QAT vs. TJUN
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. Over the past year, QAT returned 2.95% vs 11.95% for TJUN. At a 0.34 correlation, their price movements are largely independent. QAT charges 0.59%/yr vs 0.95%/yr for TJUN.
Performance
QAT vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, QAT achieves a -0.75% return, which is significantly lower than TJUN's 2.12% return.
QAT
- 1D
- -0.88%
- 1M
- -2.22%
- YTD
- -0.75%
- 6M
- -1.50%
- 1Y
- 2.95%
- 3Y*
- 5.26%
- 5Y*
- 3.29%
- 10Y*
- 4.00%
TJUN
- 1D
- 0.81%
- 1M
- -2.78%
- YTD
- 2.12%
- 6M
- 2.48%
- 1Y
- 11.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QAT vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QAT iShares MSCI Qatar ETF | -0.75% | 7.48% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 2.12% | 11.79% |
Correlation
The correlation between QAT and TJUN is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.34 |
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Return for Risk
QAT vs. TJUN — Risk / Return Rank
QAT
TJUN
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.
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.
| QAT | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.33 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 2.69 | -2.41 |
| Martin ratioReturn relative to average drawdown | 0.51 | 10.98 | -10.47 |
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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.
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Drawdown Indicators
| QAT | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.21% | -4.47% | -40.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -4.47% | -6.13% |
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 DrawdownCurrent decline from peak | -13.09% | -3.44% | -9.65% |
Average DrawdownAverage peak-to-trough decline | -19.14% | -0.60% | -18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 1.09% | +4.70% |
Volatility
QAT vs. TJUN - Volatility Comparison
iShares MSCI Qatar ETF (QAT) has a higher volatility of 5.24% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.12%. This indicates that QAT'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
| QAT | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.12% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 6.45% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 8.18% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 8.34% | +6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 8.34% | +9.20% |
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 4.71%, 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 | 4.71% | 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
QAT and TJUN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QAT has higher volatility (5.24%) compared to TJUN (4.12%). In terms of maximum drawdown, QAT dropped -45.21% vs TJUN's -4.47%.
On 1-year performance, TJUN leads with 11.95% vs 2.95% for QAT. On fees, QAT is cheaper at 0.59% per year. On volatility, TJUN has been the lower-risk option at 4.12%. 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 11.95% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QAT is cheaper with a 0.59% expense ratio, compared with 0.95% for TJUN.
QAT has the higher dividend yield at 4.71%, compared with 0.00% for 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.
TJUN currently has the higher Sharpe Ratio (1.47 vs 0.23), 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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