- ISIN
- US35473P4542
- Issuer
- Franklin
- Inception Date
- Nov 30, 2015
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $3M
Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
MCSE Performance Chart
Franklin Sustainable International Equity ETF (MCSE) is up 1.1% since the beginning of the year. MCSE is currently trading at $14 per share.
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Returns By Period
Franklin Sustainable International Equity ETF (MCSE) has returned 1.12% so far this year and 4.30% over the past 12 months.
Franklin Sustainable International Equity ETF
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 1.12%
- 1Y
- 4.30%
- 3Y*
- -0.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.07%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
MCSE Monthly Returns History
Based on dividend-adjusted daily data since Oct 31, 2022, MCSE's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 50% of months were positive and 50% were negative. The best month was Nov 2022 with a return of +16.1%, while the worst month was Oct 2024 at -9.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MCSE closed higher 44% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.12% | |||||
| 2025 | 6.70% | 0.31% | -6.31% | 2.90% | 3.53% | 2.17% | -3.50% | 1.44% | 1.98% | -1.01% | -0.33% | 0.27% | 7.79% |
| 2024 | -0.52% | 6.98% | 0.92% | -7.80% | 4.05% | -2.21% | 0.16% | 3.66% | 0.59% | -8.96% | -3.00% | -2.55% | -9.46% |
| 2023 | 9.94% | -3.19% | 5.72% | 2.39% | -2.74% | 1.88% | 0.75% | -8.28% | -8.18% | -1.73% | 13.68% | 6.14% | 14.86% |
| 2022 | -0.86% | 16.13% | -4.42% | 10.04% |
Benchmark Metrics
Franklin Sustainable International Equity ETF has an annualized alpha of -9.99%, beta of 0.91, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since October 31, 2022.
- This ETF participated in 125.51% of S&P 500 Index downside but only 62.45% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -9.99% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.91 and R2 of 0.54, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -9.99%
- Beta
- 0.91
- R²
- 0.54
- Upside Capture
- 62.45%
- Downside Capture
- 125.51%
Expense Ratio
MCSE has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MCSE ranks 19 for risk / return — above 19% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Franklin Sustainable International Equity ETF (MCSE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCSE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.00 | -1.64 |
| Martin ratioReturn relative to average drawdown | 0.92 | 8.49 | -7.58 |
Dividends
Dividend History
Franklin Sustainable International Equity ETF provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.52 | $0.52 | $0.08 | $0.08 | $0.06 |
Dividend yield | 3.74% | 3.78% | 0.63% | 0.57% | 0.48% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Sustainable International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2022 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Sustainable International Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Sustainable International Equity ETF was 26.36%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Franklin Sustainable International Equity ETF drawdown is 10.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-26.36%Apr 2025 | 1y 1mo | — | 2y 4moMar 2024 - now | 2025 selloff2025 |
-20.31%Oct 2023 | 3mo 15d | 3mo 14d | 6mo 29dJul 2023 - Feb 2024 | — |
-8.66%Mar 2023 | 1mo 10d | 29d | 2mo 9dFeb 2023 - Apr 2023 | — |
-7.10%Dec 2022 | 14d | 14d | 28dDec 2022 - Jan 2023 | Bear market2022 |
-5.38%Jul 2023 | 20d | 7d | 27dJun 2023 - Jul 2023 | — |
Drawdown Indicators
| MCSE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.36% | -56.78% | +30.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -9.10% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -26.36% | -18.90% | -7.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -10.51% | -1.58% | -8.93% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -10.70% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 2.14% | +2.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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