WCME vs. TJUN

Last updated Jun 24, 2026

WCME (First Trust WCM Developing World Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - WCME is a Emerging Markets Equities fund tracking the Actively Managed, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, WCME returned 27.95% vs 13.53% for TJUN. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.95% expense ratio.

Performance

WCME vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust WCM Developing World Equity ETF (WCME) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCME achieves a 12.31% return, which is significantly higher than TJUN's 1.65% return.

WCME

• 1D: -4.48%
• 1M: 1.09%
• YTD: 12.31%
• 6M: 12.91%
• 1Y: 27.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TJUN

• 1D: -3.88%
• 1M: -3.12%
• YTD: 1.65%
• 6M: 2.01%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WCME vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
WCME First Trust WCM Developing World Equity ETF	12.31%	14.13%
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%

Correlation

The correlation between WCME and TJUN is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.81

The correlation between WCME and TJUN has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

Return for Risk

WCME vs. TJUN — Risk / Return Rank

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

WCME

WCME Risk / Return Rank: 39
WCME Sharpe Ratio Rank: 38
WCME Sortino Ratio Rank: 35
WCME Omega Ratio Rank: 39
WCME Calmar Ratio Rank: 39
WCME Martin Ratio Rank: 41

TJUN

TJUN Risk / Return Rank: 62
TJUN Sharpe Ratio Rank: 52
TJUN Sortino Ratio Rank: 48
TJUN Omega Ratio Rank: 69
TJUN Calmar Ratio Rank: 67
TJUN Martin Ratio Rank: 76

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.

WCME vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust WCM Developing World Equity ETF (WCME) 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.

	WCME	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.25	1.63	-0.38
Sortino ratio: Return per unit of downside risk	1.72	2.16	-0.44
Omega ratio: Gain probability vs. loss probability	1.24	1.37	-0.13
Calmar ratio: Return relative to maximum drawdown	1.80	3.04	-1.25
Martin ratio: Return relative to average drawdown	6.13	13.10	-6.98

WCME vs. TJUN - Sharpe Ratio Comparison

The current WCME Sharpe Ratio is 1.25, which is comparable to the TJUN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of WCME 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.

Drawdowns

WCME vs. TJUN - Drawdown Comparison

The maximum WCME drawdown since its inception was -15.64%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for WCME and TJUN.

Drawdown Indicators

	WCME	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-15.64%	-4.47%	-11.17%
Max Drawdown (1Y) Largest decline over 1 year	-15.64%	-4.47%	-11.17%
Current Drawdown Current decline from peak	-4.57%	-3.88%	-0.69%
Average Drawdown Average peak-to-trough decline	-3.71%	-0.58%	-3.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	1.04%	+3.53%

Volatility

WCME vs. TJUN - Volatility Comparison

First Trust WCM Developing World Equity ETF (WCME) has a higher volatility of 11.63% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that WCME'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.

Volatility by Period

	WCME	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.63%	4.01%	+7.62%
Volatility (6M) Calculated over the trailing 6-month period	19.88%	6.42%	+13.46%
Volatility (1Y) Calculated over the trailing 1-year period	22.49%	8.33%	+14.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.95%	8.33%	+12.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.95%	8.33%	+12.62%

WCME vs. TJUN - Expense Ratio Comparison

Both WCME and TJUN have an expense ratio of 0.95%.

Dividends

WCME vs. TJUN - Dividend Comparison

WCME's dividend yield for the trailing twelve months is around 0.61%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%
WCME First Trust WCM Developing World Equity ETF	0.61%	0.68%	0.53%

Frequently Asked Questions

Can I hold both WCME and TJUN in my portfolio?

WCME and TJUN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCME or TJUN?

WCME has higher volatility (11.63%) compared to TJUN (4.01%). In terms of maximum drawdown, WCME dropped -15.64% vs TJUN's -4.47%.

Which ETF is better, WCME or TJUN?

On 1-year performance, WCME leads with 27.95% vs 13.53% for TJUN. Both ETFs have the same 0.95% expense ratio. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCME or TJUN?

Over the 1-year period, WCME has performed better with a 27.95% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCME or TJUN?

WCME and TJUN have the same expense ratio: 0.95% per year.

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

WCME has the higher dividend yield at 0.61%, compared with 0.00% for TJUN.

What is the main difference between WCME and TJUN?

WCME is categorized as Emerging Markets Equities, while TJUN is Defined Outcome.

Which has better risk-adjusted returns?

TJUN currently has the higher Sharpe Ratio (1.63 vs 1.25), 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.