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DIEM vs. DIVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIEM vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

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DIEM vs. DIVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
5.34%30.81%12.29%15.41%-20.61%6.92%1.27%12.23%-11.29%27.61%
DIVI
Franklin International Core Dividend Tilt Index ETF
2.64%34.86%1.77%18.97%-1.21%16.95%1.29%22.98%-6.73%13.65%

Returns By Period

In the year-to-date period, DIEM achieves a 5.34% return, which is significantly higher than DIVI's 2.64% return.


DIEM

1D
3.69%
1M
-8.22%
YTD
5.34%
6M
11.28%
1Y
34.56%
3Y*
19.05%
5Y*
7.59%
10Y*

DIVI

1D
3.00%
1M
-7.06%
YTD
2.64%
6M
8.63%
1Y
27.28%
3Y*
15.82%
5Y*
12.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIEM vs. DIVI - Expense Ratio Comparison

DIEM has a 0.19% expense ratio, which is higher than DIVI's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DIEM vs. DIVI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIEM
DIEM Risk / Return Rank: 8989
Overall Rank
DIEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DIEM Sortino Ratio Rank: 8989
Sortino Ratio Rank
DIEM Omega Ratio Rank: 9090
Omega Ratio Rank
DIEM Calmar Ratio Rank: 8888
Calmar Ratio Rank
DIEM Martin Ratio Rank: 8989
Martin Ratio Rank

DIVI
DIVI Risk / Return Rank: 8484
Overall Rank
DIVI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 8585
Sortino Ratio Rank
DIVI Omega Ratio Rank: 8484
Omega Ratio Rank
DIVI Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVI Martin Ratio Rank: 8585
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.

DIEM vs. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and Franklin International Core Dividend Tilt Index ETF (DIVI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DIEMDIVIDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.59

+0.29

Sortino ratio

Return per unit of downside risk

2.51

2.18

+0.33

Omega ratio

Gain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratio

Return relative to maximum drawdown

2.79

2.31

+0.48

Martin ratio

Return relative to average drawdown

11.28

9.28

+1.99

DIEM vs. DIVI - Sharpe Ratio Comparison

The current DIEM Sharpe Ratio is 1.88, which is comparable to the DIVI Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DIEM and DIVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIEMDIVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.59

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.85

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.63

-0.21

Correlation

The correlation between DIEM and DIVI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DIEM vs. DIVI - Dividend Comparison

DIEM's dividend yield for the trailing twelve months is around 2.90%, less than DIVI's 3.81% yield.


TTM2025202420232022202120202019201820172016
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
2.90%2.99%4.92%4.45%6.31%4.06%2.75%5.98%3.87%2.61%0.35%
DIVI
Franklin International Core Dividend Tilt Index ETF
3.81%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%

Drawdowns

DIEM vs. DIVI - Drawdown Comparison

The maximum DIEM drawdown since its inception was -38.61%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for DIEM and DIVI.


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Drawdown Indicators


DIEMDIVIDifference

Max Drawdown

Largest peak-to-trough decline

-38.61%

-27.76%

-10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-11.39%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.34%

-18.53%

-14.81%

Current Drawdown

Current decline from peak

-9.09%

-7.30%

-1.79%

Average Drawdown

Average peak-to-trough decline

-9.86%

-3.66%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.83%

+0.22%

Volatility

DIEM vs. DIVI - Volatility Comparison

Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) has a higher volatility of 9.47% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 7.53%. This indicates that DIEM's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIEMDIVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

7.53%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

10.71%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

17.24%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

15.02%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

16.42%

+0.99%