EMDM vs ZJUN
Comparison between FIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF (EMDM, ETF) and Innovator Equity Defined Protection ETF 1 Yr June (ZJUN, ETF).
EMDM vs ZJUN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EMDM
$32M
ZJUN
$32M
Expense Ratio
Winner
EMDM
0.75%
ZJUN
0.79%
Max Drawdown
EMDM
21.90%
Winner
ZJUN
1.08%
Sharpe Ratio
Winner
EMDM
2.35
ZJUN
0.96
5Y Beta
EMDM
0.96
Winner
ZJUN
0.14
EMDM vs ZJUN - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EMDM
+4.19%
ZJUN
-0.05%
3M
Winner
EMDM
+22.49%
ZJUN
+1.57%
6M
Winner
EMDM
+42.03%
ZJUN
+2.28%
1Y
Winner
EMDM
+80.65%
ZJUN
+5.60%
Max(CAGR)
Winner
EMDM
+29.99%
ZJUN
+5.77%
EMDM vs ZJUN - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | EMDM | ZJUN |
|---|---|---|
| 2026 | +32.93% | +1.85% |
| 2025 | +59.07% | +3.95% |
| 2024 | -3.39% | N/A |
| 2023 | +14.20% | N/A |
EMDM vs ZJUN Drawdown Comparison
The maximum drawdown for EMDM was -18.84%, occurring on Apr 8, 2025. Recovery took 165 trading sessions.
The maximum drawdown for ZJUN was -1.08%, occurring on Mar 30, 2026. Recovery took 29 trading sessions.
The current EMDM drawdown is -3.27%. The current ZJUN drawdown is -0.51%.
| Rank | EMDM | ZJUN |
|---|---|---|
| #1 | -18.84% Sep 26, 2024 - May 27, 2025 | -1.08% Feb 25, 2026 - Apr 8, 2026 |
| #2 | -15.65% Feb 26, 2026 - Apr 17, 2026 | -0.95% Jun 2, 2026 - Jun 10, 2026 |
| #3 | -13.22% Jul 28, 2023 - Dec 14, 2023 | -0.49% Oct 28, 2025 - Nov 25, 2025 |
| #4 | -10.24% Jul 12, 2024 - Sep 26, 2024 | -0.33% Jan 16, 2026 - Jan 26, 2026 |
| #5 | -9.10% Jun 2, 2026 - Jun 5, 2026 | -0.28% Oct 6, 2025 - Oct 20, 2025 |
| #6 | -7.68% Dec 27, 2023 - Mar 27, 2024 | -0.23% Feb 2, 2026 - Feb 6, 2026 |
| #7 | -6.66% Mar 3, 2023 - Apr 11, 2023 | -0.23% Sep 22, 2025 - Oct 1, 2025 |
| #8 | -6.16% Apr 9, 2024 - May 14, 2024 | -0.19% Aug 14, 2025 - Aug 22, 2025 |
| #9 | -5.74% May 11, 2026 - May 26, 2026 | -0.19% Aug 28, 2025 - Sep 4, 2025 |
| #10 | -5.70% May 15, 2024 - Jul 3, 2024 | -0.18% Feb 10, 2026 - Feb 20, 2026 |
| #11 | -4.30% Nov 12, 2025 - Dec 10, 2025 | -0.17% Jul 29, 2025 - Aug 4, 2025 |
| #12 | -4.19% Apr 17, 2026 - May 5, 2026 | -0.15% Jun 2, 2025 - Jun 4, 2025 |
| #13 | -4.03% Jun 15, 2023 - Jul 12, 2023 | -0.15% Jun 12, 2025 - Jun 23, 2025 |
| #14 | -3.95% Apr 13, 2023 - Jun 2, 2023 | -0.15% Aug 4, 2025 - Aug 8, 2025 |
| #15 | -3.65% Jan 28, 2026 - Feb 9, 2026 | -0.13% Dec 11, 2025 - Dec 19, 2025 |
Correlation
Correlation between EMDM and ZJUN is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
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