RWEM vs. TJUN

Last updated Jun 5, 2026

RWEM (Rayliant Wilshire NxtGen Emerging Markets Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - RWEM is a Emerging Markets Equities fund tracking the FT Wilshire Emerging Large NxtGen Index, while TJUN is a Defined Outcome fund managed by First Trust. At a 0.42 correlation, their price movements are largely independent. RWEM charges 0.52%/yr vs 0.95%/yr for TJUN.

Performance

RWEM vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM) 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, RWEM achieves a 27.42% return, which is significantly higher than TJUN's 5.26% return.

RWEM

• 1D: 0.64%
• 1M: 9.98%
• YTD: 27.42%
• 6M: 35.22%
• 1Y: 56.77%
• 3Y*: 25.62%
• 5Y*: —
• 10Y*: —

TJUN

• 1D: 0.00%
• 1M: 0.51%
• YTD: 5.26%
• 6M: 6.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RWEM vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF	27.42%	20.33%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between RWEM and TJUN is 0.42, 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	0.42

Return for Risk

RWEM vs. TJUN — Risk / Return Rank

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

RWEM

RWEM Risk / Return Rank: 60
RWEM Sharpe Ratio Rank: 53
RWEM Sortino Ratio Rank: 51
RWEM Omega Ratio Rank: 57
RWEM Calmar Ratio Rank: 75
RWEM Martin Ratio Rank: 67

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.

RWEM vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM) 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.

	RWEM	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.79	—	—
Sortino ratio: Return per unit of downside risk	2.42	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.71	—	—
Martin ratio: Return relative to average drawdown	11.98	—	—
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

	RWEM	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	2.48	-1.88

Drawdowns

RWEM vs. TJUN - Drawdown Comparison

The maximum RWEM drawdown since its inception was -26.92%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for RWEM and TJUN.

Drawdown Indicators

	RWEM	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-26.92%	-4.47%	-22.45%
Max Drawdown (1Y) Largest decline over 1 year	-15.39%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.56%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.63%	-0.59%	-9.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.75%	—	—

Volatility

Volatility by Period

	RWEM	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.82%	7.52%	+24.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.35%	7.52%	+13.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.35%	7.52%	+13.83%

RWEM vs. TJUN - Expense Ratio Comparison

RWEM has a 0.52% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

RWEM vs. TJUN - Dividend Comparison

RWEM's dividend yield for the trailing twelve months is around 1.69%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF	1.69%	2.15%	3.59%	1.60%	5.59%	0.39%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RWEM and TJUN in my portfolio?

RWEM and TJUN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RWEM or TJUN?

On fees, RWEM is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RWEM or TJUN?

RWEM is cheaper with a 0.52% expense ratio, compared with 0.95% for TJUN.

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

RWEM has the higher dividend yield at 1.69%, compared with 0.00% for TJUN.

What is the main difference between RWEM and TJUN?

RWEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Rayliant and First Trust. Their fees differ too: 0.52% for RWEM and 0.95% for TJUN.