MJUS vs. YOLO

Last updated Apr 1, 2026

Compare and contrast key facts about ETFMG U.S. Alternative Harvest ETF (MJUS) and AdvisorShares Pure Cannabis ETF (YOLO).

MJUS and YOLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MJUS is an actively managed fund by ETFMG. It was launched on May 12, 2021. YOLO is an actively managed fund by AdvisorShares. It was launched on Apr 17, 2019.

Performance

MJUS vs. YOLO - 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 Cannabis ETF (YOLO). The values are adjusted to include any dividend payments, if applicable.

MJUS vs. YOLO - 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%
YOLO AdvisorShares Pure Cannabis ETF	-20.30%	36.36%	-17.81%	-15.10%	-72.21%	-28.47%

Returns By Period

MJUS

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

YOLO

• 1D: 6.05%
• 1M: -11.74%
• YTD: -20.30%
• 6M: -25.50%
• 1Y: 48.50%
• 3Y*: -2.11%
• 5Y*: -34.63%
• 10Y*: —

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

MJUS vs. YOLO - Expense Ratio Comparison

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

MJUS

ETFMG U.S. Alternative Harvest ETF

YOLO

AdvisorShares Pure Cannabis ETF

Return for Risk

MJUS vs. YOLO — Risk / Return Rank

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

YOLO

YOLO Risk / Return Rank: 47
YOLO Sharpe Ratio Rank: 38
YOLO Sortino Ratio Rank: 66
YOLO Omega Ratio Rank: 52
YOLO Calmar Ratio Rank: 47
YOLO Martin Ratio Rank: 30

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. YOLO - 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 Cannabis ETF (YOLO). 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	YOLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.68	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.51	—

Correlation

The correlation between MJUS and YOLO is 0.58, 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

MJUS vs. YOLO - Dividend Comparison

Neither MJUS nor YOLO has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
MJUS ETFMG U.S. Alternative Harvest ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YOLO AdvisorShares Pure Cannabis ETF	0.00%	0.00%	3.57%	1.17%	0.55%	3.93%	2.03%	4.52%

Drawdowns

Drawdown Indicators

	MJUS	YOLO	Difference
Max Drawdown Largest peak-to-trough decline	—	-94.68%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-41.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-93.23%	—
Current Drawdown Current decline from peak	—	-90.68%	—
Average Drawdown Average peak-to-trough decline	—	-68.43%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	18.32%	—

Volatility

Volatility by Period

	MJUS	YOLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	51.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	71.86%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	52.53%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	50.89%	—