TJUL vs ESG

Comparison between Innovator Equity Defined Protection ETF - 2 Yr to July 2025 (TJUL, ETF) and FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF).

TJUL vs ESG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TJUL(ETF)	ESG(ETF)
Net Assets	$136M	$136M
Expense Ratio	0.79%	0.32%
Max Drawdown	4.61%	32.89%
Sharpe Ratio	0.59	1.53
5Y Beta	0.23	0.90
P/E Ratio	N/A	27.08
Forward P/E	N/A	20.64
PEG Ratio	N/A	0.44
5Y Dividends CAGR	N/A	4.34%
5Y EPS CAGR	N/A	23.44%
Debt to Equity	N/A	36.53%
P/S Ratio	N/A	3.19
P/B Ratio	N/A	5.00

Net Assets

TJUL

$136M

ESG

$136M

Expense Ratio

TJUL

0.79%

Winner

ESG

0.32%

Max Drawdown

Winner

TJUL

4.61%

ESG

32.89%

Sharpe Ratio

TJUL

0.59

Winner

ESG

1.53

5Y Beta

Winner

TJUL

0.23

ESG

0.90

P/E Ratio

TJUL

N/A

ESG

27.08

Forward P/E

TJUL

N/A

ESG

20.64

PEG Ratio

TJUL

N/A

ESG

0.44

5Y Dividends CAGR

TJUL

N/A

ESG

4.34%

5Y EPS CAGR

TJUL

N/A

ESG

23.44%

Debt to Equity

TJUL

N/A

ESG

36.53%

P/S Ratio

TJUL

N/A

ESG

3.19

P/B Ratio

TJUL

N/A

ESG

5.00

TJUL vs ESG - Historical Returns

Returns include dividend reinvestment.

Period	TJUL	ESG
1 month	+0.15%	+2.27%
3 months	+2.38%	+12.76%
6 months	+2.34%	+10.80%
1 year	+5.60%	+22.45%
5 years(CAGR)	N/A	+12.21%
10 years(CAGR)	N/A	+14.91%
Max(CAGR)	+6.82%	+14.91%

TJUL

+0.15%

Winner

ESG

+2.27%

TJUL

+2.38%

Winner

ESG

+12.76%

TJUL

+2.34%

Winner

ESG

+10.80%

TJUL

+5.60%

Winner

ESG

+22.45%

5Y(CAGR)

TJUL

N/A

ESG

+12.21%

10Y(CAGR)

TJUL

N/A

ESG

+14.91%

Max(CAGR)

TJUL

+6.82%

Winner

ESG

+14.91%

TJUL vs ESG - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	TJUL	ESG
2026	+1.82%	+10.24%
2025	+6.55%	+16.48%
2024	+8.35%	+20.72%
2023	+3.05%	+28.05%
2022	N/A	-20.63%
2021	N/A	+30.12%
2020	N/A	+19.77%
2019	N/A	+30.99%
2018	N/A	-5.15%
2017	N/A	+22.77%
2016	N/A	+5.71%

TJUL vs ESG Drawdown Comparison

The maximum drawdown for TJUL was -4.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

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

The current TJUL drawdown is -0.23%. The current ESG drawdown is -2.18%.

Rank	TJUL	ESG
#1	-4.61% Feb 19, 2025 - May 8, 2025	-32.52% Feb 19, 2020 - Aug 6, 2020
#2	-3.09% Jul 20, 2023 - Nov 15, 2023	-26.04% Jan 3, 2022 - Dec 13, 2023
#3	-2.08% Jan 27, 2026 - Apr 13, 2026	-18.70% Oct 3, 2018 - Apr 12, 2019
#4	-1.59% Jul 16, 2024 - Aug 13, 2024	-18.32% Feb 19, 2025 - Jun 26, 2025
#5	-1.28% Mar 28, 2024 - May 9, 2024	-13.41% Jul 10, 2017 - Jan 12, 2018
#6	-1.09% Oct 27, 2025 - Dec 10, 2025	-10.27% Jan 29, 2018 - Aug 6, 2018
#7	-0.84% Aug 30, 2024 - Sep 12, 2024	-10.24% Sep 2, 2020 - Nov 16, 2020
#8	-0.71% Jan 9, 2026 - Jan 27, 2026	-8.67% Feb 9, 2026 - Apr 17, 2026
#9	-0.70% Dec 27, 2023 - Jan 12, 2024	-8.51% Jul 16, 2024 - Sep 19, 2024
#10	-0.64% Sep 25, 2024 - Oct 14, 2024	-7.02% May 3, 2019 - Jun 20, 2019
#11	-0.63% Dec 1, 2023 - Dec 12, 2023	-6.57% Jul 26, 2019 - Oct 28, 2019
#12	-0.54% Oct 29, 2024 - Nov 6, 2024	-5.44% Mar 28, 2024 - May 15, 2024
#13	-0.52% Mar 12, 2024 - Mar 20, 2024	-5.36% Sep 3, 2021 - Oct 20, 2021
#14	-0.52% Jan 29, 2024 - Feb 2, 2024	-4.72% Oct 28, 2025 - Dec 11, 2025
#15	-0.51% May 28, 2026 - Jun 10, 2026	-4.52% Dec 6, 2024 - Jan 27, 2025