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

Performance

EMDV vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) 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, EMDV achieves a 1.17% return, which is significantly lower than TJUN's 5.26% return.


EMDV

1D
-1.57%
1M
0.78%
YTD
1.17%
6M
1.13%
1Y
7.88%
3Y*
2.77%
5Y*
-3.15%
10Y*
2.64%

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)

EMDV vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between EMDV and TJUN is 0.68, 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

0.68

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

EMDV vs. TJUN — Risk / Return Rank

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

EMDV
EMDV Risk / Return Rank: 2222
Overall Rank
EMDV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EMDV Sortino Ratio Rank: 2020
Sortino Ratio Rank
EMDV Omega Ratio Rank: 2020
Omega Ratio Rank
EMDV Calmar Ratio Rank: 2424
Calmar Ratio Rank
EMDV Martin Ratio Rank: 2424
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.

EMDV vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) 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.


EMDVTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

3.33

EMDV vs. TJUN - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


EMDVTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

2.48

-2.27

Drawdowns

EMDV vs. TJUN - Drawdown Comparison

The maximum EMDV drawdown since its inception was -39.20%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EMDV and TJUN.


Loading charts...

Drawdown Indicators


EMDVTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-39.20%

-4.47%

-34.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-14.80%

-0.00%

-14.80%

Average Drawdown

Average peak-to-trough decline

-13.55%

-0.60%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

EMDV vs. TJUN - Volatility Comparison


Loading charts...

Volatility by Period


EMDVTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

7.54%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

7.54%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

7.54%

+10.72%

EMDV vs. TJUN - Expense Ratio Comparison

EMDV has a 0.60% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

EMDV vs. TJUN - Dividend Comparison

EMDV's dividend yield for the trailing twelve months is around 2.41%, while TJUN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.41%2.46%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.87%
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%

Frequently Asked Questions


EMDV and TJUN have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMDV is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMDV is cheaper with a 0.60% expense ratio, compared with 0.95% for TJUN.

EMDV has the higher dividend yield at 2.41%, compared with 0.00% for TJUN.

EMDV is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: ProShares and First Trust. Their fees differ too: 0.60% for EMDV and 0.95% for TJUN.

Portfolio Optimizer

Find the right allocation for EMDV 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