See what your fund actually adds
Franklin Emerging Market Core Dividend Tilt Index ETF DIEM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DIEM | Replication |
|---|---|---|
| Annualized growth | 11.7% | 7.3% |
| Annualized volatility | 15.2% | 13.0% |
| Sharpe ratio | 0.80 | 0.60 |
| Maximum drawdown | 32.6% | 24.5% |
| Replication fit (R²) | 0.81 · Tracking error 6.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model DIEM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 55.1% |
| VWO | Emerging Markets | 40.6% |
| EMLC | FI · EM Local Currency | 4.2% |