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Putnam Panagora ESG Emerging Markets Equity ETF - ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25460E6124

Issuer

Putnam

Inception Date

Jan 19, 2023

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Emerging Markets Index

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PPEM has an expense ratio of 0.61%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PPEM vs. PEMX PPEM vs. AVES
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Performance

Performance Chart


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S&P 500

Returns By Period

Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) returned 11.30% year-to-date (YTD) and 13.99% over the past 12 months.


PPEM

YTD

11.30%

1M

6.59%

6M

8.80%

1Y

13.99%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of PPEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.88%0.30%1.05%1.74%5.94%11.30%
2024-3.08%4.05%2.77%-0.87%0.88%3.08%2.71%0.14%5.69%-3.57%-2.18%-1.87%7.50%
2023-0.85%-7.11%4.03%-0.44%-1.24%4.24%4.03%-5.74%-4.84%-2.07%7.06%4.20%0.11%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PPEM is 53, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PPEM is 5353
Overall Rank
The Sharpe Ratio Rank of PPEM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PPEM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PPEM is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PPEM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PPEM is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Putnam Panagora ESG Emerging Markets Equity ETF - Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.76
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Putnam Panagora ESG Emerging Markets Equity ETF - compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Putnam Panagora ESG Emerging Markets Equity ETF - provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.68 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.68$0.68$0.39

Dividend yield

2.94%3.28%1.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2023$0.39$0.39

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 Panagora ESG Emerging Markets Equity 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 Panagora ESG Emerging Markets Equity ETF - was 17.05%, occurring on Apr 7, 2025. Recovery took 31 trading sessions.

The current Putnam Panagora ESG Emerging Markets Equity ETF - drawdown is 0.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.05%Oct 8, 2024122Apr 7, 202531May 23, 2025153
-12.62%Aug 1, 202360Oct 27, 202371Feb 22, 2024131
-11.69%Jan 31, 202316Mar 15, 202387Jul 31, 2023103
-8.6%Jul 15, 202416Aug 5, 202435Sep 24, 202451
-5.38%May 20, 202411Jun 4, 202420Jul 3, 202431
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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