Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading graphics...
Returns By Period
FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has returned 5.25% so far this year and 33.03% over the past 12 months. Over the last ten years, TLTE has returned 7.79% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
FlexShares Morningstar Emerging Markets Factor Tilt Index
- 1D
- 3.47%
- 1M
- -9.36%
- YTD
- 5.25%
- 6M
- 9.30%
- 1Y
- 33.03%
- 3Y*
- 15.38%
- 5Y*
- 5.48%
- 10Y*
- 7.79%
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 Oct 2, 2012, TLTE's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +14.3%, while the worst month was Mar 2020 at -18.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TLTE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +6.6%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.86% | 6.66% | -9.36% | 5.25% | |||||||||
| 2025 | 1.18% | 0.35% | 1.46% | 0.12% | 5.00% | 6.60% | 0.62% | 2.72% | 5.08% | 2.85% | -1.30% | 2.31% | 30.21% |
| 2024 | -3.02% | 1.99% | 1.72% | 0.16% | 2.11% | 1.53% | 0.88% | 0.90% | 5.76% | -3.64% | -2.26% | -2.25% | 3.53% |
| 2023 | 9.00% | -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% |
| 2021 | 1.17% | 4.02% | 0.87% | 2.84% | 2.61% | 0.46% | -5.32% | 2.09% | -2.66% | 0.46% | -3.88% | 2.49% | 4.79% |
Benchmark Metrics
FlexShares Morningstar Emerging Markets Factor Tilt Index has an annualized alpha of -3.33%, beta of 0.78, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since October 03, 2012.
- This ETF participated in 90.95% of S&P 500 Index downside but only 64.46% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.33% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.33%
- Beta
- 0.78
- R²
- 0.54
- Upside Capture
- 64.46%
- Downside Capture
- 90.95%
Expense Ratio
TLTE has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TLTE ranks 85 for risk / return — in the top 85% 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 FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and compare them to a chosen benchmark (S&P 500 Index).
| TLTE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.90 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.39 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.40 | +1.08 |
Martin ratioReturn relative to average drawdown | 9.89 | 6.61 | +3.28 |
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 TLTE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
FlexShares Morningstar Emerging Markets Factor Tilt Index provided a 3.57% dividend yield over the last twelve months, with an annual payout of $2.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.40 | $2.40 | $1.90 | $2.06 | $2.07 | $1.90 | $1.13 | $1.71 | $1.45 | $1.26 | $1.06 | $0.84 |
Dividend yield | 3.57% | 3.76% | 3.73% | 4.03% | 4.42% | 3.21% | 1.95% | 3.23% | 3.02% | 2.12% | 2.30% | 2.00% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $1.64 | $2.40 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $1.62 | $1.90 |
| 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 |
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.
Loading graphics...
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 10.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.21% | Jan 29, 2018 | 541 | Mar 23, 2020 | 202 | Jan 8, 2021 | 743 |
| -33.82% | Sep 8, 2014 | 345 | Jan 20, 2016 | 345 | Jun 2, 2017 | 690 |
| -33.51% | Jun 7, 2021 | 350 | Oct 24, 2022 | 657 | Jun 9, 2025 | 1007 |
| -16.76% | Jan 4, 2013 | 118 | Jun 24, 2013 | 259 | Jul 3, 2014 | 377 |
| -13.04% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...