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MCSE vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCSE vs. ISCMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCSE achieves a 1.12% return, which is significantly lower than ISCMF's 11.96% return.


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%

ISCMF

1D
0.00%
1M
0.00%
6M
1.00%
YTD
11.96%
1Y
21.66%
3Y*
10.24%
5Y*
10Y*
ALL TIME*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$9.78K$53.76K
$0.00$0.00$0.00

MCSE vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
MCSE
Franklin Sustainable International Equity ETF
1.12%7.79%-9.46%14.86%10.04%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
11.96%19.65%3.13%-9.58%-2.34%

Correlation

The correlation between MCSE and ISCMF is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.06

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

0.01

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

0.00

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Return for Risk

MCSE vs. ISCMF — Risk / Return Rank

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

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

ISCMF
ISCMF Risk / Return Rank: 5656
Overall Rank
ISCMF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 4949
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9797
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 4343
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.

MCSE vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Sustainable International Equity ETF (MCSE) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.


MCSEISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.10

1.81

-0.71

Calmar ratioReturn relative to maximum drawdown

0.37

1.59

-1.22

Martin ratioReturn relative to average drawdown

0.92

4.79

-3.87

MCSE vs. ISCMF - Sharpe Ratio Comparison

The current MCSE Sharpe Ratio is 0.37, which is lower than the ISCMF Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MCSE and ISCMF, 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

MCSE vs. ISCMF - Drawdown Comparison

The maximum MCSE drawdown since its inception was -26.36%, roughly equal to the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for MCSE and ISCMF.


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Drawdown Indicators


MCSEISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-26.36%

-25.42%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-13.68%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-13.68%

-12.68%

Current Drawdown

Current decline from peak

-10.51%

-13.68%

+3.17%

Average Drawdown

Average peak-to-trough decline

-8.79%

-13.31%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

4.53%

-0.17%

Volatility

MCSE vs. ISCMF - Volatility Comparison

The current volatility for Franklin Sustainable International Equity ETF (MCSE) is 0.00%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 9.30%. This indicates that MCSE experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCSEISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

9.30%

-9.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

17.32%

-15.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

19.57%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

14.74%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

14.74%

+4.34%

MCSE vs. ISCMF - Expense Ratio Comparison

MCSE has a 0.59% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

MCSE vs. ISCMF - Dividend Comparison

MCSE's dividend yield for the trailing twelve months is around 3.74%, while ISCMF has not paid dividends to shareholders.


PositionTTM2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%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


MCSE and ISCMF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (9.30%) compared to MCSE (0.00%). In terms of maximum drawdown, MCSE dropped -26.36% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 10.24% vs -0.12% for MCSE. On fees, ISCMF is cheaper at 0.19% 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, ISCMF has performed better with a 10.24% return vs -0.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.59% for MCSE.

MCSE has the higher dividend yield at 3.74%, compared with 0.00% for ISCMF.

MCSE is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.59% for MCSE and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.11 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 MCSE and ISCMF

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