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MJUS vs. ITEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJUS vs. ITEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and BlueStar Israel Technology ETF (ITEQ). The values are adjusted to include any dividend payments, if applicable.

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MJUS vs. ITEQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%
ITEQ
BlueStar Israel Technology ETF
-0.86%13.71%11.70%4.70%-30.36%5.70%

Returns By Period


MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ITEQ

1D
4.15%
1M
2.18%
YTD
-0.86%
6M
-1.03%
1Y
18.84%
3Y*
7.94%
5Y*
-2.62%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJUS vs. ITEQ - Expense Ratio Comparison

Both MJUS and ITEQ have an expense ratio of 0.75%.


Return for Risk

MJUS vs. ITEQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MJUS

ITEQ
ITEQ Risk / Return Rank: 4343
Overall Rank
ITEQ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ITEQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
ITEQ Omega Ratio Rank: 3838
Omega Ratio Rank
ITEQ Calmar Ratio Rank: 5454
Calmar Ratio Rank
ITEQ Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MJUS vs. ITEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and BlueStar Israel Technology ETF (ITEQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MJUS vs. ITEQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSITEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Correlation

The correlation between MJUS and ITEQ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MJUS vs. ITEQ - Dividend Comparison

MJUS has not paid dividends to shareholders, while ITEQ's dividend yield for the trailing twelve months is around 0.85%.


TTM20252024
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%
ITEQ
BlueStar Israel Technology ETF
0.85%0.85%0.01%

Drawdowns

MJUS vs. ITEQ - Drawdown Comparison


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Drawdown Indicators


MJUSITEQDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-50.29%

Max Drawdown (10Y)

Largest decline over 10 years

-54.63%

Current Drawdown

Current decline from peak

-26.54%

Average Drawdown

Average peak-to-trough decline

-18.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

Volatility

MJUS vs. ITEQ - Volatility Comparison


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Volatility by Period


MJUSITEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.27%