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. Over the past year, EMCR returned 39.74% vs 11.95% for TJUN. Their correlation of 0.86 suggests significant overlap in exposure. EMCR charges 0.15%/yr vs 0.95%/yr for TJUN.
Performance
EMCR vs. TJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMCR achieves a 20.91% return, which is significantly higher than TJUN's 2.12% return.
EMCR
- 1D
- 1.63%
- 1M
- 0.12%
- YTD
- 20.91%
- 6M
- 21.64%
- 1Y
- 39.74%
- 3Y*
- 22.83%
- 5Y*
- 8.70%
- 10Y*
- —
TJUN
- 1D
- 0.81%
- 1M
- -2.78%
- YTD
- 2.12%
- 6M
- 2.48%
- 1Y
- 11.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMCR vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 20.91% | 19.85% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 2.12% | 11.79% |
Correlation
The correlation between EMCR and TJUN is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.86 |
The correlation between EMCR and TJUN has been stable across timeframes, ranging from 0.86 to 0.86 - 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
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.
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.
| EMCR | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.69 | +0.20 |
| Martin ratioReturn relative to average drawdown | 10.51 | 10.98 | -0.47 |
Loading charts...
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.
Loading charts...
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% | -4.47% | -9.37% |
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 | -3.49% | -3.44% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -0.60% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 1.09% | +2.70% |
Volatility
EMCR vs. TJUN - Volatility Comparison
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 11.16% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.12%. This indicates that EMCR'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
| EMCR | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.16% | 4.12% | +7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 19.80% | 6.45% | +13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 8.18% | +13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 8.34% | +11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 8.34% | +11.80% |
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 1.45%, 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 | 1.45% | 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 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMCR has higher volatility (11.16%) compared to TJUN (4.12%). In terms of maximum drawdown, EMCR dropped -34.28% vs TJUN's -4.47%.
On 1-year performance, EMCR leads with 39.74% vs 11.95% for TJUN. On fees, EMCR is cheaper at 0.15% 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, EMCR has performed better with a 39.74% return vs 11.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMCR is cheaper with a 0.15% expense ratio, compared with 0.95% for TJUN.
EMCR has the higher dividend yield at 1.45%, 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.
EMCR currently has the higher Sharpe Ratio (1.83 vs 1.47), 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 EMCR 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