Performance analysis of DIEM (FRANKLIN EMERGING MARKET CORE DIVIDEND TILT INDEX ETF)
Annual Return
Over the past 3 years, DIEM has had an average annual return of +29.02%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, DIEM has had an average annual return of +11.98%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, DIEM has had an average annual return of +9.76%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jun 3, 2016, DIEM has had an average annual return of +9.75%, underperforming the benchmark SPY, which returned +15.58% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +34.63% | +30.82% | +12.31% | +15.43% | -20.60% | +6.96% | +1.28% | +12.15% | -11.32% | +27.61% | +1.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.35% | +5.93% | -8.22% | +11.95% | +10.15% | +3.64% | +34.63% | ||||||
| 2025 | +1.03% | +0% | +1.36% | +0.05% | +4.87% | +6.33% | +0.77% | +2.76% | +4.67% | +3.96% | -1.20% | +2.84% | +30.82% |
| 2024 | -2.44% | +3.59% | +2.35% | +0.08% | +3.39% | +2.59% | +1.30% | +1.46% | +4.90% | -3.36% | -1.17% | -0.67% | +12.31% |
| 2023 | +9.04% | -5.98% | +3.24% | -0.03% | -2.28% | +4.57% | +5.10% | -5.70% | -1.55% | -2.58% | +6.87% | +5.11% | +15.43% |
| 2022 | +0.03% | -2.49% | -4.81% | -5.69% | +0.21% | -8.54% | -0.07% | -1.01% | -10.87% | -1.82% | +16.96% | -2.29% | -20.60% |
| 2021 | +0.44% | +1.62% | +3.01% | +0.75% | +3.41% | -1.86% | -2.96% | +2.21% | -1.69% | +0.39% | -2.27% | +4.01% | +6.96% |
| 2020 | -6.52% | -6.23% | -15.79% | +7.46% | +3.23% | +1.76% | +6.02% | +0.72% | -2.14% | -0.70% | +9.63% | +6.85% | +1.28% |
| 2019 | +6.66% | -1.40% | -0.06% | +1.02% | -3.94% | +5.01% | -2.67% | -3.36% | +2.77% | +3.07% | -1.53% | +6.72% | +12.15% |
| 2018 | +5.30% | -2.86% | -0.08% | -3.47% | -2.84% | -4.03% | +3.83% | -2.91% | +0.46% | -5.71% | +2% | -1.01% | -11.32% |
| 2017 | +4.28% | +2.94% | +3.06% | +0.95% | +1.08% | +0.91% | +4.46% | +2.68% | -1.30% | +1.88% | +0.03% | +3.83% | +27.61% |
Drawdown analysis of DIEM (FRANKLIN EMERGING MARKET CORE DIVIDEND TILT INDEX ETF)
The maximum drawdown for the DIEM was -38.68%, occurring on Mar 23, 2020. Recovery took 225 trading sessions.
Since Jun 3, 2016 DIEM has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.68% | Jan 26, 2018 | 541 | Mar 23, 2020 | 225 | Feb 11, 2021 | 766 |
| -33.32% | Feb 16, 2022 | 172 | Oct 24, 2022 | 430 | Jul 12, 2024 | 602 |
| -16.82% | Oct 7, 2024 | 125 | Apr 8, 2025 | 40 | Jun 5, 2025 | 165 |
| -12.33% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -10.67% | Aug 15, 2016 | 63 | Nov 11, 2016 | 64 | Feb 15, 2017 | 127 |
| -8.25% | Jul 12, 2024 | 16 | Aug 5, 2024 | 34 | Sep 23, 2024 | 50 |
| -8.22% | Jun 2, 2021 | 124 | Nov 26, 2021 | 56 | Feb 16, 2022 | 180 |
| -5.08% | Feb 17, 2021 | 25 | Mar 24, 2021 | 21 | Apr 23, 2021 | 46 |
| -4.74% | May 11, 2026 | 6 | May 19, 2026 | 4 | May 26, 2026 | 10 |
| -4.09% | Oct 8, 2025 | 2 | Oct 10, 2025 | 5 | Oct 17, 2025 | 7 |
| -3.90% | Nov 12, 2025 | 6 | Nov 20, 2025 | 23 | Dec 24, 2025 | 29 |
| -3.53% | May 7, 2021 | 3 | May 12, 2021 | 10 | May 26, 2021 | 13 |
| -3.39% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -3.27% | Nov 22, 2017 | 9 | Dec 6, 2017 | 12 | Dec 22, 2017 | 21 |
| -3.21% | Feb 23, 2017 | 10 | Mar 9, 2017 | 4 | Mar 15, 2017 | 14 |
| -3.09% | May 16, 2017 | 2 | May 18, 2017 | 10 | Jun 2, 2017 | 12 |
| -2.85% | Mar 24, 2017 | 17 | Apr 19, 2017 | 4 | Apr 25, 2017 | 21 |
| -2.71% | Sep 18, 2017 | 5 | Sep 25, 2017 | 13 | Oct 12, 2017 | 18 |
| -2.47% | Aug 7, 2017 | 3 | Aug 10, 2017 | 11 | Aug 25, 2017 | 14 |
| -2.34% | Feb 11, 2026 | 1 | Feb 12, 2026 | 7 | Feb 24, 2026 | 8 |
| -2.34% | Jun 6, 2016 | 5 | Jun 13, 2016 | 7 | Jun 22, 2016 | 12 |
| -2.30% | Apr 28, 2021 | 4 | May 4, 2021 | 3 | May 7, 2021 | 7 |
| -2.29% | Oct 13, 2017 | 23 | Nov 15, 2017 | 4 | Nov 21, 2017 | 27 |
| -2.29% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -2.20% | Jun 12, 2025 | 5 | Jun 20, 2025 | 2 | Jun 24, 2025 | 7 |