SPEM vs. TJUN
SPEM (SPDR Portfolio Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - SPEM is a Emerging Markets Equities fund tracking the S&P Emerging Markets BMI, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.88 suggests significant overlap in exposure. SPEM charges 0.11%/yr vs 0.95%/yr for TJUN.
Performance
SPEM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, SPEM achieves a 12.45% return, which is significantly higher than TJUN's 5.26% return.
SPEM
- 1D
- -1.40%
- 1M
- 3.20%
- YTD
- 12.45%
- 6M
- 14.11%
- 1Y
- 31.35%
- 3Y*
- 18.73%
- 5Y*
- 5.70%
- 10Y*
- 9.45%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPEM SPDR Portfolio Emerging Markets ETF | 12.45% | 15.34% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between SPEM and TJUN is 0.88, 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 | 0.88 |
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Return for Risk
SPEM vs. TJUN — Risk / Return Rank
SPEM
TJUN
SPEM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Emerging Markets ETF (SPEM) 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.
| SPEM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | — | — |
| Martin ratioReturn relative to average drawdown | 10.14 | — | — |
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
| SPEM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 2.48 | -2.25 |
Drawdowns
SPEM vs. TJUN - Drawdown Comparison
The maximum SPEM drawdown since its inception was -64.41%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for SPEM and TJUN.
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Drawdown Indicators
| SPEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.41% | -4.47% | -59.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.06% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -0.00% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -0.60% | -14.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | — | — |
Volatility
SPEM vs. TJUN - Volatility Comparison
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Volatility by Period
| SPEM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 7.54% | +8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 7.54% | +9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 7.54% | +11.26% |
SPEM vs. TJUN - Expense Ratio Comparison
SPEM has a 0.11% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
SPEM vs. TJUN - Dividend Comparison
SPEM's dividend yield for the trailing twelve months is around 2.47%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEM SPDR Portfolio Emerging Markets ETF | 2.47% | 2.77% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% |
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
SPEM and TJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPEM is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPEM is cheaper with a 0.11% expense ratio, compared with 0.95% for TJUN.
SPEM has the higher dividend yield at 2.47%, compared with 0.00% for TJUN.
SPEM 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: 0.11% for SPEM and 0.95% for TJUN.
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