EVLU vs. TJUN

Last updated Jun 4, 2026

EVLU (iShares MSCI Emerging Markets Value Factor ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EVLU is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Value Factor Select Index (Net), while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.81 suggests significant overlap in exposure. EVLU charges 0.35%/yr vs 0.95%/yr for TJUN.

Performance

EVLU vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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, EVLU achieves a 34.01% return, which is significantly higher than TJUN's 5.26% return.

EVLU

• 1D: -2.27%
• 1M: 15.31%
• YTD: 34.01%
• 6M: 37.37%
• 1Y: 72.04%
• 3Y*: —
• 5Y*: —
• 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)

EVLU vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
EVLU iShares MSCI Emerging Markets Value Factor ETF	34.01%	23.73%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between EVLU and TJUN is 0.81, 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	0.81

Return for Risk

EVLU vs. TJUN — Risk / Return Rank

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

EVLU

EVLU Risk / Return Rank: 92
EVLU Sharpe Ratio Rank: 95
EVLU Sortino Ratio Rank: 93
EVLU Omega Ratio Rank: 93
EVLU Calmar Ratio Rank: 90
EVLU Martin Ratio Rank: 90

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.

EVLU vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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.

	EVLU	TJUN	Difference
Sharpe ratio Return per unit of total volatility	3.80	—	—
Sortino ratio Return per unit of downside risk	4.71	—	—
Omega ratio Gain probability vs. loss probability	1.67	—	—
Calmar ratio Return relative to maximum drawdown	5.61	—	—
Martin ratio Return relative to average drawdown	20.79	—	—
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

	EVLU	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.23	2.48	-0.25

Drawdowns

EVLU vs. TJUN - Drawdown Comparison

The maximum EVLU drawdown since its inception was -17.17%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EVLU and TJUN.

Drawdown Indicators

	EVLU	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-17.17%	-4.47%	-12.70%
Max Drawdown (1Y) Largest decline over 1 year	-12.90%	—	—
Current Drawdown Current decline from peak	-2.27%	-0.00%	-2.27%
Average Drawdown Average peak-to-trough decline	-3.48%	-0.60%	-2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	—	—

Volatility

Volatility by Period

	EVLU	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.04%	7.54%	+11.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	7.54%	+12.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.93%	7.54%	+12.39%

EVLU vs. TJUN - Expense Ratio Comparison

EVLU has a 0.35% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

EVLU vs. TJUN - Dividend Comparison

EVLU's dividend yield for the trailing twelve months is around 3.88%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024
EVLU iShares MSCI Emerging Markets Value Factor ETF	3.88%	5.20%	1.03%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EVLU and TJUN in my portfolio?

EVLU and TJUN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EVLU or TJUN?

On fees, EVLU is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EVLU or TJUN?

EVLU is cheaper with a 0.35% expense ratio, compared with 0.95% for TJUN.

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

EVLU has the higher dividend yield at 3.88%, compared with 0.00% for TJUN.

What is the main difference between EVLU and TJUN?

EVLU 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: 0.35% for EVLU and 0.95% for TJUN.