XCEM vs. TJUN
XCEM (Columbia EM Core ex-China ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - XCEM is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.83 suggests significant overlap in exposure. XCEM charges 0.16%/yr vs 0.95%/yr for TJUN.
Performance
XCEM vs. TJUN - Performance Comparison
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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*
- —
XCEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XCEM Columbia EM Core ex-China ETF | 38.32% | 20.09% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
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 |
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Return for Risk
XCEM vs. TJUN — Risk / Return Rank
XCEM
TJUN
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.
| XCEM | TJUN | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCEM | TJUN | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| XCEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.25% | -0.00% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -0.60% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | — | — |
Volatility
XCEM vs. TJUN - Volatility Comparison
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Volatility by Period
| XCEM | TJUN | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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