XCNY vs. TJUN
XCNY (SPDR S&P Emerging Markets ex-China ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - XCNY is a Emerging Markets Equities fund tracking the S&P Emerging ex-China BMI, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). Both are passively managed. Over the past year, XCNY returned 29.12% vs 8.48% for TJUN. Their 0.80 correlation means they have sometimes moved together and sometimes differently. XCNY charges 0.15%/yr vs 0.95%/yr for TJUN.
Performance
XCNY vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, XCNY achieves a 16.46% return, which is significantly higher than TJUN's -0.94% return.
XCNY
- 1D
- 0.63%
- 1M
- -2.00%
- 6M
- 9.20%
- YTD
- 16.46%
- 1Y
- 29.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.10%
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 | |
| $17.91K | $17.11K | $17.73K |
XCNY vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XCNY SPDR S&P Emerging Markets ex-China ETF | 16.46% | 14.51% |
TJUN FT Vest Emerging Markets Buffer ETF - June | -0.94% | 11.79% |
Correlation
The correlation between XCNY and TJUN is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.80 |
The correlation between XCNY and TJUN has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
XCNY vs. TJUN — Risk / Return Rank
XCNY
TJUN
XCNY vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets ex-China ETF (XCNY) 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.
| XCNY | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 0.87 | +1.60 |
| Martin ratioReturn relative to average drawdown | 8.16 | 3.79 | +4.37 |
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Drawdowns
XCNY vs. TJUN - Drawdown Comparison
The maximum XCNY drawdown since its inception was -19.70%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for XCNY and TJUN.
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Drawdown Indicators
| XCNY | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -9.77% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -9.77% | -2.09% |
Current DrawdownCurrent decline from peak | -5.67% | -6.33% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -1.10% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.24% | +1.34% |
Volatility
XCNY vs. TJUN - Volatility Comparison
SPDR S&P Emerging Markets ex-China ETF (XCNY) has a higher volatility of 7.03% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 6.63%. This indicates that XCNY'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
| XCNY | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 6.63% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 9.42% | +8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 10.70% | +8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 10.40% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 10.40% | +8.24% |
XCNY vs. TJUN - Expense Ratio Comparison
XCNY has a 0.15% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
XCNY vs. TJUN - Dividend Comparison
XCNY's dividend yield for the trailing twelve months is around 2.30%, 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% |
XCNY SPDR S&P Emerging Markets ex-China ETF | 2.30% | 2.68% | 1.07% |
Frequently Asked Questions
XCNY and TJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XCNY has higher volatility (7.03%) compared to TJUN (6.63%). In terms of maximum drawdown, XCNY dropped -19.70% vs TJUN's -9.77%.
On 1-year performance, XCNY leads with 29.12% vs 8.48% for TJUN. On fees, XCNY is cheaper at 0.15% 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, XCNY has performed better with a 29.12% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XCNY is cheaper with a 0.15% expense ratio, compared with 0.95% for TJUN.
XCNY has the higher dividend yield at 2.30%, compared with 0.00% for TJUN.
XCNY is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. XCNY tracks S&P Emerging ex-China BMI, while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). They also come from different issuers: State Street and First Trust. Their fees differ too: 0.15% for XCNY and 0.95% for TJUN.
XCNY currently has the higher Sharpe Ratio (1.53 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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