See what your fund actually adds

Putnam Emerging Markets ex-China ETF PEMX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

PEMX compared with its replication portfolio
MeasurePEMXReplication
Annualized growth30.0%19.9%
Annualized volatility17.5%13.4%
Sharpe ratio1.591.43
Maximum drawdown11.5%11.5%
Replication fit (R²)0.69 · Tracking error 9.7%

Replication portfolio

The published portfolio below is the investable basket used to model PEMX’s historical return behavior.

PEMX replication basket weights
TickerBuilding blockWeight
DGSEM Small Cap58.0%
MTUMFactor · Momentum15.6%
VEAIntl · Developed13.5%
XLKSector · Technology12.9%