PortfoliosLab logoPortfoliosLab logo
XCEM vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCEM vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia EM Core ex-China ETF (XCEM) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XCEM achieves a 38.32% return, which is significantly higher than TJUN's 5.26% return.


XCEM

1D
-1.25%
1M
12.13%
YTD
38.32%
6M
44.13%
1Y
71.14%
3Y*
26.37%
5Y*
11.95%
10Y*
12.99%

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)

XCEM vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between XCEM and TJUN is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.83

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XCEM vs. TJUN — Risk / Return Rank

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

XCEM
XCEM Risk / Return Rank: 9090
Overall Rank
XCEM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XCEM Sortino Ratio Rank: 9090
Sortino Ratio Rank
XCEM Omega Ratio Rank: 9191
Omega Ratio Rank
XCEM Calmar Ratio Rank: 8787
Calmar Ratio Rank
XCEM Martin Ratio Rank: 8989
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.

XCEM vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia EM Core ex-China ETF (XCEM) 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.


XCEMTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

4.95

Martin ratioReturn relative to average drawdown

19.98

XCEM vs. TJUN - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


XCEMTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

2.48

-1.85

Drawdowns

XCEM vs. TJUN - Drawdown Comparison

The maximum XCEM drawdown since its inception was -41.24%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for XCEM and TJUN.


Loading charts...

Drawdown Indicators


XCEMTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-41.24%

-4.47%

-36.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

Current Drawdown

Current decline from peak

-1.25%

-0.00%

-1.25%

Average Drawdown

Average peak-to-trough decline

-8.59%

-0.60%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

Volatility

XCEM vs. TJUN - Volatility Comparison


Loading charts...

Volatility by Period


XCEMTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

Volatility (6M)

Calculated over the trailing 6-month period

18.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

7.54%

+13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

7.54%

+10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

7.54%

+12.18%

XCEM vs. TJUN - Expense Ratio Comparison

XCEM has a 0.16% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

XCEM vs. TJUN - Dividend Comparison

XCEM's dividend yield for the trailing twelve months is around 2.35%, 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%
XCEM
Columbia EM Core ex-China ETF
2.35%3.25%2.76%1.22%2.42%1.94%1.63%2.11%2.70%9.56%1.24%2.63%

Frequently Asked Questions


XCEM and TJUN have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCEM is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCEM is cheaper with a 0.16% expense ratio, compared with 0.95% for TJUN.

XCEM has the higher dividend yield at 2.35%, compared with 0.00% for TJUN.

XCEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Ameriprise Financial and First Trust. Their fees differ too: 0.16% for XCEM and 0.95% for TJUN.

Portfolio Optimizer

Find the right allocation for XCEM and TJUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer