FLEXSHARES MORNINGSTAR EMERGING MARKETS FACTOR TILT INDEX FUND

Symbol: TLTE

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 25/09/2012

Latest Date: 02/04/2026

Current Price: $66.98

Expense Ratio: 0.57%

Assets Under Management
$348.0M
1.93% 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

-7.92%

Volatility

34.30%

Sharpe Ratio

-1.840

VaR 95%

-3.30%

CVaR 95%: -3.89%
Max Drawdown: -7.43%
Sortino Ratio: -3.146
Calmar Ratio: -8.01
Return

2.98%

Volatility

24.39%

Sharpe Ratio

0.371

VaR 95%

-2.92%

CVaR 95%: -3.44%
Max Drawdown: -13.04%
Sortino Ratio: 0.503
Calmar Ratio: 0.97
Return

8.12%

Volatility

19.83%

Sharpe Ratio

0.676

VaR 95%

-1.96%

CVaR 95%: -3.05%
Max Drawdown: -13.04%
Sortino Ratio: 0.871
Calmar Ratio: 1.31
Return

31.57%

Volatility

18.34%

Sharpe Ratio

1.531

VaR 95%

-1.72%

CVaR 95%: -2.88%
Max Drawdown: -13.04%
Sortino Ratio: 1.888
Calmar Ratio: 2.43
Return

39.86%

Volatility

16.75%

Sharpe Ratio

0.878

VaR 95%

-1.64%

CVaR 95%: -2.56%
Max Drawdown: -17.43%
Sortino Ratio: 1.145
Calmar Ratio: 1.05
Return

53.10%

Volatility

15.61%

Sharpe Ratio

0.749

VaR 95%

-1.55%

CVaR 95%: -2.31%
Max Drawdown: -17.43%
Sortino Ratio: 1.030
Calmar Ratio: 0.88

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.116%

Best Day

4.948%

09/04/2025
Worst Day

-5.051%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $65.71 $66.98 $65.71 $66.98 2,300
01/04/2026 $67.53 $67.80 $67.42 $67.61 1,700
31/03/2026 $65.26 $67.21 $65.26 $67.21 1,700
30/03/2026 $65.63 $65.63 $64.83 $64.95 2,300
27/03/2026 $65.50 $65.96 $65.46 $65.96 7,000
26/03/2026 $66.38 $67.03 $65.60 $65.60 7,300
25/03/2026 $67.68 $68.06 $67.58 $67.63 2,900
24/03/2026 $66.23 $66.85 $66.23 $66.69 2,200
23/03/2026 $67.38 $68.08 $67.36 $68.01 11,300
20/03/2026 $66.78 $66.78 $65.63 $65.71 6,100