EVLU vs. TJUN
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 tracking the iShares MSCI Emerging Markets ETF (EEM). Both are passively managed. Over the past year, EVLU returned 54.03% vs 9.48% for TJUN. Their correlation of 0.80 means they have usually moved in the same direction. EVLU charges 0.35%/yr vs 0.95%/yr for TJUN.
Performance
EVLU vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EVLU achieves a 29.24% return, which is significantly higher than TJUN's 0.92% return.
EVLU
- 1D
- -1.06%
- 1M
- 0.29%
- 6M
- 19.37%
- YTD
- 29.24%
- 1Y
- 54.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 36.50%
TJUN
- 1D
- -0.09%
- 1M
- -1.22%
- 6M
- -0.98%
- YTD
- 0.92%
- 1Y
- 9.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $207.69K | $151.31K | $128.35K | |
| $24.15K | $81.14K | $116.15K |
EVLU vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 29.24% | 24.89% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.92% | 11.79% |
Correlation
The correlation between EVLU and TJUN is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.80 |
The correlation between EVLU and TJUN has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
EVLU vs. TJUN — Risk / Return Rank
EVLU
TJUN
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVLU | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.20 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 0.97 | +3.23 |
| Martin ratioReturn relative to average drawdown | 12.09 | 4.17 | +7.92 |
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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 -9.77%. Use the drawdown chart below to compare losses from any high point for EVLU and TJUN.
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Drawdown Indicators
| EVLU | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -9.77% | -7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -9.77% | -3.13% |
Current DrawdownCurrent decline from peak | -5.75% | -4.58% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -1.12% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.28% | +2.20% |
Volatility
EVLU vs. TJUN - Volatility Comparison
iShares MSCI Emerging Markets Value Factor ETF (EVLU) and FT Vest Emerging Markets Buffer ETF - June (TJUN) have volatilities of 5.96% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 6.15% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 9.62% | +8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.01% | 10.83% | +10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 10.52% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 10.52% | +9.87% |
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 3.76%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.76% | 5.20% | 1.03% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVLU and TJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJUN has higher volatility (6.15%) compared to EVLU (5.96%). In terms of maximum drawdown, EVLU dropped -17.17% vs TJUN's -9.77%.
On 1-year performance, EVLU leads with 54.03% vs 9.48% for TJUN. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 5.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 54.03% return vs 9.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.95% for TJUN.
EVLU has the higher dividend yield at 3.76%, compared with 0.00% for TJUN.
EVLU is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net), while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). They also come from different issuers: iShares and First Trust. Their fees differ too: 0.35% for EVLU and 0.95% for TJUN.
EVLU currently has the higher Sharpe Ratio (2.58 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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