EMCS vs. TJUN
EMCS (Xtrackers MSCI Emerging Markets Climate Selection ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EMCS is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Climate Select Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.87 suggests significant overlap in exposure. EMCS charges 0.15%/yr vs 0.95%/yr for TJUN.
Performance
EMCS vs. TJUN - Performance Comparison
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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*
- —
EMCS vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMCS Xtrackers MSCI Emerging Markets Climate Selection ETF | 33.83% | 19.34% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
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 |
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Return for Risk
EMCS vs. TJUN — Risk / Return Rank
EMCS
TJUN
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.
| EMCS | TJUN | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| EMCS | TJUN | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| EMCS | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.20% | -0.00% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -0.60% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | — | — |
Volatility
EMCS vs. TJUN - Volatility Comparison
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Volatility by Period
| EMCS | TJUN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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