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GREK vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GREK vs. TJUN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GREK achieves a 11.36% return, which is significantly higher than TJUN's 5.26% return.


GREK

1D
0.08%
1M
4.63%
YTD
11.36%
6M
13.04%
1Y
37.72%
3Y*
33.69%
5Y*
24.04%
10Y*
13.99%

TJUN

1D
0.00%
1M
0.51%
YTD
5.26%
6M
6.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GREK vs. TJUN - Yearly Performance Comparison


2026 (YTD)2025
GREK
Global X MSCI Greece ETF
11.36%20.80%
TJUN
FT Vest Emerging Markets Buffer ETF - June
5.26%11.69%

Correlation

The correlation between GREK and TJUN is 0.53, 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

0.53

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Return for Risk

GREK vs. TJUN — Risk / Return Rank

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

GREK
GREK Risk / Return Rank: 4343
Overall Rank
GREK Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 4949
Sortino Ratio Rank
GREK Omega Ratio Rank: 4545
Omega Ratio Rank
GREK Calmar Ratio Rank: 3737
Calmar Ratio Rank
GREK Martin Ratio Rank: 3636
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.

GREK vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) 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.


GREKTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.78

Martin ratioReturn relative to average drawdown

5.52

GREK vs. TJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GREKTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

2.48

-2.32

Drawdowns

GREK vs. TJUN - Drawdown Comparison

The maximum GREK drawdown since its inception was -79.50%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for GREK and TJUN.


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Drawdown Indicators


GREKTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-79.50%

-4.47%

-75.03%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.04%

Current Drawdown

Current decline from peak

-4.92%

0.00%

-4.92%

Average Drawdown

Average peak-to-trough decline

-45.32%

-0.59%

-44.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

Volatility

GREK vs. TJUN - Volatility Comparison


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Volatility by Period


GREKTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

7.52%

+16.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.37%

7.52%

+16.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.82%

7.52%

+22.30%

GREK vs. TJUN - Expense Ratio Comparison

GREK has a 0.58% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

GREK vs. TJUN - Dividend Comparison

GREK's dividend yield for the trailing twelve months is around 3.11%, while TJUN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF
3.11%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
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%0.00%

Frequently Asked Questions


GREK and TJUN have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GREK is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GREK is cheaper with a 0.58% expense ratio, compared with 0.95% for TJUN.

GREK has the higher dividend yield at 3.11%, compared with 0.00% for TJUN.

GREK is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.58% for GREK and 0.95% for TJUN.

Portfolio Optimizer

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