EMCR vs. TJUN
EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EMCR is a Emerging Markets Equities fund tracking the Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.88 suggests significant overlap in exposure. EMCR charges 0.15%/yr vs 0.95%/yr for TJUN.
Performance
EMCR vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EMCR achieves a 22.13% return, which is significantly higher than TJUN's 5.26% return.
EMCR
- 1D
- -0.87%
- 1M
- 5.56%
- YTD
- 22.13%
- 6M
- 24.53%
- 1Y
- 47.15%
- 3Y*
- 23.37%
- 5Y*
- 8.83%
- 10Y*
- —
TJUN
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 5.26%
- 6M
- 6.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMCR vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 22.13% | 18.82% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between EMCR and TJUN is 0.88, 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 | 0.88 |
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Return for Risk
EMCR vs. TJUN — Risk / Return Rank
EMCR
TJUN
EMCR vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) 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.
| EMCR | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.44 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | — | — |
| Martin ratioReturn relative to average drawdown | 13.08 | — | — |
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
| EMCR | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 2.48 | -1.88 |
Drawdowns
EMCR vs. TJUN - Drawdown Comparison
The maximum EMCR drawdown since its inception was -34.28%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EMCR and TJUN.
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Drawdown Indicators
| EMCR | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -4.47% | -29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.28% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | 0.00% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -0.59% | -8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | — | — |
Volatility
EMCR vs. TJUN - Volatility Comparison
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Volatility by Period
| EMCR | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 7.52% | +12.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 7.52% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 7.52% | +12.34% |
EMCR vs. TJUN - Expense Ratio Comparison
EMCR has a 0.15% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
EMCR vs. TJUN - Dividend Comparison
EMCR's dividend yield for the trailing twelve months is around 1.99%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 1.99% | 2.43% | 6.62% | 1.95% | 3.05% | 1.83% | 1.75% | 3.15% | 0.19% |
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% |
Frequently Asked Questions
EMCR and TJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMCR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMCR is cheaper with a 0.15% expense ratio, compared with 0.95% for TJUN.
EMCR has the higher dividend yield at 1.99%, compared with 0.00% for TJUN.
EMCR is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Deutsche Bank and First Trust. Their fees differ too: 0.15% for EMCR and 0.95% for TJUN.
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