QAT vs. TJUN

Last updated Jun 3, 2026

QAT (iShares MSCI Qatar ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - QAT is a Emerging Markets Equities fund tracking the MSCI All Qatar Capped Index, while TJUN is a Defined Outcome fund managed by First Trust. At a 0.36 correlation, their price movements are largely independent. QAT charges 0.59%/yr vs 0.95%/yr for TJUN.

Performance

QAT vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Qatar ETF (QAT) 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, QAT achieves a -0.05% return, which is significantly lower than TJUN's 5.26% return.

QAT

• 1D: -1.37%
• 1M: 0.05%
• YTD: -0.05%
• 6M: 1.39%
• 1Y: 3.73%
• 3Y*: 4.09%
• 5Y*: 3.48%
• 10Y*: 4.34%

TJUN

• 1D: 0.04%
• 1M: 0.70%
• YTD: 5.26%
• 6M: 6.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QAT vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
QAT iShares MSCI Qatar ETF	-0.05%	6.04%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between QAT and TJUN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.36

Return for Risk

QAT vs. TJUN — Risk / Return Rank

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

QAT

QAT Risk / Return Rank: 12
QAT Sharpe Ratio Rank: 13
QAT Sortino Ratio Rank: 12
QAT Omega Ratio Rank: 12
QAT Calmar Ratio Rank: 13
QAT Martin Ratio Rank: 12

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.

QAT vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) 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.

	QAT	TJUN	Difference
Sharpe ratio Return per unit of total volatility	0.28	—	—
Sortino ratio Return per unit of downside risk	0.48	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.38	—	—
Martin ratio Return relative to average drawdown	0.73	—	—
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

	QAT	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	2.49	-2.42

Drawdowns

QAT vs. TJUN - Drawdown Comparison

The maximum QAT drawdown since its inception was -45.21%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for QAT and TJUN.

Drawdown Indicators

	QAT	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-45.21%	-4.47%	-40.74%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.04%	—	—
Current Drawdown Current decline from peak	-12.48%	0.00%	-12.48%
Average Drawdown Average peak-to-trough decline	-19.18%	-0.60%	-18.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.52%	—	—

Volatility

Volatility by Period

	QAT	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	7.55%	+5.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	7.55%	+7.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.56%	7.55%	+10.01%

QAT vs. TJUN - Expense Ratio Comparison

QAT has a 0.59% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

QAT vs. TJUN - Dividend Comparison

QAT's dividend yield for the trailing twelve months is around 3.51%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QAT iShares MSCI Qatar ETF	3.51%	3.51%	5.90%	3.92%	4.78%	2.33%	2.63%	3.57%	4.63%	4.10%	3.51%	4.49%
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

Can I hold both QAT and TJUN in my portfolio?

QAT 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.

Which ETF is better, QAT or TJUN?

On fees, QAT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QAT or TJUN?

QAT is cheaper with a 0.59% expense ratio, compared with 0.95% for TJUN.

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

QAT has the higher dividend yield at 3.51%, compared with 0.00% for TJUN.

What is the main difference between QAT and TJUN?

QAT 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: 0.59% for QAT and 0.95% for TJUN.