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MULT vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MULT vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Multisector Income ETF (MULT) 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, MULT achieves a 0.70% return, which is significantly lower than MCSE's 1.12% return.


MULT

1D
-0.22%
1M
-0.64%
6M
0.44%
YTD
0.70%
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%
*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$0.00$0.00
$6.84K$5.44K$4.97K

MULT vs. MCSE - Yearly Performance Comparison


Correlation

The correlation between MULT and MCSE is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 28, 2025

0.18

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Return for Risk

MULT vs. MCSE — Risk / Return Rank

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

MULT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

MULT vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Multisector Income ETF (MULT) 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.


MULTMCSEDifference
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

MULT vs. MCSE - Sharpe Ratio Comparison


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Drawdowns

MULT vs. MCSE - Drawdown Comparison

The maximum MULT drawdown since its inception was -1.70%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for MULT and MCSE.


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Drawdown Indicators


MULTMCSEDifference

Max Drawdown

Largest peak-to-trough decline

-1.70%

-26.36%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

Current Drawdown

Current decline from peak

-0.68%

-10.51%

+9.83%

Average Drawdown

Average peak-to-trough decline

-0.32%

-8.79%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

MULT vs. MCSE - Volatility Comparison


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Volatility by Period


MULTMCSEDifference

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

2.93%

10.71%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

19.08%

-16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

19.08%

-16.15%

MULT vs. MCSE - Expense Ratio Comparison

MULT has a 0.39% expense ratio, which is lower than MCSE's 0.59% expense ratio.


Dividends

MULT vs. MCSE - Dividend Comparison

MULT's dividend yield for the trailing twelve months is around 3.82%, more than MCSE's 3.74% yield.


PositionTTM2025202420232022
MCSE
Franklin Sustainable International Equity ETF
3.74%3.78%0.63%0.57%0.48%
MULT
Franklin Multisector Income ETF
3.82%1.56%0.00%0.00%0.00%

Frequently Asked Questions


MULT and MCSE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MULT is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MULT is cheaper with a 0.39% expense ratio, compared with 0.59% for MCSE.

MULT has the higher dividend yield at 3.82%, compared with 3.74% for MCSE.

MULT is categorized as Multisector Bonds, while MCSE is Foreign Large Cap Equities. Their fees differ too: 0.39% for MULT and 0.59% for MCSE.

Portfolio Optimizer

Find the right allocation for MULT and MCSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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