EIS vs. MCSE
EIS (iShares MSCI Israel ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. EIS is passively managed, while MCSE is actively managed. Over the past 3 years, EIS returned 30.19%/yr vs 0.74%/yr for MCSE. Their 0.50 correlation means their historical movements had little consistent relationship. Both charge a 0.59% expense ratio.
Performance
EIS vs. MCSE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EIS achieves a 9.39% return, which is significantly higher than MCSE's 1.12% return.
EIS
- 1D
- 0.25%
- 1M
- -0.69%
- 6M
- -0.29%
- YTD
- 9.39%
- 1Y
- 33.58%
- 3Y*
- 30.19%
- 5Y*
- 12.65%
- 10Y*
- 10.88%
- ALL TIME*
- 6.86%
MCSE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 1.12%
- 1Y
- 4.30%
- 3Y*
- 0.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.40M | $7.68M | $10.93M | |
| $0.00 | $0.00 | $0.00 |
EIS vs. MCSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 9.39% | 45.11% | 34.50% | 5.48% | -8.24% |
MCSE Franklin Sustainable International Equity ETF | 1.12% | 7.79% | -9.46% | 14.86% | 10.04% |
Correlation
The correlation between EIS and MCSE is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2022 | 0.50 |
Over the past year, the correlation between EIS and MCSE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
EIS vs. MCSE - Sectors Allocation Comparison
Sectors
EIS
MCSE
Financial Services
Technology
Industrials
Healthcare
Real Estate
-
Utilities
-
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
-
Basic Materials
Financial Services
EIS
MCSE
Technology
EIS
MCSE
Industrials
EIS
MCSE
Healthcare
EIS
MCSE
Real Estate
EIS
MCSE
-
Utilities
EIS
MCSE
-
Communication Services
EIS
MCSE
Consumer Cyclical
EIS
MCSE
Consumer Defensive
EIS
MCSE
Energy
EIS
MCSE
-
Basic Materials
EIS
MCSE
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EIS vs. MCSE — Risk / Return Rank
EIS
MCSE
EIS vs. MCSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) 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.
| EIS | MCSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.12 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.45 | +1.74 |
| Martin ratioReturn relative to average drawdown | 6.30 | 1.13 | +5.17 |
Loading charts...
Drawdowns
EIS vs. MCSE - Drawdown Comparison
The maximum EIS drawdown since its inception was -51.94%, which is greater than MCSE's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for EIS and MCSE.
Loading charts...
Drawdown Indicators
| EIS | MCSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.94% | -26.36% | -25.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.37% | -10.42% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -21.75% | -26.36% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -41.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.88% | — | — |
Current DrawdownCurrent decline from peak | -12.58% | -10.51% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -13.88% | -8.80% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 4.37% | +0.97% |
Volatility
EIS vs. MCSE - Volatility Comparison
iShares MSCI Israel ETF (EIS) has a higher volatility of 6.92% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that EIS'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.
Loading charts...
Volatility by Period
| EIS | MCSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 0.00% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 18.77% | 1.87% | +16.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 10.29% | +13.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 19.07% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 19.07% | +2.23% |
EIS vs. MCSE - Expense Ratio Comparison
Both EIS and MCSE have an expense ratio of 0.59%.
Dividends
EIS vs. MCSE - Dividend Comparison
EIS's dividend yield for the trailing twelve months is around 1.55%, less than MCSE's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 1.55% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
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
EIS and MCSE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIS has higher volatility (6.92%) compared to MCSE (0.00%). In terms of maximum drawdown, EIS dropped -51.94% vs MCSE's -26.36%.
On 3-year performance, EIS leads with 30.19% vs 0.74% for MCSE. Both ETFs have the same 0.59% expense ratio. 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, EIS has performed better with a 30.19% return vs 0.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EIS and MCSE have the same expense ratio: 0.59% per year.
MCSE has the higher dividend yield at 3.74%, compared with 1.55% for EIS.
They also come from different issuers: iShares and Franklin.
EIS currently has the higher Sharpe Ratio (1.45 vs 0.46), 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.
Find the right allocation for EIS and MCSE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer