TLTE vs. TJUN
TLTE (FlexShares Morningstar Emerging Markets Factor Tilt Index) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - TLTE is a Emerging Markets Equities fund tracking the Morningstar Emerging Markets Factor Tilt Index, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). Both are passively managed. Over the past year, TLTE returned 30.47% vs 8.48% for TJUN. Their correlation of 0.84 means they have usually moved in the same direction. TLTE charges 0.59%/yr vs 0.95%/yr for TJUN.
Performance
TLTE vs. TJUN - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
TLTE FlexShares Morningstar Emerging Markets Factor Tilt Index | 15.71% | 17.48% |
TJUN FT Vest Emerging Markets Buffer ETF - June | -0.94% | 11.79% |
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
TLTE
TJUN
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.
| TLTE | TJUN | Difference | |
|---|---|---|---|
| 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 |
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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
| TLTE | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.55% | -6.33% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -1.10% | -10.98% |
Ulcer IndexDepth 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
| TLTE | TJUN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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