They both think being a TJ will help them conquer the world.
I certainly don't have a desire to conquer any world other than my own (though I pity the soul that thinks they'll be given even a moment of consideration should they attempt to interfere with that plan). Which is the world you're referring to?
As far as classic temperament, ENTJ is pure Choleric, ESTJ is Choleric-Melancholic. They do sound similar if you don't know what to look for in the temperament model, or understand the S/Ni differences.
Both are very aggressive and take charge, but ESTJ ultimately relies on memory and established structures, while ENTJ will follow his own visions. Hence, purely Choleric in contrast to part Melancholic.