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ISIN
US7467298474
Issuer
Putnam
Inception Date
May 17, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$35M

Share Price Chart


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Performance

PEMX Performance Chart

Putnam Emerging Markets Ex-China ETF (PEMX) is up 38.9% since the beginning of the year. PEMX is currently trading at $89 per share.


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S&P 500 Index

Returns By Period

Putnam Emerging Markets Ex-China ETF (PEMX) has returned 38.87% so far this year and 69.16% over the past 12 months.


Putnam Emerging Markets Ex-China ETF

1D
-6.08%
1M
6.67%
YTD
38.87%
6M
41.13%
1Y
69.16%
3Y*
33.94%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEMX Monthly Returns History

Based on dividend-adjusted daily data since May 18, 2023, PEMX's average daily return is +0.13%, while the average monthly return is +2.57%. At this rate, an investment would double in approximately 2.3 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +15.3%, while the worst month was Mar 2026 at -9.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PEMX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Jun 5, 2026 at -7.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.93%9.99%-9.83%15.31%9.70%0.69%38.87%
20250.67%-4.18%0.93%4.81%4.34%8.20%-0.23%0.90%5.13%7.14%-0.88%3.50%34.01%
20241.16%4.54%3.04%-0.98%2.10%6.93%-0.13%1.06%0.51%-2.56%0.37%0.28%17.21%
20231.52%4.51%2.86%-2.73%-3.42%-3.74%10.59%5.49%15.13%

Benchmark Metrics

Putnam Emerging Markets Ex-China ETF has an annualized alpha of 13.88%, beta of 0.96, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 18, 2023.

  • This ETF captured 113.44% of S&P 500 Index gains but only 28.69% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 13.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.96 and R2 of 0.54, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
13.88%
Beta
0.96
0.54
Upside Capture
113.44%
Downside Capture
28.69%

Expense Ratio

PEMX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PEMX ranks 87 for risk / return — in the top 87% 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.


PEMX Risk / Return Rank: 8787
Overall Rank
PEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PEMX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PEMX Omega Ratio Rank: 8686
Omega Ratio Rank
PEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PEMX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Putnam Emerging Markets Ex-China ETF (PEMX) 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.


PEMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratioReturn relative to maximum drawdown

4.81

2.46

+2.36

Martin ratioReturn relative to average drawdown

18.22

10.92

+7.30

Dividends

Dividend History

Putnam Emerging Markets Ex-China ETF provided a 5.04% dividend yield over the last twelve months, with an annual payout of $4.50 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00$5.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$4.50$4.50$2.57$0.33

Dividend yield

5.04%7.00%5.00%0.72%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Emerging Markets Ex-China ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.50$4.50
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.57$2.57
2023$0.33$0.33

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 Putnam Emerging Markets Ex-China 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 Putnam Emerging Markets Ex-China ETF was 14.91%, occurring on Apr 8, 2025. Recovery took 18 trading sessions.

The current Putnam Emerging Markets Ex-China ETF drawdown is 6.08%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-14.91%Apr 2025
6mo 13d27d
7mo 10dSep 2024 - May 2025
2026 correction2026
-14.45%Mar 2026
1mo 2d15d
1mo 17dFeb 2026 - Apr 2026
2024 correction2024
-11.80%Aug 2024
25d1mo 22d
2mo 17dJul 2024 - Sep 2024
2023 correction2023
-10.86%Oct 2023
3mo 15d1mo 5d
4mo 20dJul 2023 - Dec 2023
2026 pullback2026
-9.00%Jun 2026
2d10d
12dJun 2026 - Jun 2026

Drawdown Indicators


PEMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.91%

-56.78%

+41.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-9.10%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.91%

-18.90%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.08%

-3.21%

-2.87%

Average Drawdown

Average peak-to-trough decline

-2.85%

-10.71%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.04%

+1.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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