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TJUN vs. GREK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TJUN vs. GREK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - June (TJUN) and Global X MSCI Greece ETF (GREK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TJUN achieves a -1.24% return, which is significantly lower than GREK's 22.60% return.


TJUN

1D
0.61%
1M
-1.11%
6M
-3.34%
YTD
-1.24%
1Y
8.16%
3Y*
5Y*
10Y*
ALL TIME*
9.39%

GREK

1D
-0.62%
1M
5.48%
6M
9.57%
YTD
22.60%
1Y
36.74%
3Y*
32.40%
5Y*
27.82%
10Y*
17.36%
ALL TIME*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.46M$9.35M$7.83M
$28.96K$85.30K$113.88K

TJUN vs. GREK - Yearly Performance Comparison


2026 (YTD)2025
TJUN
FT Vest Emerging Markets Buffer ETF - June
-1.24%11.79%
GREK
Global X MSCI Greece ETF
22.60%24.86%

Correlation

The correlation between TJUN and GREK is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2025

0.51

The correlation between TJUN and GREK has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.

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Return for Risk

TJUN vs. GREK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TJUN
TJUN Risk / Return Rank: 3131
Overall Rank
TJUN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 2727
Sortino Ratio Rank
TJUN Omega Ratio Rank: 3535
Omega Ratio Rank
TJUN Calmar Ratio Rank: 2626
Calmar Ratio Rank
TJUN Martin Ratio Rank: 3535
Martin Ratio Rank

GREK
GREK Risk / Return Rank: 5858
Overall Rank
GREK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 6969
Sortino Ratio Rank
GREK Omega Ratio Rank: 6262
Omega Ratio Rank
GREK Calmar Ratio Rank: 4848
Calmar Ratio Rank
GREK Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TJUN vs. GREK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and Global X MSCI Greece ETF (GREK). 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.


TJUNGREKDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

0.79

1.71

-0.92

Martin ratioReturn relative to average drawdown

3.49

5.27

-1.77

TJUN vs. GREK - Sharpe Ratio Comparison

The current TJUN Sharpe Ratio is 0.72, which is lower than the GREK Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TJUN and GREK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TJUN vs. GREK - Drawdown Comparison

The maximum TJUN drawdown since its inception was -9.77%, smaller than the maximum GREK drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for TJUN and GREK.


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Drawdown Indicators


TJUNGREKDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-79.50%

+69.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-21.32%

+11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

Max Drawdown (10Y)

Largest decline over 10 years

-57.04%

Current Drawdown

Current decline from peak

-6.61%

-0.62%

-5.99%

Average Drawdown

Average peak-to-trough decline

-1.08%

-44.86%

+43.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

6.92%

-4.71%

Volatility

TJUN vs. GREK - Volatility Comparison

The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 6.70%, while Global X MSCI Greece ETF (GREK) has a volatility of 7.63%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TJUNGREKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.63%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

21.24%

-11.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

24.67%

-13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.42%

24.49%

-14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

28.85%

-18.43%

TJUN vs. GREK - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than GREK's 0.56% expense ratio.


Dividends

TJUN vs. GREK - Dividend Comparison

TJUN has not paid dividends to shareholders, while GREK's dividend yield for the trailing twelve months is around 2.43%.


PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF
2.43%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
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 GREK have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GREK has higher volatility (7.63%) compared to TJUN (6.70%). In terms of maximum drawdown, TJUN dropped -9.77% vs GREK's -79.50%.

On 1-year performance, GREK leads with 36.74% vs 8.16% for TJUN. On fees, GREK is cheaper at 0.56% 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, GREK has performed better with a 36.74% return vs 8.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GREK is cheaper with a 0.56% expense ratio, compared with 0.95% for TJUN.

GREK has the higher dividend yield at 2.43%, compared with 0.00% for TJUN.

TJUN is categorized as Defined Outcome, while GREK is Emerging Markets Equities. TJUN tracks iShares MSCI Emerging Markets ETF (EEM), while GREK tracks MSCI All Greece Select 25/50 Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.95% for TJUN and 0.56% for GREK.

GREK currently has the higher Sharpe Ratio (1.48 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.

Portfolio Optimizer

Find the right allocation for TJUN and GREK

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