Drawdown	15.03%	32.63%
Sharpe Ratio	1.49	1.43
5Y Beta	0.62	0.87
P/E Ratio	N/A	26.48
Forward P/E	N/A	17.94
PEG Ratio	N/A	0.23
5Y Dividends CAGR	N/A	12.36%
5Y EPS CAGR	N/A	29.31%
Debt to Equity	N/A	26.35%
P/S Ratio	N/A	4.45
P/B Ratio	N/A	5.25

Net Assets

KNOV

$111M

ESGG

$111M

Expense Ratio

KNOV

0.79%

Winner

ESGG

0.42%

Max Drawdown

Winner

KNOV

15.03%

ESGG

32.63%

Sharpe Ratio

Winner

KNOV

1.49

ESGG

1.43

5Y Beta

Winner

KNOV

0.62

ESGG

0.87

P/E Ratio

KNOV

N/A

ESGG

26.48

Forward P/E

KNOV

N/A

ESGG

17.94

PEG Ratio

KNOV

N/A

ESGG

0.23

5Y Dividends CAGR

KNOV

N/A

ESGG

12.36%

5Y EPS CAGR

KNOV

N/A

ESGG

29.31%

Debt to Equity

KNOV

N/A

ESGG

26.35%

P/S Ratio

KNOV

N/A

ESGG

4.45

P/B Ratio

KNOV

N/A

ESGG

5.25

KNOV vs ESGG - Historical Returns

Returns include dividend reinvestment.

Period	KNOV	ESGG
1 month	+0.60%	+0.84%
3 months	+4.48%	+8.01%
6 months	+7.28%	+11.71%
1 year	+20.61%	+22.42%
5 years(CAGR)	N/A	+11.87%
10 years(CAGR)	N/A	+13.85%
Max(CAGR)	+14.29%	+13.78%

KNOV

+0.60%

Winner

ESGG

+0.84%

KNOV

+4.48%

Winner

ESGG

+8.01%

KNOV

+7.28%

Winner

ESGG

+11.71%

KNOV

+20.61%

Winner

ESGG

+22.42%

5Y(CAGR)

KNOV

N/A

ESGG

+11.87%

10Y(CAGR)

KNOV

N/A

ESGG

+13.85%

Max(CAGR)

Winner

KNOV

+14.29%

ESGG

+13.78%

KNOV vs ESGG - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	KNOV	ESGG
2026	+10.54%	+12.95%
2025	+11.85%	+24.13%
2024	+1.18%	+15.55%
2023	N/A	+25.35%
2022	N/A	-19.27%
2021	N/A	+24.58%
2020	N/A	+16.18%
2019	N/A	+29.68%
2018	N/A	-8.88%
2017	N/A	+23.89%
2016	N/A	+4.49%

KNOV vs ESGG Drawdown Comparison

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

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

The current KNOV drawdown is -0.57%. The current ESGG drawdown is -1.62%.

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