EDIV vs. TJUN
EDIV (SPDR S&P Emerging Markets Dividend ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EDIV is a Emerging Markets Equities fund tracking the S&P Emerging Markets Dividend Opportunities Index, while TJUN is a Defined Outcome fund managed by First Trust. A 0.74 correlation means they provide meaningful diversification when combined. EDIV charges 0.49%/yr vs 0.95%/yr for TJUN.
Performance
EDIV vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EDIV achieves a 6.42% return, which is significantly higher than TJUN's 5.26% return.
EDIV
- 1D
- -1.27%
- 1M
- 2.48%
- YTD
- 6.42%
- 6M
- 7.80%
- 1Y
- 14.08%
- 3Y*
- 19.05%
- 5Y*
- 10.66%
- 10Y*
- 9.16%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDIV vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 6.42% | 7.71% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between EDIV and TJUN is 0.74, 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 | 0.74 |
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Return for Risk
EDIV vs. TJUN — Risk / Return Rank
EDIV
TJUN
EDIV vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) 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.
| EDIV | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | — | — |
| Martin ratioReturn relative to average drawdown | 4.23 | — | — |
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
| EDIV | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 2.48 | -2.32 |
Drawdowns
EDIV vs. TJUN - Drawdown Comparison
The maximum EDIV drawdown since its inception was -53.36%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EDIV and TJUN.
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Drawdown Indicators
| EDIV | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.36% | -4.47% | -48.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | — | — |
Current DrawdownCurrent decline from peak | -4.07% | -0.00% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -19.36% | -0.60% | -18.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | — | — |
Volatility
EDIV vs. TJUN - Volatility Comparison
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Volatility by Period
| EDIV | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 7.54% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 7.54% | +6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 7.54% | +9.95% |
EDIV vs. TJUN - Expense Ratio Comparison
EDIV has a 0.49% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
EDIV vs. TJUN - Dividend Comparison
EDIV's dividend yield for the trailing twelve months is around 4.50%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.50% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
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
EDIV and TJUN have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDIV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDIV is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.
EDIV has the higher dividend yield at 4.50%, compared with 0.00% for TJUN.
EDIV is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.49% for EDIV and 0.95% for TJUN.
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