- ISIN
- US35473P2074
- Issuer
- Franklin Templeton
- Inception Date
- Jun 1, 2016
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Morningstar Emerging Markets Dividend Enhanced Select Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $75M
Highlights
- Avg. Volume (1M)
- 37K
- Avg. Volume Value (1M)
- $1.53M
Share Price Chart
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Performance
DIEM Performance Chart
Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) is up 24.1% since the beginning of the year. DIEM is currently trading at $41 per share. Investors who bought $1,000 worth of DIEM shares 5 years ago would now be looking at an investment worth $1,711.
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Returns By Period
Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) has returned 24.05% so far this year and 41.57% over the past 12 months. Over the last ten years, DIEM has returned 8.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Franklin Emerging Market Core Dividend Tilt Index ETF
- 1D
- 0.86%
- 1M
- -1.21%
- 6M
- 14.49%
- YTD
- 24.05%
- 1Y
- 41.57%
- 3Y*
- 23.29%
- 5Y*
- 11.34%
- 10Y*
- 8.16%
- ALL TIME*
- 8.74%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DIEM Monthly Returns History
Based on dividend-adjusted daily data since Jun 3, 2016, DIEM's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +17.0%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DIEM closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.36% | 5.93% | -8.22% | 11.95% | 10.15% | 0.77% | -5.23% | 24.05% | |||||
| 2025 | 1.04% | 0.00% | 1.36% | 0.05% | 4.87% | 6.32% | 0.77% | 2.76% | 4.67% | 3.97% | -1.20% | 2.84% | 30.81% |
| 2024 | -2.45% | 3.59% | 2.35% | 0.08% | 3.39% | 2.58% | 1.30% | 1.46% | 4.89% | -3.36% | -1.16% | -0.67% | 12.29% |
| 2023 | 9.03% | -5.99% | 3.24% | -0.04% | -2.28% | 4.56% | 5.09% | -5.69% | -1.57% | -2.58% | 6.87% | 5.10% | 15.41% |
| 2022 | 0.02% | -2.48% | -4.81% | -5.69% | 0.21% | -8.55% | -0.07% | -1.01% | -10.89% | -1.82% | 16.96% | -2.28% | -20.61% |
| 2021 | 0.43% | 1.62% | 3.01% | 0.75% | 3.41% | -1.85% | -2.96% | 2.21% | -1.69% | 0.39% | -2.27% | 3.96% | 6.92% |
Benchmark Metrics
Franklin Emerging Market Core Dividend Tilt Index ETF has an annualized alpha of -0.24%, beta of 0.73, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since June 03, 2016.
- This ETF participated in 73.55% of S&P 500 Index downside but only 63.49% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.24%
- Beta
- 0.73
- R²
- 0.53
- Upside Capture
- 63.49%
- Downside Capture
- 73.55%
Expense Ratio
DIEM has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
DIEM ranks 78 for risk / return — above 78% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIEM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.00 | +1.03 |
| Martin ratioReturn relative to average drawdown | 9.86 | 8.49 | +1.37 |
Dividends
Dividend History
Franklin Emerging Market Core Dividend Tilt Index ETF provided a 2.99% dividend yield over the last twelve months, with an annual payout of $1.23 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.23 | $1.01 | $1.30 | $1.10 | $1.42 | $1.22 | $0.81 | $1.78 | $1.09 | $0.86 | $0.09 |
Dividend yield | 2.99% | 2.99% | 4.92% | 4.45% | 6.31% | 4.06% | 2.75% | 5.98% | 3.87% | 2.61% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Emerging Market Core Dividend Tilt Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.52 | $0.00 | $0.58 | |||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.33 | $1.01 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.22 | $1.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.23 | $1.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.43 | $1.42 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $1.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Emerging Market Core Dividend Tilt Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Emerging Market Core Dividend Tilt Index ETF was 38.61%, occurring on Mar 23, 2020. Recovery took 225 trading sessions.
The current Franklin Emerging Market Core Dividend Tilt Index ETF drawdown is 9.21%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.61%Mar 2020 | 2y 1mo | 10mo 25d | 3y 14dJan 2018 - Feb 2021 | COVID crash2020 |
-33.34%Oct 2022 | 8mo 9d | 1y 8mo | 2y 4moFeb 2022 - Jul 2024 | Bear market2022 |
-16.82%Apr 2025 | 6mo 2d | 1mo 28d | 8moOct 2024 - Jun 2025 | 2025 selloff2025 |
-13.59%Jul 2026 | 1mo 6d | — | 1mo 11dJun 2026 - now | — |
-12.33%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| DIEM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.61% | -56.78% | +18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -9.10% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -18.90% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -33.34% | -25.43% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.61% | -33.92% | -4.69% |
Current DrawdownCurrent decline from peak | -9.21% | -1.58% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -10.70% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.14% | +2.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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