DVYE vs. TJUN
DVYE (iShares Emerging Markets Dividend ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - DVYE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend Index, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, DVYE returned 20.32% vs 11.95% for TJUN. A 0.65 correlation means they provide meaningful diversification when combined. DVYE charges 0.49%/yr vs 0.95%/yr for TJUN.
Performance
DVYE vs. TJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DVYE achieves a 5.60% return, which is significantly higher than TJUN's 2.12% return.
DVYE
- 1D
- 0.00%
- 1M
- -5.02%
- YTD
- 5.60%
- 6M
- 6.01%
- 1Y
- 20.32%
- 3Y*
- 19.29%
- 5Y*
- 4.32%
- 10Y*
- 7.54%
TJUN
- 1D
- 0.81%
- 1M
- -2.78%
- YTD
- 2.12%
- 6M
- 2.48%
- 1Y
- 11.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVYE vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 5.60% | 15.41% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 2.12% | 11.79% |
Correlation
The correlation between DVYE and TJUN is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.65 |
The correlation between DVYE and TJUN has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DVYE vs. TJUN — Risk / Return Rank
DVYE
TJUN
DVYE vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DVYE | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.69 | -0.23 |
| Martin ratioReturn relative to average drawdown | 7.55 | 10.98 | -3.44 |
Loading charts...
Drawdowns
DVYE vs. TJUN - Drawdown Comparison
The maximum DVYE drawdown since its inception was -47.42%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for DVYE and TJUN.
Loading charts...
Drawdown Indicators
| DVYE | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -4.47% | -42.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -4.47% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.89% | — | — |
Current DrawdownCurrent decline from peak | -8.29% | -3.44% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -0.60% | -14.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.09% | +1.61% |
Volatility
DVYE vs. TJUN - Volatility Comparison
iShares Emerging Markets Dividend ETF (DVYE) has a higher volatility of 5.57% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.12%. This indicates that DVYE's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DVYE | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 4.12% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 6.45% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 8.18% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 8.34% | +8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 8.34% | +9.98% |
DVYE vs. TJUN - Expense Ratio Comparison
DVYE has a 0.49% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
DVYE vs. TJUN - Dividend Comparison
DVYE's dividend yield for the trailing twelve months is around 5.11%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 5.11% | 5.88% | 11.81% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% |
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
DVYE and TJUN have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVYE has higher volatility (5.57%) compared to TJUN (4.12%). In terms of maximum drawdown, DVYE dropped -47.42% vs TJUN's -4.47%.
On 1-year performance, DVYE leads with 20.32% vs 11.95% for TJUN. On fees, DVYE is cheaper at 0.49% per year. On volatility, TJUN has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVYE has performed better with a 20.32% return vs 11.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DVYE is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.
DVYE has the higher dividend yield at 5.11%, compared with 0.00% for TJUN.
DVYE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.49% for DVYE and 0.95% for TJUN.
TJUN currently has the higher Sharpe Ratio (1.47 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DVYE and TJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer