PortfoliosLab logoPortfoliosLab logo
EMCS vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCS vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EMCS achieves a 33.83% return, which is significantly higher than TJUN's 5.26% return.


EMCS

1D
-1.20%
1M
13.15%
YTD
33.83%
6M
37.78%
1Y
64.32%
3Y*
27.65%
5Y*
7.95%
10Y*

TJUN

1D
-0.00%
1M
0.66%
YTD
5.26%
6M
6.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCS vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between EMCS and TJUN is 0.87, 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

0.87

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

EMCS vs. TJUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMCS
EMCS Risk / Return Rank: 8585
Overall Rank
EMCS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMCS Sortino Ratio Rank: 8383
Sortino Ratio Rank
EMCS Omega Ratio Rank: 8585
Omega Ratio Rank
EMCS Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMCS Martin Ratio Rank: 8585
Martin Ratio Rank

TJUN
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMCS vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) 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.


EMCSTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

4.51

Martin ratioReturn relative to average drawdown

17.47

EMCS vs. TJUN - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


EMCSTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.48

-1.94

Drawdowns

EMCS vs. TJUN - Drawdown Comparison

The maximum EMCS drawdown since its inception was -44.86%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EMCS and TJUN.


Loading charts...

Drawdown Indicators


EMCSTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-4.47%

-40.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

Max Drawdown (5Y)

Largest decline over 5 years

-42.06%

Current Drawdown

Current decline from peak

-1.20%

-0.00%

-1.20%

Average Drawdown

Average peak-to-trough decline

-16.61%

-0.60%

-16.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

Volatility

EMCS vs. TJUN - Volatility Comparison


Loading charts...

Volatility by Period


EMCSTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

7.54%

+14.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

7.54%

+13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

7.54%

+14.11%

EMCS vs. TJUN - Expense Ratio Comparison

EMCS has a 0.15% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

EMCS vs. TJUN - Dividend Comparison

EMCS's dividend yield for the trailing twelve months is around 1.24%, while TJUN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EMCS
Xtrackers MSCI Emerging Markets Climate Selection ETF
1.24%1.66%0.67%3.07%2.26%1.46%1.40%3.56%
TJUN
FT Vest Emerging Markets Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMCS and TJUN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMCS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMCS is cheaper with a 0.15% expense ratio, compared with 0.95% for TJUN.

EMCS has the higher dividend yield at 1.24%, compared with 0.00% for TJUN.

EMCS is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.15% for EMCS and 0.95% for TJUN.

Portfolio Optimizer

Find the right allocation for EMCS 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