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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Emerging Market Core Dividend Tilt Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) has returned 5.34% so far this year and 34.56% over the past 12 months.
Franklin Emerging Market Core Dividend Tilt Index ETF
- 1D
- 3.69%
- 1M
- -8.22%
- YTD
- 5.34%
- 6M
- 11.28%
- 1Y
- 34.56%
- 3Y*
- 19.05%
- 5Y*
- 7.59%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 3, 2016, DIEM's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 58% of months were positive and 42% 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% | 5.34% | |||||||||
| 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 -0.80%, beta of 0.70, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 06, 2016.
- This ETF participated in 71.71% of S&P 500 Index downside but only 59.31% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.80%
- Beta
- 0.70
- R²
- 0.54
- Upside Capture
- 59.31%
- Downside Capture
- 71.71%
Expense Ratio
DIEM has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
DIEM ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and compare them to a chosen benchmark (S&P 500 Index).
| DIEM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 0.90 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.39 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.40 | +1.39 |
Martin ratioReturn relative to average drawdown | 11.28 | 6.61 | +4.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DIEM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Franklin Emerging Market Core Dividend Tilt Index ETF provided a 2.90% dividend yield over the last twelve months, with an annual payout of $1.02 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.02 | $1.01 | $1.30 | $1.10 | $1.42 | $1.22 | $0.81 | $1.78 | $1.09 | $0.86 | $0.09 |
Dividend yield | 2.90% | 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 | $0.06 | |||||||||
| 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 9.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.61% | Jan 29, 2018 | 541 | Mar 23, 2020 | 225 | Feb 11, 2021 | 766 |
| -33.34% | Feb 17, 2022 | 172 | Oct 24, 2022 | 430 | Jul 12, 2024 | 602 |
| -16.82% | Oct 8, 2024 | 125 | Apr 8, 2025 | 40 | Jun 5, 2025 | 165 |
| -12.33% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -10.67% | Aug 16, 2016 | 63 | Nov 11, 2016 | 64 | Feb 15, 2017 | 127 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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