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TLTE vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTE vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLTE achieves a 15.71% return, which is significantly higher than TJUN's -0.94% return.


TLTE

1D
0.91%
1M
-1.41%
6M
6.23%
YTD
15.71%
1Y
30.47%
3Y*
17.77%
5Y*
7.25%
10Y*
7.90%
ALL TIME*
5.51%

TJUN

1D
0.30%
1M
-0.82%
6M
-3.17%
YTD
-0.94%
1Y
8.48%
3Y*
5Y*
10Y*
ALL TIME*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$26.04K$85.71K$115.87K
$291.32K$272.95K$346.48K

TLTE vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between TLTE and TJUN is 0.84, 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.

0.84

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

0.84

The correlation between TLTE and TJUN has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

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Return for Risk

TLTE vs. TJUN — Risk / Return Rank

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

TLTE
TLTE Risk / Return Rank: 5656
Overall Rank
TLTE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TLTE Sortino Ratio Rank: 5151
Sortino Ratio Rank
TLTE Omega Ratio Rank: 5757
Omega Ratio Rank
TLTE Calmar Ratio Rank: 6464
Calmar Ratio Rank
TLTE Martin Ratio Rank: 5858
Martin Ratio Rank

TJUN
TJUN Risk / Return Rank: 3131
Overall Rank
TJUN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 2828
Sortino Ratio Rank
TJUN Omega Ratio Rank: 3535
Omega Ratio Rank
TJUN Calmar Ratio Rank: 2626
Calmar Ratio Rank
TJUN Martin Ratio Rank: 3636
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.

TLTE vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) 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.

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.


TLTETJUNDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

2.35

0.87

+1.48

Martin ratioReturn relative to average drawdown

7.13

3.79

+3.34

TLTE vs. TJUN - Sharpe Ratio Comparison

The current TLTE Sharpe Ratio is 1.36, which is higher than the TJUN Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TLTE and TJUN, 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

TLTE vs. TJUN - Drawdown Comparison

The maximum TLTE drawdown since its inception was -44.21%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for TLTE and TJUN.


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Drawdown Indicators


TLTETJUNDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-9.77%

-34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-9.77%

-3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.97%

Max Drawdown (10Y)

Largest decline over 10 years

-44.21%

Current Drawdown

Current decline from peak

-8.55%

-6.33%

-2.22%

Average Drawdown

Average peak-to-trough decline

-12.08%

-1.10%

-10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

2.24%

+2.05%

Volatility

TLTE vs. TJUN - Volatility Comparison

FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has a higher volatility of 8.36% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 6.63%. This indicates that TLTE's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTETJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

6.63%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

9.42%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

10.70%

+11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

10.40%

+7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

10.40%

+8.33%

TLTE vs. TJUN - Expense Ratio Comparison

TLTE has a 0.59% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

TLTE vs. TJUN - Dividend Comparison

TLTE's dividend yield for the trailing twelve months is around 3.38%, while TJUN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
TLTE
FlexShares Morningstar Emerging Markets Factor Tilt Index
3.38%3.76%3.73%4.03%4.42%3.21%1.95%3.23%3.02%2.12%2.30%2.00%

Frequently Asked Questions


TLTE and TJUN have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLTE has higher volatility (8.36%) compared to TJUN (6.63%). In terms of maximum drawdown, TLTE dropped -44.21% vs TJUN's -9.77%.

On 1-year performance, TLTE leads with 30.47% vs 8.48% for TJUN. On fees, TLTE is cheaper at 0.59% per year. On volatility, TJUN has been the lower-risk option at 6.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TLTE has performed better with a 30.47% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLTE is cheaper with a 0.59% expense ratio, compared with 0.95% for TJUN.

TLTE has the higher dividend yield at 3.38%, compared with 0.00% for TJUN.

TLTE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. TLTE tracks Morningstar Emerging Markets Factor Tilt Index, while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). They also come from different issuers: Northern Trust and First Trust. Their fees differ too: 0.59% for TLTE and 0.95% for TJUN.

TLTE currently has the higher Sharpe Ratio (1.36 vs 0.80), 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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