Putnam Emerging Markets ex-China ETF
Symbol: PEMX
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 17/05/2023
Latest date: 20/07/2026
Current price: $81.75
Expense ratio: 0.69%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-13.98%
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
3.24%
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
20.20%
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
46.59%
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
70.54%
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
113.20%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.167%
Best day
5.209%
Worst day
-7.462%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $82.19 | $82.47 | $81.75 | $81.75 | 700 |
| 17/07/2026 | $81.61 | $81.80 | $81.61 | $81.80 | 500 |
| 16/07/2026 | $82.65 | $82.69 | $82.00 | $82.55 | 2,400 |
| 15/07/2026 | $84.48 | $84.73 | $83.86 | $84.73 | 2,100 |
| 14/07/2026 | $84.97 | $85.24 | $84.75 | $85.24 | 300 |
| 13/07/2026 | $85.17 | $85.17 | $83.92 | $83.92 | 800 |
| 10/07/2026 | $87.88 | $87.88 | $87.85 | $87.85 | 500 |
| 09/07/2026 | $87.32 | $87.32 | $87.31 | $87.31 | 300 |
| 08/07/2026 | $85.00 | $86.52 | $85.00 | $86.52 | 1,200 |
| 07/07/2026 | $86.46 | $86.46 | $86.46 | $86.46 | 300 |