Putnam Emerging Markets ex-China ETF
Symbol: PEMX
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 17/05/2023
Latest date: 15/10/2026
Current price: $81.31
Expense ratio: 0.70%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.08%
Ann. -60.55% (Sharpe / Sortino numerator)
Volatility
37.79%
Sharpe ratio
-1.698
VaR 95%
-3.88%
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
-4.04%
Ann. 28.05% (Sharpe / Sortino numerator)
Volatility
27.56%
Sharpe ratio
0.886
VaR 95%
-3.23%
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
3.27%
Ann. 39.02% (Sharpe / Sortino numerator)
Volatility
22.68%
Sharpe ratio
1.561
VaR 95%
-2.19%
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
33.72%
Ann. 48.44% (Sharpe / Sortino numerator)
Volatility
20.59%
Sharpe ratio
2.177
VaR 95%
-1.88%
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
65.52%
Ann. 25.20% (Sharpe / Sortino numerator)
Volatility
18.45%
Sharpe ratio
1.169
VaR 95%
-1.92%
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
120.96%
Ann. 34.47% (Sharpe / Sortino numerator)
Volatility
18.34%
Sharpe ratio
1.684
VaR 95%
-1.71%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.132%
Best day
5.209%
Worst day
-7.462%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $80.21 | $81.31 | $80.21 | $81.31 | 2,500 |
| 14/10/2026 | $83.06 | $83.06 | $82.20 | $82.31 | 26,800 |
| 13/10/2026 | $83.84 | $84.13 | $83.84 | $84.13 | 900 |
| 12/10/2026 | $85.56 | $85.56 | $85.28 | $85.28 | 100 |
| 09/10/2026 | $86.35 | $86.35 | $86.33 | $86.33 | 600 |
| 08/10/2026 | $86.19 | $86.34 | $85.48 | $85.54 | 1,900 |
| 07/10/2026 | $87.40 | $87.61 | $87.40 | $87.61 | 2,700 |
| 06/10/2026 | $88.97 | $88.97 | $88.75 | $88.75 | 300 |
| 05/10/2026 | $88.89 | $89.14 | $88.89 | $89.14 | 700 |
| 02/10/2026 | $87.38 | $87.74 | $87.38 | $87.74 | 1,400 |