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. A 0.66 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
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Returns By Period
In the year-to-date period, DVYE achieves a 10.74% return, which is significantly higher than TJUN's 5.26% return.
DVYE
- 1D
- 0.23%
- 1M
- -2.08%
- YTD
- 10.74%
- 6M
- 11.14%
- 1Y
- 28.60%
- 3Y*
- 22.07%
- 5Y*
- 4.84%
- 10Y*
- 7.81%
TJUN
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 5.26%
- 6M
- 6.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVYE vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 10.74% | 15.33% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between DVYE and TJUN is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.66 |
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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.
| DVYE | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | — | — |
| Martin ratioReturn relative to average drawdown | 12.61 | — | — |
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
| DVYE | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 2.48 | -2.32 |
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.
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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 | -6.49% | — | — |
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 | -3.83% | 0.00% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -15.37% | -0.59% | -14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | — | — |
Volatility
DVYE vs. TJUN - Volatility Comparison
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Volatility by Period
| DVYE | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 7.52% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 7.52% | +9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 7.52% | +10.87% |
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 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DVYE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
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.
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