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IDEV vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDEV vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI International Developed Markets ETF (IDEV) 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

In the year-to-date period, IDEV achieves a 11.37% return, which is significantly higher than MCSE's 1.12% return.


IDEV

1D
-0.72%
1M
1.04%
6M
6.43%
YTD
11.37%
1Y
25.30%
3Y*
16.97%
5Y*
9.25%
10Y*
ALL TIME*
9.52%

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)
$135.88M$124.12M$125.37M
$0.00$0.00$0.00

IDEV vs. MCSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDEV
iShares Core MSCI International Developed Markets ETF
11.37%32.56%4.54%17.36%9.06%
MCSE
Franklin Sustainable International Equity ETF
1.12%7.79%-9.46%14.86%10.04%

Correlation

The correlation between IDEV and MCSE is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2022

0.75

Over the past year, the correlation between IDEV and MCSE has dropped to 0.47 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

IDEV vs. MCSE - Sectors Allocation Comparison


Sectors
IDEV
MCSE

Financial Services

24.8%
2.1%

Industrials

18.4%
18.1%

Technology

11.9%
31.1%

Healthcare

8.7%
20.1%

Consumer Cyclical

7.6%
13.8%

Basic Materials

7.5%
5.1%

Consumer Defensive

6.0%
5.0%

Energy

5.0%

-

Communication Services

3.9%
4.7%

Utilities

3.5%

-

Real Estate

2.6%

-

Financial Services

IDEV
24.8%
MCSE
2.1%

Industrials

IDEV
18.4%
MCSE
18.1%

Technology

IDEV
11.9%
MCSE
31.1%

Healthcare

IDEV
8.7%
MCSE
20.1%

Consumer Cyclical

IDEV
7.6%
MCSE
13.8%

Basic Materials

IDEV
7.5%
MCSE
5.1%

Consumer Defensive

IDEV
6.0%
MCSE
5.0%

Energy

IDEV
5.0%
MCSE

-

Communication Services

IDEV
3.9%
MCSE
4.7%

Utilities

IDEV
3.5%
MCSE

-

Real Estate

IDEV
2.6%
MCSE

-

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Return for Risk

IDEV vs. MCSE — Risk / Return Rank

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

IDEV
IDEV Risk / Return Rank: 7171
Overall Rank
IDEV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDEV Omega Ratio Rank: 7272
Omega Ratio Rank
IDEV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IDEV Martin Ratio Rank: 7272
Martin Ratio Rank

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.

IDEV vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) 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.


IDEVMCSEDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.30

1.10

+0.20

Calmar ratioReturn relative to maximum drawdown

2.24

0.37

+1.88

Martin ratioReturn relative to average drawdown

8.85

0.92

+7.93

IDEV vs. MCSE - Sharpe Ratio Comparison

The current IDEV Sharpe Ratio is 1.66, which is higher than the MCSE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IDEV 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.


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Drawdowns

IDEV vs. MCSE - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, which is greater than MCSE's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for IDEV and MCSE.


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Drawdown Indicators


IDEVMCSEDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-26.36%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-10.42%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-26.36%

+12.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Current Drawdown

Current decline from peak

-0.72%

-10.51%

+9.79%

Average Drawdown

Average peak-to-trough decline

-6.47%

-8.79%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.36%

-1.53%

Volatility

IDEV vs. MCSE - Volatility Comparison

iShares Core MSCI International Developed Markets ETF (IDEV) has a higher volatility of 4.44% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that IDEV'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


IDEVMCSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

0.00%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

1.91%

+11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

10.71%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

19.08%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

19.08%

-1.83%

IDEV vs. MCSE - Expense Ratio Comparison

IDEV has a 0.05% expense ratio, which is lower than MCSE's 0.59% expense ratio.


Dividends

IDEV vs. MCSE - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.18%, less than MCSE's 3.74% yield.


PositionTTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.18%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
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%

Frequently Asked Questions


IDEV and MCSE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDEV has higher volatility (4.44%) compared to MCSE (0.00%). In terms of maximum drawdown, IDEV dropped -34.77% vs MCSE's -26.36%.

On 3-year performance, IDEV leads with 16.97% vs -0.12% for MCSE. On fees, IDEV is cheaper at 0.05% 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, IDEV has performed better with a 16.97% return vs -0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.59% for MCSE.

MCSE has the higher dividend yield at 3.74%, compared with 3.18% for IDEV.

They also come from different issuers: iShares and Franklin. Their fees differ too: 0.05% for IDEV and 0.59% for MCSE.

IDEV currently has the higher Sharpe Ratio (1.66 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.

Portfolio Optimizer

Find the right allocation for IDEV and MCSE

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