QEMM vs. TJUN
QEMM (SPDR MSCI Emerging Markets StrategicFactors ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - QEMM is a Emerging Markets Equities fund tracking the MSCI EM Factor Mix A-Series (USD), while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.83 suggests significant overlap in exposure. QEMM charges 0.30%/yr vs 0.95%/yr for TJUN.
Performance
QEMM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, QEMM achieves a 24.39% return, which is significantly higher than TJUN's 5.26% return.
QEMM
- 1D
- -1.21%
- 1M
- 6.69%
- YTD
- 24.39%
- 6M
- 26.00%
- 1Y
- 42.27%
- 3Y*
- 19.52%
- 5Y*
- 7.37%
- 10Y*
- 8.96%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QEMM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 24.39% | 11.97% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between QEMM and TJUN is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.83 |
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Return for Risk
QEMM vs. TJUN — Risk / Return Rank
QEMM
TJUN
QEMM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) 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.
| QEMM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | — | — |
| Martin ratioReturn relative to average drawdown | 14.92 | — | — |
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
| QEMM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 2.48 | -2.14 |
Drawdowns
QEMM vs. TJUN - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for QEMM and TJUN.
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Drawdown Indicators
| QEMM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.89% | -4.47% | -32.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | -0.00% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -0.60% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | — | — |
Volatility
QEMM vs. TJUN - Volatility Comparison
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Volatility by Period
| QEMM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 7.54% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 7.54% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 7.54% | +9.35% |
QEMM vs. TJUN - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
QEMM vs. TJUN - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 4.34%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.34% | 4.90% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% |
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
QEMM and TJUN have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QEMM is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QEMM is cheaper with a 0.30% expense ratio, compared with 0.95% for TJUN.
QEMM has the higher dividend yield at 4.34%, compared with 0.00% for TJUN.
QEMM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.30% for QEMM and 0.95% for TJUN.
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