TJUN vs. EMCR
TJUN (FT Vest Emerging Markets Buffer ETF - June) and EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM), while EMCR is a Emerging Markets Equities fund tracking the Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. Both are passively managed. Over the past year, TJUN returned 8.16% vs 31.50% for EMCR. Their correlation of 0.88 means they have usually moved in the same direction. TJUN charges 0.95%/yr vs 0.15%/yr for EMCR.
Performance
TJUN vs. EMCR - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a -1.24% return, which is significantly lower than EMCR's 14.41% return.
TJUN
- 1D
- 0.61%
- 1M
- -1.11%
- 6M
- -3.34%
- YTD
- -1.24%
- 1Y
- 8.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.39%
EMCR
- 1D
- 0.75%
- 1M
- -2.20%
- 6M
- 6.42%
- YTD
- 14.41%
- 1Y
- 31.50%
- 3Y*
- 18.44%
- 5Y*
- 8.04%
- 10Y*
- —
- ALL TIME*
- 10.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $92.23K | $131.48K | $133.87K | |
| $28.96K | $85.30K | $113.88K |
TJUN vs. EMCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | -1.24% | 11.79% |
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 14.41% | 19.85% |
Correlation
The correlation between TJUN and EMCR is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.88 |
The correlation between TJUN and EMCR has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.
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Return for Risk
TJUN vs. EMCR — Risk / Return Rank
TJUN
EMCR
TJUN vs. EMCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). 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 | EMCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.20 | -1.41 |
| Martin ratioReturn relative to average drawdown | 3.49 | 6.82 | -3.33 |
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Drawdowns
TJUN vs. EMCR - Drawdown Comparison
The maximum TJUN drawdown since its inception was -9.77%, smaller than the maximum EMCR drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for TJUN and EMCR.
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Drawdown Indicators
| TJUN | EMCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.77% | -34.28% | +24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | -13.84% | +4.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.28% | — |
Current DrawdownCurrent decline from peak | -6.61% | -8.68% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -9.26% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 4.46% | -2.25% |
Volatility
TJUN vs. EMCR - Volatility Comparison
The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 6.70%, while Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a volatility of 8.48%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUN | EMCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 8.48% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 21.25% | -11.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 23.47% | -12.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 20.12% | -9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.42% | 20.27% | -9.85% |
TJUN vs. EMCR - Expense Ratio Comparison
TJUN has a 0.95% expense ratio, which is higher than EMCR's 0.15% expense ratio.
Dividends
TJUN vs. EMCR - Dividend Comparison
TJUN has not paid dividends to shareholders, while EMCR's dividend yield for the trailing twelve months is around 1.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 1.53% | 2.43% | 6.62% | 1.95% | 3.05% | 1.83% | 1.75% | 3.15% | 0.19% |
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% |
Frequently Asked Questions
TJUN and EMCR 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.
EMCR has higher volatility (8.48%) compared to TJUN (6.70%). In terms of maximum drawdown, TJUN dropped -9.77% vs EMCR's -34.28%.
On 1-year performance, EMCR leads with 31.50% vs 8.16% for TJUN. On fees, EMCR is cheaper at 0.15% per year. On volatility, TJUN has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EMCR has performed better with a 31.50% return vs 8.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMCR is cheaper with a 0.15% expense ratio, compared with 0.95% for TJUN.
EMCR has the higher dividend yield at 1.53%, compared with 0.00% for TJUN.
TJUN is categorized as Defined Outcome, while EMCR is Emerging Markets Equities. TJUN tracks iShares MSCI Emerging Markets ETF (EEM), while EMCR tracks Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. They also come from different issuers: First Trust and Deutsche Bank. Their fees differ too: 0.95% for TJUN and 0.15% for EMCR.
EMCR currently has the higher Sharpe Ratio (1.30 vs 0.72), 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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