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UAE vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UAE vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI UAE ETF (UAE) 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, UAE achieves a -2.82% return, which is significantly lower than TJUN's 5.26% return.


UAE

1D
-1.38%
1M
-2.11%
YTD
-2.82%
6M
-0.47%
1Y
4.41%
3Y*
12.18%
5Y*
8.83%
10Y*
5.59%

TJUN

1D
-0.00%
1M
0.66%
YTD
5.26%
6M
6.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UAE vs. TJUN - Yearly Performance Comparison


2026 (YTD)2025
UAE
iShares MSCI UAE ETF
-2.82%9.33%
TJUN
FT Vest Emerging Markets Buffer ETF - June
5.26%11.69%

Correlation

The correlation between UAE and TJUN is 0.35, 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

0.35

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Return for Risk

UAE vs. TJUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UAE
UAE Risk / Return Rank: 1111
Overall Rank
UAE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UAE Sortino Ratio Rank: 1111
Sortino Ratio Rank
UAE Omega Ratio Rank: 1111
Omega Ratio Rank
UAE Calmar Ratio Rank: 1111
Calmar Ratio Rank
UAE Martin Ratio Rank: 1111
Martin Ratio Rank

TJUN
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.

UAE vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) 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.


UAETJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.21

Martin ratioReturn relative to average drawdown

0.53

UAE vs. TJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UAETJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

2.48

-2.43

Drawdowns

UAE vs. TJUN - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.49%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for UAE and TJUN.


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Drawdown Indicators


UAETJUNDifference

Max Drawdown

Largest peak-to-trough decline

-60.49%

-4.47%

-56.02%

Max Drawdown (1Y)

Largest decline over 1 year

-21.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-49.71%

Current Drawdown

Current decline from peak

-16.42%

-0.00%

-16.42%

Average Drawdown

Average peak-to-trough decline

-23.91%

-0.60%

-23.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

Volatility

UAE vs. TJUN - Volatility Comparison


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Volatility by Period


UAETJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

7.54%

+14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

7.54%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

7.54%

+12.00%

UAE vs. TJUN - Expense Ratio Comparison

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


Dividends

UAE vs. TJUN - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 4.22%, 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%
UAE
iShares MSCI UAE ETF
4.22%4.10%3.32%3.25%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%

Frequently Asked Questions


UAE and TJUN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UAE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

UAE has the higher dividend yield at 4.22%, compared with 0.00% for TJUN.

UAE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.59% for UAE and 0.95% for TJUN.

Portfolio Optimizer

Find the right allocation for UAE and TJUN

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