GREK vs. TJUN
GREK (Global X MSCI Greece ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - GREK is a Emerging Markets Equities fund tracking the MSCI All Greece Select 25-50, while TJUN is a Defined Outcome fund managed by First Trust. A 0.53 correlation means they provide meaningful diversification when combined. GREK charges 0.58%/yr vs 0.95%/yr for TJUN.
Performance
GREK vs. TJUN - Performance Comparison
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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*
- —
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
GREK
TJUN
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.
| GREK | TJUN | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GREK | TJUN | Difference | |
|---|---|---|---|
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
| GREK | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.92% | 0.00% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -45.32% | -0.59% | -44.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | — | — |
Volatility
GREK vs. TJUN - Volatility Comparison
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Volatility by Period
| GREK | TJUN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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