Summary
DIEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 36.68% Volatility 18.49% Sharpe 1.61
Official loaded data — not a live quote.

FRANKLIN EMERGING MARKET CORE DIVIDEND TILT INDEX ETF

Symbol: DIEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 01/06/2016

Latest date: 20/07/2026

Current price: $40.64

Expense ratio: 0.19%

Assets under management
$59.8M
-0.48% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

-10.29%

Ann. -55.21% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.53%

Ann. 12.28% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.08%

Ann. 20.90% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.68%

Ann. 33.30% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.41%

Ann. 21.76% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

89.61%

Ann. 18.94% (Sharpe / Sortino numerator)

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

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.135%

Best day

4.632%

08/04/2026
Worst day

-6.437%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $40.84 $42.05 $39.13 $40.64 21,800
17/07/2026 $39.77 $40.82 $39.69 $40.56 24,800
16/07/2026 $41.19 $41.19 $40.76 $40.90 8,300
15/07/2026 $41.91 $41.95 $41.30 $41.73 19,800
14/07/2026 $41.73 $41.87 $41.61 $41.87 9,600
13/07/2026 $41.63 $41.63 $41.13 $41.16 18,200
10/07/2026 $42.38 $42.60 $42.26 $42.59 21,400
09/07/2026 $42.39 $42.74 $42.34 $42.46 13,100
08/07/2026 $41.58 $42.20 $41.46 $42.09 134,900
07/07/2026 $42.18 $42.18 $41.64 $41.83 9,500