IDEQ vs. MCSE
IDEQ (Lazard International Dynamic Equity ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Their 0.35 correlation means their historical movements had little consistent relationship. IDEQ charges 0.40%/yr vs 0.59%/yr for MCSE.
Performance
IDEQ vs. MCSE - Performance Comparison
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Returns By Period
In the year-to-date period, IDEQ achieves a 14.92% return, which is significantly higher than MCSE's 1.12% return.
IDEQ
- 1D
- -0.43%
- 1M
- -0.46%
- 6M
- 6.56%
- YTD
- 14.92%
- 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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.07M | $9.61M | $11.09M | |
| $0.00 | $0.00 | $0.00 |
IDEQ vs. MCSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 14.92% | 12.10% |
MCSE Franklin Sustainable International Equity ETF | 1.12% | 0.30% |
Correlation
The correlation between IDEQ and MCSE is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.35 |
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Return for Risk
IDEQ vs. MCSE — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MCSE
IDEQ vs. MCSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) 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.
| IDEQ | MCSE | Difference | |
|---|---|---|---|
| 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 | — |
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Drawdowns
IDEQ vs. MCSE - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for IDEQ and MCSE.
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Drawdown Indicators
| IDEQ | MCSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -26.36% | +13.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.36% | — |
Current DrawdownCurrent decline from peak | -3.65% | -10.51% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -8.79% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.36% | — |
Volatility
IDEQ vs. MCSE - Volatility Comparison
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Volatility by Period
| IDEQ | MCSE | Difference | |
|---|---|---|---|
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 | 19.58% | 10.71% | +8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 19.08% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 19.08% | +0.50% |
IDEQ vs. MCSE - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is lower than MCSE's 0.59% expense ratio.
Dividends
IDEQ vs. MCSE - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.35%, less than MCSE's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 1.35% | 0.60% | 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
IDEQ and MCSE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDEQ is cheaper with a 0.40% expense ratio, compared with 0.59% for MCSE.
MCSE has the higher dividend yield at 3.74%, compared with 1.35% for IDEQ.
They also come from different issuers: Lazard and Franklin. Their fees differ too: 0.40% for IDEQ and 0.59% for MCSE.
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