The first thing to do to get protection against exploits, is keeping your system and softwares up to date. And also know what kind of software you are installing on your Pc. For example if they have a low reputation avoid installing them.
Even if a security vendor does not explicitely tell you that they have exploit protection, they generally have different methods for blocking them on different levels. For example, the malicious behaviour of an exploit that is being exploited may be detected by the behaviour blocker and behaviour analysis. Or if the exploit is used to inject some malicious codes, the signature detection can detect the malicious code.Or if internet connection is needed to retrieve personal information on the victim's computer, the suspicious behaviour and connection may be blocked by the suite's firewall. Like other suites Emsisoft Internet security does a very good job at protecting a system.
Don't focus too much on Exploits and Ransomwares. They are often highlighted in the media and security vendors to sell and make more money.Common sense is your best protection when using the internet