GENW vs. MCSE

Last updated Aug 2, 2026

GENW (Genter Capital International Dividend ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, GENW returned 34.63% vs 4.30% for MCSE. Their 0.45 correlation means their historical movements had little consistent relationship. GENW charges 0.38%/yr vs 0.59%/yr for MCSE.

Performance

GENW vs. MCSE - Performance Comparison

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

Returns By Period

In the year-to-date period, GENW achieves a 17.31% return, which is significantly higher than MCSE's 1.12% return.

GENW

• 1D: -0.35%
• 1M: 3.44%
• 6M: 9.84%
• YTD: 17.31%
• 1Y: 34.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.56%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GENW Genter Capital International Dividend ETF	$15.28K	$15.38K	$15.74K
MCSE Franklin Sustainable International Equity ETF	$0.00	$0.00	$0.00

GENW vs. MCSE - Yearly Performance Comparison

	2026 (YTD)	2025
GENW Genter Capital International Dividend ETF	17.31%	37.92%
MCSE Franklin Sustainable International Equity ETF	1.12%	7.02%

Correlation

The correlation between GENW and MCSE is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.34
Correlation (All Time) Calculated using the full available price history since Jan 13, 2025	0.45

The correlation between GENW and MCSE shifts across timeframes, from 0.34 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GENW vs. MCSE — Risk / Return Rank

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

GENW

GENW Risk / Return Rank: 90
GENW Sharpe Ratio Rank: 93
GENW Sortino Ratio Rank: 92
GENW Omega Ratio Rank: 91
GENW Calmar Ratio Rank: 86
GENW Martin Ratio Rank: 86

MCSE

MCSE Risk / Return Rank: 19
MCSE Sharpe Ratio Rank: 20
MCSE Sortino Ratio Rank: 18
MCSE Omega Ratio Rank: 22
MCSE Calmar Ratio Rank: 17
MCSE Martin Ratio Rank: 17

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.

GENW vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital International Dividend ETF (GENW) 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.

	GENW	MCSE	Difference
Sharpe ratio: Return per unit of total volatility	2.49	0.37	+2.12
Sortino ratio: Return per unit of downside risk	3.45	0.58	+2.87
Omega ratio: Gain probability vs. loss probability	1.44	1.10	+0.34
Calmar ratio: Return relative to maximum drawdown	3.35	0.37	+2.99
Martin ratio: Return relative to average drawdown	12.58	0.92	+11.66

GENW vs. MCSE - Sharpe Ratio Comparison

The current GENW Sharpe Ratio is 2.49, which is higher than the MCSE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GENW and MCSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GENW vs. MCSE - Drawdown Comparison

The maximum GENW drawdown since its inception was -14.36%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for GENW and MCSE.

Drawdown Indicators

	GENW	MCSE	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-26.36%	+12.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-10.42%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.36%	—
Current Drawdown Current decline from peak	-0.35%	-10.51%	+10.16%
Average Drawdown Average peak-to-trough decline	-1.60%	-8.79%	+7.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	4.36%	-1.61%

Volatility

GENW vs. MCSE - Volatility Comparison

Genter Capital International Dividend ETF (GENW) has a higher volatility of 4.08% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that GENW'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.

Volatility by Period

	GENW	MCSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	0.00%	+4.08%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	1.91%	+9.90%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	10.71%	+3.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	19.08%	-3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.95%	19.08%	-3.13%

GENW vs. MCSE - Expense Ratio Comparison

GENW has a 0.38% expense ratio, which is lower than MCSE's 0.59% expense ratio.

Dividends

GENW vs. MCSE - Dividend Comparison

GENW's dividend yield for the trailing twelve months is around 2.20%, less than MCSE's 3.74% yield.

Position	TTM	2025	2024	2023	2022
GENW Genter Capital International Dividend ETF	2.20%	2.89%	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

Can I hold both GENW and MCSE in my portfolio?

GENW and MCSE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GENW or MCSE?

GENW has higher volatility (4.08%) compared to MCSE (0.00%). In terms of maximum drawdown, GENW dropped -14.36% vs MCSE's -26.36%.

Which ETF is better, GENW or MCSE?

On 1-year performance, GENW leads with 34.63% vs 4.30% for MCSE. On fees, GENW is cheaper at 0.38% 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.

Which ETF has performed better, GENW or MCSE?

Over the 1-year period, GENW has performed better with a 34.63% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GENW or MCSE?

GENW is cheaper with a 0.38% expense ratio, compared with 0.59% for MCSE.

Which ETF pays a higher dividend yield, GENW or MCSE?

MCSE has the higher dividend yield at 3.74%, compared with 2.20% for GENW.

What is the main difference between GENW and MCSE?

They also come from different issuers: Genter Capital and Franklin. Their fees differ too: 0.38% for GENW and 0.59% for MCSE.

Which has better risk-adjusted returns?

GENW currently has the higher Sharpe Ratio (2.49 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.