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: 02/04/2026
Current Price: $35.23
Expense Ratio: 0.19%
Assets Under Management
$46.3M
1.80% 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
-7.07%
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
2.89%
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
9.87%
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
33.15%
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
48.02%
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
67.91%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.121%
Best Day
6.66%
09/04/2025
Worst Day
-5.319%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $34.53 | $34.57 | $34.30 | $34.37 | 5,600 |
| 26/03/2026 | $35.02 | $35.14 | $34.51 | $34.51 | 10,500 |
| 25/03/2026 | $35.65 | $35.78 | $35.49 | $35.62 | 15,400 |
| 24/03/2026 | $34.97 | $35.35 | $34.97 | $35.23 | 9,300 |
| 23/03/2026 | $35.36 | $36.00 | $35.32 | $35.78 | 7,300 |
| 20/03/2026 | $35.45 | $35.47 | $34.69 | $34.79 | 28,000 |