TJUN vs. DVYE
TJUN (FT Vest Emerging Markets Buffer ETF - June) and DVYE (iShares Emerging Markets Dividend ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund managed by First Trust, while DVYE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend Index. Over the past year, TJUN returned 13.53% vs 23.11% for DVYE. A 0.65 correlation means they provide meaningful diversification when combined. TJUN charges 0.95%/yr vs 0.49%/yr for DVYE.
Performance
TJUN vs. DVYE - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a 1.65% return, which is significantly lower than DVYE's 6.75% return.
TJUN
- 1D
- -3.88%
- 1M
- -3.12%
- YTD
- 1.65%
- 6M
- 2.01%
- 1Y
- 13.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVYE
- 1D
- -2.04%
- 1M
- -3.13%
- YTD
- 6.75%
- 6M
- 7.37%
- 1Y
- 23.11%
- 3Y*
- 19.95%
- 5Y*
- 4.56%
- 10Y*
- 7.59%
TJUN vs. DVYE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.65% | 11.79% |
DVYE iShares Emerging Markets Dividend ETF | 6.75% | 15.41% |
Correlation
The correlation between TJUN and DVYE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.65 |
The correlation between TJUN and DVYE has been stable across timeframes, ranging from 0.65 to 0.65 - a consistent structural relationship.
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Return for Risk
TJUN vs. DVYE — Risk / Return Rank
TJUN
DVYE
TJUN vs. DVYE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and iShares Emerging Markets Dividend ETF (DVYE). 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.
| TJUN | DVYE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.18 | -0.14 |
| Martin ratioReturn relative to average drawdown | 13.10 | 8.93 | +4.18 |
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Drawdowns
TJUN vs. DVYE - Drawdown Comparison
The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum DVYE drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for TJUN and DVYE.
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Drawdown Indicators
| TJUN | DVYE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.47% | -47.42% | +42.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.47% | -7.30% | +2.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.89% | — |
Current DrawdownCurrent decline from peak | -3.88% | -7.30% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -0.58% | -15.34% | +14.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.59% | -1.55% |
Volatility
TJUN vs. DVYE - Volatility Comparison
The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 4.01%, while iShares Emerging Markets Dividend ETF (DVYE) has a volatility of 5.61%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUN | DVYE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.61% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 12.32% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.33% | 14.92% | -6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 17.09% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 18.33% | -10.00% |
TJUN vs. DVYE - Expense Ratio Comparison
TJUN has a 0.95% expense ratio, which is higher than DVYE's 0.49% expense ratio.
Dividends
TJUN vs. DVYE - Dividend Comparison
TJUN has not paid dividends to shareholders, while DVYE's dividend yield for the trailing twelve months is around 5.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 5.05% | 5.88% | 11.81% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% |
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
TJUN and DVYE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVYE has higher volatility (5.61%) compared to TJUN (4.01%). In terms of maximum drawdown, TJUN dropped -4.47% vs DVYE's -47.42%.
On 1-year performance, DVYE leads with 23.11% vs 13.53% for TJUN. On fees, DVYE is cheaper at 0.49% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVYE has performed better with a 23.11% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DVYE is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.
DVYE has the higher dividend yield at 5.05%, compared with 0.00% for TJUN.
TJUN is categorized as Defined Outcome, while DVYE is Emerging Markets Equities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.95% for TJUN and 0.49% for DVYE.
TJUN currently has the higher Sharpe Ratio (1.63 vs 1.56), 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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