MCSE vs. DWMF
Compare and contrast key facts about Martin Currie Sustainable International Equity ETF (MCSE) and WisdomTree International Multifactor Fund (DWMF).
MCSE and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MCSE is an actively managed fund by Martin Currie. It was launched on Nov 30, 2015. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
MCSE vs. DWMF - Performance Comparison
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MCSE vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MCSE Martin Currie Sustainable International Equity ETF | 1.12% | 7.79% | -9.46% | 14.86% | 11.00% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | 5.21% |
Returns By Period
In the year-to-date period, MCSE achieves a 1.12% return, which is significantly lower than DWMF's 3.84% return.
MCSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.12%
- 6M
- 0.03%
- 1Y
- 8.69%
- 3Y*
- 0.25%
- 5Y*
- —
- 10Y*
- —
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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MCSE vs. DWMF - Expense Ratio Comparison
MCSE has a 0.59% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
MCSE vs. DWMF — Risk / Return Rank
MCSE
DWMF
MCSE vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Martin Currie Sustainable International Equity ETF (MCSE) and WisdomTree International Multifactor Fund (DWMF). 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.
| MCSE | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.38 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.02 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.01 | 2.13 | -2.12 |
Martin ratioReturn relative to average drawdown | 0.05 | 8.12 | -8.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCSE | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.38 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.53 | -0.17 |
Correlation
The correlation between MCSE and DWMF is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MCSE vs. DWMF - Dividend Comparison
MCSE's dividend yield for the trailing twelve months is around 3.74%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MCSE Martin Currie Sustainable International Equity ETF | 3.74% | 3.78% | 0.63% | 0.57% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% |
Drawdowns
MCSE vs. DWMF - Drawdown Comparison
The maximum MCSE drawdown since its inception was -26.36%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for MCSE and DWMF.
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Drawdown Indicators
| MCSE | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.36% | -29.72% | +3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.74% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.00% | — |
Current DrawdownCurrent decline from peak | -10.51% | -5.33% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -3.88% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 2.29% | +2.86% |
Volatility
MCSE vs. DWMF - Volatility Comparison
The current volatility for Martin Currie Sustainable International Equity ETF (MCSE) is 0.00%, while WisdomTree International Multifactor Fund (DWMF) has a volatility of 5.84%. This indicates that MCSE experiences smaller price fluctuations and is considered to be less risky than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCSE | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.84% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 8.39% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 13.70% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 11.20% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 14.16% | +5.86% |