MJUS vs. THY

Last updated Jun 4, 2026

MJUS (ETFMG U.S. Alternative Harvest ETF) and THY (Agility Shares Dynamic Tactical Income ETF) are both exchange-traded funds - MJUS is a Cannabis fund actively managed by ETFMG, while THY is a High Yield Bonds fund actively managed by Toews Corp.. Both are actively managed. At a 0.12 correlation, their price movements are largely independent. MJUS charges 0.75%/yr vs 1.36%/yr for THY.

Performance

MJUS vs. THY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and Agility Shares Dynamic Tactical Income ETF (THY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MJUS

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

THY

• 1D: -0.26%
• 1M: -0.43%
• YTD: 0.45%
• 6M: 0.64%
• 1Y: 4.31%
• 3Y*: 5.21%
• 5Y*: 1.71%
• 10Y*: —

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

MJUS vs. THY - 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%
THY Agility Shares Dynamic Tactical Income ETF	0.45%	4.44%	5.38%	4.97%	-5.62%	-0.16%

Correlation

The correlation between MJUS and THY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since May 14, 2021	0.12

MJUS vs. THY - Sectors Allocation Comparison

Sectors	MJUS	THY
Healthcare	14.1%	-
Financial Services	4.7%	99.9%
Technology	3.6%	-
Real Estate	1.6%	-
Consumer Cyclical	0.8%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	0.1%
Industrials	-	-
Utilities	-	-

Return for Risk

MJUS vs. THY — Risk / Return Rank

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

THY

THY Risk / Return Rank: 44
THY Sharpe Ratio Rank: 41
THY Sortino Ratio Rank: 43
THY Omega Ratio Rank: 41
THY Calmar Ratio Rank: 55
THY Martin Ratio Rank: 41

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. THY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and Agility Shares Dynamic Tactical Income ETF (THY). 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	THY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.46	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.48	—

Drawdowns

Drawdown Indicators

	MJUS	THY	Difference
Max Drawdown Largest peak-to-trough decline	—	-8.56%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-2.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-8.56%	—
Current Drawdown Current decline from peak	—	-0.83%	—
Average Drawdown Average peak-to-trough decline	—	-2.61%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.66%	—

Volatility

Volatility by Period

	MJUS	THY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.97%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	4.55%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.48%	—

MJUS vs. THY - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is lower than THY's 1.36% expense ratio.

Dividends

MJUS vs. THY - Dividend Comparison

MJUS has not paid dividends to shareholders, while THY's dividend yield for the trailing twelve months is around 5.40%.

Position	TTM	2025	2024	2023	2022	2021	2020
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
THY Agility Shares Dynamic Tactical Income ETF	5.40%	6.00%	5.09%	4.59%	2.56%	3.46%	2.53%

Frequently Asked Questions

Can I hold both MJUS and THY in my portfolio?

MJUS and THY have a correlation of 0.12, 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 THY?

On fees, MJUS is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MJUS or THY?

MJUS is cheaper with a 0.75% expense ratio, compared with 1.36% for THY.

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

THY has the higher dividend yield at 5.40%, compared with 0.00% for MJUS.

What is the main difference between MJUS and THY?

MJUS is categorized as Cannabis, while THY is High Yield Bonds. They also come from different issuers: ETFMG and Toews Corp.. Their fees differ too: 0.75% for MJUS and 1.36% for THY.