FRANKLIN EMERGING MARKET CORE DIVIDEND TILT INDEX ETF

Symbol: DIEM

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 01/06/2016

Latest Date: 17/04/2026

Current Price: $39.18

Expense Ratio: 0.19%

Assets Under Management
$44.3M
-0.03% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

9.25%

Volatility

31.49%

Sharpe Ratio

-1.869

VaR 95%

-3.14%

CVaR 95%: -3.72%
Max Drawdown: -7.23%
Sortino Ratio: -2.855
Calmar Ratio: -7.64
Return

11.34%

Volatility

23.26%

Sharpe Ratio

0.372

VaR 95%

-2.77%

CVaR 95%: -3.30%
Max Drawdown: -12.33%
Sortino Ratio: 0.488
Calmar Ratio: 1.00
Return

19.60%

Volatility

19.09%

Sharpe Ratio

0.905

VaR 95%

-2.24%

CVaR 95%: -3.07%
Max Drawdown: -12.33%
Sortino Ratio: 1.110
Calmar Ratio: 1.69
Return

55.30%

Volatility

18.49%

Sharpe Ratio

1.605

VaR 95%

-1.58%

CVaR 95%: -2.87%
Max Drawdown: -12.33%
Sortino Ratio: 1.962
Calmar Ratio: 2.70
Return

69.81%

Volatility

17.10%

Sharpe Ratio

1.060

VaR 95%

-1.58%

CVaR 95%: -2.58%
Max Drawdown: -16.82%
Sortino Ratio: 1.381
Calmar Ratio: 1.29
Return

83.95%

Volatility

15.95%

Sharpe Ratio

0.960

VaR 95%

-1.52%

CVaR 95%: -2.31%
Max Drawdown: -16.82%
Sortino Ratio: 1.326
Calmar Ratio: 1.13

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.185%

Best Day

6.554%

10/04/2026
Worst Day

-4.193%

03/03/2026
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $39.19 $39.31 $39.16 $39.18 8,900
16/04/2026 $38.58 $38.62 $38.38 $38.50 3,900
15/04/2026 $38.42 $38.50 $38.37 $38.48 4,900
14/04/2026 $38.24 $38.55 $38.24 $38.53 9,300
13/04/2026 $37.40 $37.84 $37.35 $37.83 15,300
10/04/2026 $37.53 $37.65 $37.38 $37.54 8,600
02/04/2026 $34.61 $35.44 $34.61 $35.23 11,500
01/04/2026 $35.47 $35.81 $35.42 $35.55 8,200
31/03/2026 $34.28 $35.35 $34.28 $35.35 4,700
30/03/2026 $34.56 $34.56 $33.99 $34.09 24,800