TJUN vs. RWEM

Last updated Jun 5, 2026

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

Performance

TJUN vs. RWEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - June (TJUN) and Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TJUN achieves a 5.26% return, which is significantly lower than RWEM's 27.42% return.

TJUN

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

RWEM

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

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

TJUN vs. RWEM - Yearly Performance Comparison

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

Correlation

The correlation between TJUN and RWEM 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

TJUN vs. RWEM — 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.

TJUN vs. RWEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

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

Drawdowns

TJUN vs. RWEM - Drawdown Comparison

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

Drawdown Indicators

	TJUN	RWEM	Difference
Max Drawdown Largest peak-to-trough decline	-4.47%	-26.92%	+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	-0.59%	-9.63%	+9.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.75%	—

Volatility

Volatility by Period

	TJUN	RWEM	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	7.52%	31.82%	-24.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.52%	21.35%	-13.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.52%	21.35%	-13.83%

TJUN vs. RWEM - Expense Ratio Comparison

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

Dividends

TJUN vs. RWEM - Dividend Comparison

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

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 TJUN and RWEM in my portfolio?

TJUN and RWEM 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, TJUN or RWEM?

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, TJUN or RWEM?

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

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

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

What is the main difference between TJUN and RWEM?

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