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ENHI vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENHI vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced International Active ETF (ENHI) and Franklin Sustainable International Equity ETF (MCSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ENHI

1D
-0.54%
1M
2.09%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.84K$460.27K$161.82K
$0.00$0.00$0.00

ENHI vs. MCSE - Yearly Performance Comparison


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Return for Risk

ENHI vs. MCSE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENHI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MCSE
MCSE Risk / Return Rank: 1919
Overall Rank
MCSE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MCSE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MCSE Omega Ratio Rank: 2222
Omega Ratio Rank
MCSE Calmar Ratio Rank: 1717
Calmar Ratio Rank
MCSE Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENHI vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) 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.


ENHIMCSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.37

Martin ratioReturn relative to average drawdown

0.92

ENHI vs. MCSE - Sharpe Ratio Comparison


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Drawdowns

ENHI vs. MCSE - Drawdown Comparison

The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for ENHI and MCSE.


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Drawdown Indicators


ENHIMCSEDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-26.36%

+20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

Current Drawdown

Current decline from peak

-0.54%

-10.51%

+9.97%

Average Drawdown

Average peak-to-trough decline

-1.35%

-8.79%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

ENHI vs. MCSE - Volatility Comparison


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Volatility by Period


ENHIMCSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

10.71%

+9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

19.08%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

19.08%

+1.37%

ENHI vs. MCSE - Expense Ratio Comparison

ENHI has a 0.27% expense ratio, which is lower than MCSE's 0.59% expense ratio.


Dividends

ENHI vs. MCSE - Dividend Comparison

ENHI's dividend yield for the trailing twelve months is around 1.17%, less than MCSE's 3.74% yield.


PositionTTM2025202420232022
ENHI
iShares Enhanced International Active ETF
1.17%0.00%0.00%0.00%0.00%
MCSE
Franklin Sustainable International Equity ETF
3.74%3.78%0.63%0.57%0.48%

Frequently Asked Questions


On fees, ENHI is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENHI is cheaper with a 0.27% expense ratio, compared with 0.59% for MCSE.

MCSE has the higher dividend yield at 3.74%, compared with 1.17% for ENHI.

They also come from different issuers: iShares and Franklin. Their fees differ too: 0.27% for ENHI and 0.59% for MCSE.

Portfolio Optimizer

Find the right allocation for ENHI and MCSE

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