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FlexShares Morningstar Emerging Markets Factor Til...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L3087

CUSIP

33939L308

Issuer

Northern Trust

Inception Date

Sep 28, 2012

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

Morningstar Emerging Markets Factor Tilt Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

TLTE features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for TLTE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

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:
TLTE vs. TDTT TLTE vs. TLTD TLTE vs. MP TLTE vs. TLT TLTE vs. SVOL TLTE vs. Vti TLTE vs. FXAIX TLTE vs. AVES TLTE vs. VWO TLTE vs. VOO
Popular comparisons:
TLTE vs. TDTT TLTE vs. TLTD TLTE vs. MP TLTE vs. TLT TLTE vs. SVOL TLTE vs. Vti TLTE vs. FXAIX TLTE vs. AVES TLTE vs. VWO TLTE vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares Morningstar Emerging Markets Factor Tilt Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.74%
7.29%
TLTE (FlexShares Morningstar Emerging Markets Factor Tilt Index)
Benchmark (^GSPC)

Returns By Period

FlexShares Morningstar Emerging Markets Factor Tilt Index had a return of 4.05% year-to-date (YTD) and 5.97% in the last 12 months. Over the past 10 years, FlexShares Morningstar Emerging Markets Factor Tilt Index had an annualized return of 3.64%, while the S&P 500 had an annualized return of 11.01%, indicating that FlexShares Morningstar Emerging Markets Factor Tilt Index did not perform as well as the benchmark.


TLTE

YTD

4.05%

1M

-1.66%

6M

-0.97%

1Y

5.97%

5Y*

3.15%

10Y*

3.64%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.02%1.99%1.72%0.16%2.11%1.53%0.88%0.90%5.77%-3.64%-2.25%4.05%
20239.00%-6.00%2.42%-1.45%-2.44%3.80%6.70%-4.62%-2.18%-3.63%7.60%5.08%13.62%
2022-0.45%-2.48%-2.70%-5.31%1.33%-7.28%-0.78%-0.27%-10.93%-0.97%14.29%-1.36%-17.31%
20211.17%4.02%0.87%2.84%2.61%0.46%-5.32%2.09%-2.66%0.46%-3.88%2.49%4.79%
2020-6.75%-4.86%-18.90%8.76%2.69%5.85%6.44%2.84%-1.74%0.33%13.66%7.44%12.10%
201910.59%-0.26%0.42%1.52%-7.75%5.23%-3.07%-4.58%2.02%3.34%0.21%7.36%14.51%
20187.29%-4.96%0.14%-2.20%-2.92%-6.14%2.44%-3.42%-1.44%-8.34%4.44%-2.81%-17.45%
20176.15%2.67%3.05%1.25%1.61%0.96%4.34%2.28%-0.12%2.79%0.14%3.80%32.83%
2016-6.76%-0.66%12.45%1.52%-3.47%4.74%5.04%1.87%2.54%-0.61%-3.34%0.10%12.78%
20150.85%3.93%-1.40%7.76%-2.61%-3.54%-6.78%-9.05%-2.29%6.96%-2.78%-2.63%-12.25%
2014-8.19%2.98%3.72%0.51%3.15%3.11%0.13%2.89%-7.04%1.15%-1.30%-5.26%-5.05%
20130.93%-1.36%-1.56%0.83%-2.81%-7.41%1.83%1.27%2.51%4.39%-1.02%0.22%-2.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TLTE is 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TLTE is 2525
Overall Rank
The Sharpe Ratio Rank of TLTE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TLTE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of TLTE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TLTE is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TLTE is 2626
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 FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TLTE, currently valued at 0.46, compared to the broader market0.002.004.000.461.90
The chart of Sortino ratio for TLTE, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.54
The chart of Omega ratio for TLTE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.35
The chart of Calmar ratio for TLTE, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.362.81
The chart of Martin ratio for TLTE, currently valued at 1.76, compared to the broader market0.0020.0040.0060.0080.00100.001.7612.39
TLTE
^GSPC

The current FlexShares Morningstar Emerging Markets Factor Tilt Index Sharpe ratio is 0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FlexShares Morningstar Emerging Markets Factor Tilt Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.46
1.90
TLTE (FlexShares Morningstar Emerging Markets Factor Tilt Index)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares Morningstar Emerging Markets Factor Tilt Index provided a 0.53% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.28$2.06$2.07$1.90$1.13$1.71$1.45$1.26$1.06$0.84$1.00$0.43

Dividend yield

0.53%4.03%4.42%3.21%1.95%3.22%3.02%2.12%2.30%2.00%2.06%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares Morningstar Emerging Markets Factor Tilt Index. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.22$0.00$0.00$0.00$0.28
2023$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.58$0.00$0.00$1.20$2.06
2022$0.00$0.00$0.06$0.00$0.00$0.55$0.00$0.00$0.82$0.00$0.00$0.63$2.07
2021$0.00$0.00$0.10$0.00$0.00$0.35$0.00$0.00$0.52$0.00$0.00$0.93$1.90
2020$0.00$0.00$0.07$0.00$0.00$0.41$0.00$0.00$0.46$0.00$0.00$0.20$1.13
2019$0.00$0.00$0.03$0.00$0.00$0.49$0.00$0.00$0.71$0.00$0.00$0.49$1.71
2018$0.00$0.00$0.09$0.00$0.00$0.37$0.00$0.00$0.75$0.00$0.00$0.23$1.45
2017$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.69$0.00$0.00$0.36$1.26
2016$0.00$0.00$0.04$0.00$0.00$0.26$0.00$0.00$0.44$0.00$0.00$0.32$1.06
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.84
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2013$0.43$0.43

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.60%
-3.58%
TLTE (FlexShares Morningstar Emerging Markets Factor Tilt Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares Morningstar Emerging Markets Factor Tilt Index. 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 FlexShares Morningstar Emerging Markets Factor Tilt Index was 44.21%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current FlexShares Morningstar Emerging Markets Factor Tilt Index drawdown is 10.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.21%Jan 29, 2018541Mar 23, 2020202Jan 8, 2021743
-33.82%Sep 8, 2014345Jan 20, 2016345Jun 2, 2017690
-33.51%Jun 7, 2021350Oct 24, 2022
-16.76%Jan 4, 2013118Jun 24, 2013259Jul 3, 2014377
-6.42%Feb 18, 202125Mar 24, 202122Apr 26, 202147

Volatility

Volatility Chart

The current FlexShares Morningstar Emerging Markets Factor Tilt Index volatility is 3.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
3.64%
TLTE (FlexShares Morningstar Emerging Markets Factor Tilt Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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