MJUS vs. MSOS

Last updated Jun 4, 2026

MJUS (ETFMG U.S. Alternative Harvest ETF) and MSOS (AdvisorShares Pure US Cannabis ETF) are both exchange-traded funds - MJUS is a Cannabis fund actively managed by ETFMG, while MSOS is a Small Cap Blend Equities fund actively managed by AdvisorShares. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. MJUS charges 0.75%/yr vs 0.74%/yr for MSOS.

Performance

MJUS vs. MSOS - Performance Comparison

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

Returns By Period

MJUS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSOS

• 1D: -6.14%
• 1M: -2.07%
• YTD: 0.42%
• 6M: 28.46%
• 1Y: 99.16%
• 3Y*: -4.01%
• 5Y*: -35.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MJUS vs. MSOS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	27.88%	-17.41%	-66.89%	-39.41%
MSOS AdvisorShares Pure US Cannabis ETF	0.42%	23.88%	-45.65%	0.29%	-72.68%	-34.73%

Correlation

The correlation between MJUS and MSOS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since May 14, 2021	0.54

The correlation between MJUS and MSOS shifts across timeframes, from 0.32 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

MJUS vs. MSOS - Sectors Allocation Comparison

Sectors	MJUS	MSOS
Healthcare	14.1%	2.5%
Financial Services	4.7%	-
Technology	3.6%	-
Real Estate	1.6%	50.2%
Consumer Cyclical	0.8%	17.8%
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Industrials	-	29.6%
Utilities	-	-

Return for Risk

MJUS vs. MSOS — Risk / Return Rank

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

MSOS

MSOS Risk / Return Rank: 32
MSOS Sharpe Ratio Rank: 24
MSOS Sortino Ratio Rank: 39
MSOS Omega Ratio Rank: 35
MSOS Calmar Ratio Rank: 38
MSOS Martin Ratio Rank: 26

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. MSOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and AdvisorShares Pure US Cannabis ETF (MSOS). 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.

Sharpe Ratios by Period

	MJUS	MSOS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.34	—

Drawdowns

Drawdown Indicators

	MJUS	MSOS	Difference
Max Drawdown Largest peak-to-trough decline	—	-96.25%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-52.91%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-81.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-94.99%	—
Current Drawdown Current decline from peak	—	-91.37%	—
Average Drawdown Average peak-to-trough decline	—	-71.71%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	27.78%	—

Volatility

Volatility by Period

	MJUS	MSOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	80.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	112.00%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	77.81%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	74.04%	—

MJUS vs. MSOS - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than MSOS's 0.74% expense ratio.

Dividends

MJUS vs. MSOS - Dividend Comparison

Neither MJUS nor MSOS has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSOS AdvisorShares Pure US Cannabis ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.27%

Frequently Asked Questions

Can I hold both MJUS and MSOS in my portfolio?

MJUS and MSOS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MJUS or MSOS?

On fees, MSOS is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MJUS or MSOS?

MSOS is cheaper with a 0.74% expense ratio, compared with 0.75% for MJUS.

Which ETF pays a higher dividend yield, MJUS or MSOS?

MJUS and MSOS have nearly identical dividend yields, around 0.00%.

What is the main difference between MJUS and MSOS?

MJUS is categorized as Cannabis, while MSOS is Small Cap Blend Equities. They also come from different issuers: ETFMG and AdvisorShares. Their fees differ too: 0.75% for MJUS and 0.74% for MSOS.