DGRE vs. TJUN
DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - DGRE is a Emerging Markets Equities fund actively managed by WisdomTree, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.82 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.95%/yr for TJUN.
Performance
DGRE vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, DGRE achieves a 29.96% return, which is significantly higher than TJUN's 5.26% return.
DGRE
- 1D
- -1.02%
- 1M
- 4.94%
- YTD
- 29.96%
- 6M
- 35.37%
- 1Y
- 55.03%
- 3Y*
- 23.90%
- 5Y*
- 8.39%
- 10Y*
- 9.47%
TJUN
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 5.26%
- 6M
- 6.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DGRE vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 29.96% | 18.91% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between DGRE and TJUN is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.82 |
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Return for Risk
DGRE vs. TJUN — Risk / Return Rank
DGRE
TJUN
DGRE vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and FT Vest Emerging Markets Buffer ETF - June (TJUN). 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.
| DGRE | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | — | — |
| Martin ratioReturn relative to average drawdown | 16.49 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGRE | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 2.48 | -2.16 |
Drawdowns
DGRE vs. TJUN - Drawdown Comparison
The maximum DGRE drawdown since its inception was -36.95%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for DGRE and TJUN.
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Drawdown Indicators
| DGRE | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -4.47% | -32.48% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | 0.00% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -0.59% | -11.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | — | — |
Volatility
DGRE vs. TJUN - Volatility Comparison
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Volatility by Period
| DGRE | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 7.52% | +12.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 7.52% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 7.52% | +12.12% |
DGRE vs. TJUN - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
DGRE vs. TJUN - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.20%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.20% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGRE and TJUN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGRE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGRE is cheaper with a 0.32% expense ratio, compared with 0.95% for TJUN.
DGRE has the higher dividend yield at 1.20%, compared with 0.00% for TJUN.
DGRE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.32% for DGRE and 0.95% for TJUN.
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