DOL vs. MCSE
DOL (WisdomTree International LargeCap Dividend Fund) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. DOL is passively managed, while MCSE is actively managed. Over the past 3 years, DOL returned 20.19%/yr vs -0.12%/yr for MCSE. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DOL charges 0.48%/yr vs 0.59%/yr for MCSE.
Performance
DOL vs. MCSE - Performance Comparison
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Returns By Period
In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than MCSE's 1.12% return.
DOL
- 1D
- -0.14%
- 1M
- 1.53%
- 6M
- 9.92%
- YTD
- 16.45%
- 1Y
- 31.66%
- 3Y*
- 20.19%
- 5Y*
- 12.84%
- 10Y*
- 9.88%
- ALL TIME*
- 5.86%
MCSE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 1.12%
- 1Y
- 4.30%
- 3Y*
- -0.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $706.22K | $768.00K | $1.02M | |
| $0.00 | $0.00 | $0.00 |
DOL vs. MCSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 16.45% | 37.35% | 4.08% | 16.77% | 11.20% |
MCSE Franklin Sustainable International Equity ETF | 1.12% | 7.79% | -9.46% | 14.86% | 10.04% |
Correlation
The correlation between DOL and MCSE is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2022 | 0.68 |
Over the past year, the correlation between DOL and MCSE has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
DOL vs. MCSE - Sectors Allocation Comparison
Sectors
DOL
MCSE
Financial Services
Technology
Industrials
Healthcare
Consumer Defensive
Consumer Cyclical
Utilities
-
Communication Services
Basic Materials
Energy
-
Real Estate
-
Financial Services
DOL
MCSE
Technology
DOL
MCSE
Industrials
DOL
MCSE
Healthcare
DOL
MCSE
Consumer Defensive
DOL
MCSE
Consumer Cyclical
DOL
MCSE
Utilities
DOL
MCSE
-
Communication Services
DOL
MCSE
Basic Materials
DOL
MCSE
Energy
DOL
MCSE
-
Real Estate
DOL
MCSE
-
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Return for Risk
DOL vs. MCSE — Risk / Return Rank
DOL
MCSE
DOL vs. MCSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and Franklin Sustainable International Equity ETF (MCSE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DOL | MCSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.10 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.37 | +2.42 |
| Martin ratioReturn relative to average drawdown | 10.46 | 0.92 | +9.54 |
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Drawdowns
DOL vs. MCSE - Drawdown Comparison
The maximum DOL drawdown since its inception was -60.79%, which is greater than MCSE's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for DOL and MCSE.
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Drawdown Indicators
| DOL | MCSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.79% | -26.36% | -34.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -10.42% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | -26.36% | +13.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -10.51% | +10.37% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -8.79% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.36% | -1.35% |
Volatility
DOL vs. MCSE - Volatility Comparison
WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 4.39% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than MCSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOL | MCSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 0.00% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 1.91% | +12.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 10.71% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 19.08% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 19.08% | -2.69% |
DOL vs. MCSE - Expense Ratio Comparison
DOL has a 0.48% expense ratio, which is lower than MCSE's 0.59% expense ratio.
Dividends
DOL vs. MCSE - Dividend Comparison
DOL's dividend yield for the trailing twelve months is around 2.45%, less than MCSE's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOL WisdomTree International LargeCap Dividend Fund | 2.45% | 2.83% | 3.78% | 4.02% | 4.47% | 3.58% | 2.82% | 3.50% | 4.03% | 3.17% | 3.58% | 3.66% |
MCSE Franklin Sustainable International Equity ETF | 3.74% | 3.78% | 0.63% | 0.57% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DOL and MCSE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOL has higher volatility (4.39%) compared to MCSE (0.00%). In terms of maximum drawdown, DOL dropped -60.79% vs MCSE's -26.36%.
On 3-year performance, DOL leads with 20.19% vs -0.12% for MCSE. On fees, DOL is cheaper at 0.48% per year. On volatility, MCSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DOL has performed better with a 20.19% return vs -0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DOL is cheaper with a 0.48% expense ratio, compared with 0.59% for MCSE.
MCSE has the higher dividend yield at 3.74%, compared with 2.45% for DOL.
They also come from different issuers: WisdomTree and Franklin. Their fees differ too: 0.48% for DOL and 0.59% for MCSE.
DOL currently has the higher Sharpe Ratio (1.99 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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