PortfoliosLab logoPortfoliosLab logo
RINT vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and Franklin Sustainable International Equity ETF (MCSE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RINT achieves a 11.48% return, which is significantly higher than MCSE's 1.12% return.


RINT

1D
0.14%
1M
1.79%
6M
6.25%
YTD
11.48%
1Y
25.05%
3Y*
5Y*
10Y*
ALL TIME*
23.16%

MCSE

1D
0.00%
1M
0.00%
6M
0.00%
YTD
1.12%
1Y
4.30%
3Y*
0.74%
5Y*
10Y*
ALL TIME*
6.06%
*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
$631.20K$544.70K$524.60K

RINT vs. MCSE - Yearly Performance Comparison


Correlation

The correlation between RINT 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 (All Time)
Calculated using the full available price history since May 14, 2025

0.53

The correlation between RINT and MCSE has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RINT vs. MCSE — Risk / Return Rank

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

RINT
RINT Risk / Return Rank: 6161
Overall Rank
RINT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 6363
Sortino Ratio Rank
RINT Omega Ratio Rank: 6262
Omega Ratio Rank
RINT Calmar Ratio Rank: 5454
Calmar Ratio Rank
RINT Martin Ratio Rank: 6161
Martin Ratio Rank

MCSE
MCSE Risk / Return Rank: 2020
Overall Rank
MCSE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MCSE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MCSE Omega Ratio Rank: 2424
Omega Ratio Rank
MCSE Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCSE Martin Ratio Rank: 1818
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.

RINT vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) 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.


RINTMCSEDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.30

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

2.11

0.45

+1.66

Martin ratioReturn relative to average drawdown

8.01

1.13

+6.88

RINT vs. MCSE - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.63, which is higher than the MCSE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of RINT 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.


Loading charts...

Drawdowns

RINT vs. MCSE - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for RINT and MCSE.


Loading charts...

Drawdown Indicators


RINTMCSEDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-26.36%

+14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-10.42%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

Current Drawdown

Current decline from peak

-0.27%

-10.51%

+10.24%

Average Drawdown

Average peak-to-trough decline

-1.73%

-8.80%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.37%

-1.24%

Volatility

RINT vs. MCSE - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.48% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that RINT'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.


Loading charts...

Volatility by Period


RINTMCSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

0.00%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

1.87%

+11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

10.29%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

19.07%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

19.07%

-4.19%

RINT vs. MCSE - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is lower than MCSE's 0.59% expense ratio.


Dividends

RINT vs. MCSE - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.80%, less than MCSE's 3.74% yield.


PositionTTM2025202420232022
MCSE
Franklin Sustainable International Equity ETF
3.74%3.78%0.63%0.57%0.48%
RINT
Russell Investments International Developed Equity ETF
0.80%0.89%0.00%0.00%0.00%

Frequently Asked Questions


RINT 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.

RINT has higher volatility (4.48%) compared to MCSE (0.00%). In terms of maximum drawdown, RINT dropped -11.91% vs MCSE's -26.36%.

On 1-year performance, RINT leads with 25.05% vs 4.30% for MCSE. On fees, RINT is cheaper at 0.49% 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 1-year period, RINT has performed better with a 25.05% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINT is cheaper with a 0.49% expense ratio, compared with 0.59% for MCSE.

MCSE has the higher dividend yield at 3.74%, compared with 0.80% for RINT.

They also come from different issuers: Russell and Franklin. Their fees differ too: 0.49% for RINT and 0.59% for MCSE.

RINT currently has the higher Sharpe Ratio (1.63 vs 0.46), 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 RINT 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.

Open Portfolio Optimizer