ESGE vs. TJUN

Last updated Jun 4, 2026

ESGE (iShares ESG Aware MSCI EM ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - ESGE is a Emerging Markets Equities fund tracking the MSCI EM Extended ESG Focus Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.89 suggests significant overlap in exposure. ESGE charges 0.25%/yr vs 0.95%/yr for TJUN.

Performance

ESGE vs. TJUN - Performance Comparison

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

Returns By Period

In the year-to-date period, ESGE achieves a 26.85% return, which is significantly higher than TJUN's 5.26% return.

ESGE

• 1D: -1.23%
• 1M: 9.37%
• YTD: 26.85%
• 6M: 29.21%
• 1Y: 55.02%
• 3Y*: 24.13%
• 5Y*: 6.83%
• 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)

ESGE vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
ESGE iShares ESG Aware MSCI EM ETF	26.85%	18.52%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between ESGE and TJUN is 0.89, 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	0.89

Return for Risk

ESGE vs. TJUN — Risk / Return Rank

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

ESGE

ESGE Risk / Return Rank: 80
ESGE Sharpe Ratio Rank: 83
ESGE Sortino Ratio Rank: 78
ESGE Omega Ratio Rank: 82
ESGE Calmar Ratio Rank: 77
ESGE Martin Ratio Rank: 79

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.

ESGE vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) 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.

	ESGE	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.75	—	—
Sortino ratio: Return per unit of downside risk	3.56	—	—
Omega ratio: Gain probability vs. loss probability	1.50	—	—
Calmar ratio: Return relative to maximum drawdown	3.98	—	—
Martin ratio: Return relative to average drawdown	15.51	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ESGE	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.75	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	2.48	-1.99

Drawdowns

ESGE vs. TJUN - Drawdown Comparison

The maximum ESGE drawdown since its inception was -41.07%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for ESGE and TJUN.

Drawdown Indicators

	ESGE	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-41.07%	-4.47%	-36.60%
Max Drawdown (1Y) Largest decline over 1 year	-13.90%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.23%	—	—
Current Drawdown Current decline from peak	-1.23%	-0.00%	-1.23%
Average Drawdown Average peak-to-trough decline	-14.47%	-0.60%	-13.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	—	—

Volatility

Volatility by Period

	ESGE	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.10%	7.54%	+12.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.11%	7.54%	+11.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.94%	7.54%	+12.40%

ESGE vs. TJUN - Expense Ratio Comparison

ESGE has a 0.25% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

ESGE vs. TJUN - Dividend Comparison

ESGE's dividend yield for the trailing twelve months is around 1.97%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGE iShares ESG Aware MSCI EM ETF	1.97%	2.50%	2.41%	2.64%	2.68%	2.66%	1.31%	2.59%	2.19%	1.86%	0.27%
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

Can I hold both ESGE and TJUN in my portfolio?

ESGE and TJUN have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESGE or TJUN?

On fees, ESGE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESGE or TJUN?

ESGE is cheaper with a 0.25% expense ratio, compared with 0.95% for TJUN.

Which ETF pays a higher dividend yield, ESGE or TJUN?

ESGE has the higher dividend yield at 1.97%, compared with 0.00% for TJUN.

What is the main difference between ESGE and TJUN?

ESGE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.25% for ESGE and 0.95% for TJUN.