KSA vs. TJUN
KSA (iShares MSCI Saudi Arabia ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - KSA is a Emerging Markets Equities fund tracking the MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, KSA returned 5.80% vs 13.53% for TJUN. At a 0.36 correlation, their price movements are largely independent. KSA charges 0.74%/yr vs 0.95%/yr for TJUN.
Performance
KSA vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, KSA achieves a 6.52% return, which is significantly higher than TJUN's 1.65% return.
KSA
- 1D
- -0.26%
- 1M
- 0.37%
- YTD
- 6.52%
- 6M
- 5.51%
- 1Y
- 5.80%
- 3Y*
- 0.90%
- 5Y*
- 2.08%
- 10Y*
- 7.56%
TJUN
- 1D
- -3.88%
- 1M
- -3.12%
- YTD
- 1.65%
- 6M
- 2.01%
- 1Y
- 13.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KSA vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KSA iShares MSCI Saudi Arabia ETF | 6.52% | 0.79% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.65% | 11.79% |
Correlation
The correlation between KSA and TJUN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.36 |
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Return for Risk
KSA vs. TJUN — Risk / Return Rank
KSA
TJUN
KSA vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) 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.
| KSA | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.04 | -2.54 |
| Martin ratioReturn relative to average drawdown | 1.11 | 13.10 | -12.00 |
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Drawdowns
KSA vs. TJUN - Drawdown Comparison
The maximum KSA drawdown since its inception was -40.56%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for KSA and TJUN.
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Drawdown Indicators
| KSA | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.56% | -4.47% | -36.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -4.47% | -7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | — | — |
Current DrawdownCurrent decline from peak | -15.46% | -3.88% | -11.58% |
Average DrawdownAverage peak-to-trough decline | -11.45% | -0.58% | -10.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 1.04% | +4.22% |
Volatility
KSA vs. TJUN - Volatility Comparison
iShares MSCI Saudi Arabia ETF (KSA) has a higher volatility of 5.08% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that KSA's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KSA | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.01% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 6.42% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 8.33% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 8.33% | +7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 8.33% | +11.75% |
KSA vs. TJUN - Expense Ratio Comparison
KSA has a 0.74% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
KSA vs. TJUN - Dividend Comparison
KSA's dividend yield for the trailing twelve months is around 2.70%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSA iShares MSCI Saudi Arabia ETF | 2.70% | 2.95% | 3.44% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.05% | 0.04% |
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
KSA and TJUN have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSA has higher volatility (5.08%) compared to TJUN (4.01%). In terms of maximum drawdown, KSA dropped -40.56% vs TJUN's -4.47%.
On 1-year performance, TJUN leads with 13.53% vs 5.80% for KSA. On fees, KSA is cheaper at 0.74% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TJUN has performed better with a 13.53% return vs 5.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
KSA is cheaper with a 0.74% expense ratio, compared with 0.95% for TJUN.
KSA has the higher dividend yield at 2.70%, compared with 0.00% for TJUN.
KSA 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: 0.74% for KSA and 0.95% for TJUN.
TJUN currently has the higher Sharpe Ratio (1.63 vs 0.35), 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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