MJ vs. ISCB
Compare and contrast key facts about ETFMG Alternative Harvest ETF (MJ) and iShares Morningstar Small-Cap ETF (ISCB).
MJ and ISCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MJ is a passively managed fund by ETFMG that tracks the performance of the Prime Alternative Harvest Index. It was launched on Dec 2, 2015. ISCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Extended Index. It was launched on Jun 28, 2004. Both MJ and ISCB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MJ vs. ISCB - Performance Comparison
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MJ vs. ISCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MJ ETFMG Alternative Harvest ETF | -22.73% | 13.07% | -23.97% | -24.18% | -61.55% | -22.79% | -16.18% | -31.36% | -22.57% |
ISCB iShares Morningstar Small-Cap ETF | 0.40% | 12.46% | 10.90% | 19.51% | -19.04% | 17.46% | 6.29% | 29.42% | -11.91% |
Returns By Period
In the year-to-date period, MJ achieves a -22.73% return, which is significantly lower than ISCB's 0.40% return.
MJ
- 1D
- 9.36%
- 1M
- -11.33%
- YTD
- -22.73%
- 6M
- -37.17%
- 1Y
- 20.44%
- 3Y*
- -15.21%
- 5Y*
- -37.72%
- 10Y*
- —
ISCB
- 1D
- 2.94%
- 1M
- -5.35%
- YTD
- 0.40%
- 6M
- 3.40%
- 1Y
- 21.91%
- 3Y*
- 12.76%
- 5Y*
- 4.17%
- 10Y*
- 8.52%
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MJ vs. ISCB - Expense Ratio Comparison
MJ has a 0.75% expense ratio, which is higher than ISCB's 0.04% expense ratio.
Return for Risk
MJ vs. ISCB — Risk / Return Rank
MJ
ISCB
MJ vs. ISCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Alternative Harvest ETF (MJ) and iShares Morningstar Small-Cap ETF (ISCB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MJ | ISCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.99 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.52 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.47 | -1.09 |
Martin ratioReturn relative to average drawdown | 0.81 | 6.36 | -5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MJ | ISCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.99 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.64 | 0.20 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | 0.36 | -0.87 |
Correlation
The correlation between MJ and ISCB is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MJ vs. ISCB - Dividend Comparison
MJ's dividend yield for the trailing twelve months is around 2.57%, more than ISCB's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MJ ETFMG Alternative Harvest ETF | 2.57% | 1.98% | 13.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISCB iShares Morningstar Small-Cap ETF | 1.41% | 1.38% | 1.31% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% |
Drawdowns
MJ vs. ISCB - Drawdown Comparison
The maximum MJ drawdown since its inception was -96.55%, which is greater than ISCB's maximum drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for MJ and ISCB.
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Drawdown Indicators
| MJ | ISCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.55% | -61.25% | -35.30% |
Max Drawdown (1Y)Largest decline over 1 year | -48.66% | -14.68% | -33.98% |
Max Drawdown (5Y)Largest decline over 5 years | -93.52% | -29.94% | -63.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.18% | — |
Current DrawdownCurrent decline from peak | -95.01% | -6.73% | -88.28% |
Average DrawdownAverage peak-to-trough decline | -68.66% | -9.87% | -58.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.07% | 3.40% | +19.67% |
Volatility
MJ vs. ISCB - Volatility Comparison
ETFMG Alternative Harvest ETF (MJ) has a higher volatility of 18.42% compared to iShares Morningstar Small-Cap ETF (ISCB) at 6.42%. This indicates that MJ's price experiences larger fluctuations and is considered to be riskier than ISCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJ | ISCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.42% | 6.42% | +12.00% |
Volatility (6M)Calculated over the trailing 6-month period | 59.20% | 12.66% | +46.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.94% | 22.28% | +62.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.89% | 21.45% | +37.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.44% | 22.67% | +32.77% |