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ISIN
US35473P4542
Inception Date
Nov 30, 2015
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

Share Price Chart


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Performance

MCSE Performance Chart

Martin Currie 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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S&P 500 Index

Returns By Period

Martin Currie Sustainable International Equity ETF (MCSE) has returned 1.12% so far this year and 3.16% over the past 12 months.


Martin Currie Sustainable International Equity ETF

1D
0.00%
1M
0.00%
YTD
1.12%
6M
1.32%
1Y
3.16%
3Y*
0.67%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 51% of months were positive and 49% 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 45% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.12%0.00%0.00%0.00%0.00%0.00%1.12%
20256.70%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%
20239.94%-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

Martin Currie Sustainable International Equity ETF has an annualized alpha of -10.54%, beta of 0.93, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 31, 2022.

  • This ETF participated in 124.55% 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 -10.54% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.55, 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
-10.54%
Beta
0.93
0.55
Upside Capture
62.45%
Downside Capture
124.55%

Expense Ratio

MCSE has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MCSE ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MCSE Risk / Return Rank: 1212
Overall Rank
MCSE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MCSE Sortino Ratio Rank: 1111
Sortino Ratio Rank
MCSE Omega Ratio Rank: 1313
Omega Ratio Rank
MCSE Calmar Ratio Rank: 1212
Calmar Ratio Rank
MCSE Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Martin Currie 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.


MCSEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.29

Calmar ratioReturn relative to maximum drawdown

0.33

2.78

-2.45

Martin ratioReturn relative to average drawdown

0.80

12.44

-11.64

Dividends

Dividend History

Martin Currie Sustainable International Equity ETF provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.40$0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
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 Martin Currie Sustainable International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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 Martin Currie 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 Martin Currie Sustainable International Equity ETF was 26.36%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Martin Currie Sustainable International Equity ETF drawdown is 10.51%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-26.36%Apr 2025
1y 1mo
2y 3moMar 2024 - now
2023 bear market2023
-20.31%Oct 2023
3mo 15d3mo 14d
6mo 29dJul 2023 - Feb 2024
2023 pullback2023
-8.66%Mar 2023
1mo 10d29d
2mo 9dFeb 2023 - Apr 2023
Bear market2022
-7.10%Dec 2022
14d14d
28dDec 2022 - Jan 2023
2023 pullback2023
-5.38%Jul 2023
20d7d
27dJun 2023 - Jul 2023

Drawdown Indicators


MCSEBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.51%

-1.80%

-8.71%

Average Drawdown

Average peak-to-trough decline

-8.74%

-10.71%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

2.03%

+2.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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