DIEM Performance — Franklin Emerging Market Core Dividend Tilt Index ETF
Data updated: 2026-08-27
DIEM returned +29.38% year to date and +48.45% over one year to Jun 2026. Annualised returns are +26.48% over 3 years and +11.39% over 5 years. The fund beat its Emerging Markets Equity category average: $100 invested three years ago grew to $202, against $179 for the category, and to $148 over one year, against $141. Volatility over the past three years was 16.42% a year. In the 12 months to Jun 2026 the fund took in a net $28.2M, and assets reached $59.80M.
DIEM Growth of $100
What $100 invested in Franklin Emerging Market Core Dividend Tilt Index ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | DIEM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $148 | $141 |
| 3 years (Jul 2023 – Jun 2026) | $202 | $179 |
| 5 years (Jul 2021 – Jun 2026) | $172 | $144 |
| Since data start (Jul 2019 – Jun 2026) | $197 | $195 |
DIEM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +29.38% |
| 1 year | +48.45% |
| 3 years (annualised) | +26.48% |
| 5 years (annualised) | +11.39% |
DIEM Annual Returns
Calendar-year total returns of Franklin Emerging Market Core Dividend Tilt Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +29.38% |
| 2025 | +28.82% |
| 2024 | +13.06% |
| 2023 | +14.59% |
| 2022 | −20.16% |
| 2021 | +6.86% |
| 2020 | +1.71% |
| 2019 (Jul–Dec) | +5.10% |
DIEM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.1% | +5.6% | −11.4% | +13.5% | +12.3% | −0.6% | — | — | — | — | — | — |
| 2025 | +1.0% | −0.5% | +0.4% | +1.0% | +4.7% | +5.1% | +2.1% | +1.2% | +4.8% | +4.3% | −1.6% | +3.2% |
| 2024 | −2.6% | +3.9% | +1.8% | +0.9% | +2.1% | +3.5% | +0.1% | +2.8% | +5.8% | −3.8% | −2.6% | +0.9% |
| 2023 | +7.7% | −5.3% | +2.9% | −0.4% | −2.1% | +4.2% | +5.2% | −5.3% | −1.1% | −3.2% | +7.1% | +5.1% |
| 2022 | −0.9% | −2.0% | −3.6% | −5.4% | −0.2% | −9.7% | +1.0% | −0.4% | −11.0% | −2.9% | +16.0% | −0.7% |
| 2021 | +0.4% | +1.6% | +2.3% | +1.7% | +2.8% | −1.6% | −3.4% | +2.8% | −1.4% | −0.1% | −2.4% | +4.2% |
| 2020 | −5.4% | −7.4% | −15.0% | +8.8% | +0.8% | +2.6% | +6.2% | +0.1% | −2.6% | 0.0% | +9.6% | +6.9% |
| 2019 | — | — | — | — | — | — | −1.6% | −4.1% | +2.9% | +3.5% | −1.9% | +6.6% |
DIEM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.42%
- 3-year Sharpe ratio: 1.34 (vs 4.5% risk-free rate)
- Best month: +13.54% (Apr 2026)
- Worst month: −11.44% (Mar 2026)
DIEM Fund Flows
Monthly money in and out of Franklin Emerging Market Core Dividend Tilt Index ETF, from SEC Form N-PORT.
- 12-month net flow: $28.2M
- 12-month gross sales (incl. reinvestments): $28.2M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $4.0M | $0 | $4.0M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $3.6M | $0 | $3.6M |
| Feb 2026 | $7.5M | $0 | $7.5M |
| Jan 2026 | $3.5M | $0 | $3.5M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $6.5M | $0 | $6.5M |
| Sep 2025 | $3.1M | $0 | $3.1M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
DIEM Assets Under Management
Net assets of Franklin Emerging Market Core Dividend Tilt Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $59.80M |
| 2026-03-31 | $44.35M |
| 2025-12-31 | $30.13M |
| 2025-09-30 | $22.33M |
| 2025-06-30 | $17.86M |
| 2025-03-31 | $13.52M |
| 2024-12-31 | $13.42M |
| 2024-09-30 | $14.31M |
| 2024-06-30 | $13.37M |
| 2024-03-31 | $12.81M |
| 2023-12-31 | $12.45M |
| 2023-09-30 | $11.53M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.