XIDV vs. MCSE

Last updated Aug 2, 2026

XIDV (Franklin International Dividend Booster Index ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. XIDV is passively managed, while MCSE is actively managed. Over the past year, XIDV returned 33.32% vs 4.30% for MCSE. Their 0.48 correlation means their historical movements had little consistent relationship. XIDV charges 0.19%/yr vs 0.59%/yr for MCSE.

Performance

XIDV vs. MCSE - Performance Comparison

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

Returns By Period

In the year-to-date period, XIDV achieves a 18.56% return, which is significantly higher than MCSE's 1.12% return.

XIDV

• 1D: -0.81%
• 1M: 5.79%
• 6M: 13.58%
• YTD: 18.56%
• 1Y: 33.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 40.17%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MCSE Franklin Sustainable International Equity ETF	$0.00	$0.00	$0.00
XIDV Franklin International Dividend Booster Index ETF	$193.03K	$150.10K	$420.16K

XIDV vs. MCSE - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	18.56%	40.77%
MCSE Franklin Sustainable International Equity ETF	1.12%	1.25%

Correlation

The correlation between XIDV and MCSE is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.35
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.48

The correlation between XIDV and MCSE shifts across timeframes, from 0.35 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

XIDV vs. MCSE - Sectors Allocation Comparison

Sectors	XIDV	MCSE
Financial Services	33.5%	2.1%
Energy	11.2%	-
Consumer Defensive	9.0%	5.0%
Industrials	8.8%	18.1%
Consumer Cyclical	8.4%	13.8%
Basic Materials	7.9%	5.1%
Utilities	7.8%	-
Healthcare	5.3%	20.1%
Communication Services	5.3%	4.7%
Real Estate	2.1%	-
Technology	0.8%	31.1%

Return for Risk

XIDV vs. MCSE — Risk / Return Rank

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

XIDV

XIDV Risk / Return Rank: 93
XIDV Sharpe Ratio Rank: 94
XIDV Sortino Ratio Rank: 94
XIDV Omega Ratio Rank: 93
XIDV Calmar Ratio Rank: 91
XIDV Martin Ratio Rank: 90

MCSE

MCSE Risk / Return Rank: 19
MCSE Sharpe Ratio Rank: 20
MCSE Sortino Ratio Rank: 18
MCSE Omega Ratio Rank: 22
MCSE Calmar Ratio Rank: 17
MCSE Martin Ratio Rank: 17

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.

XIDV vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

	XIDV	MCSE	Difference
Sharpe ratio: Return per unit of total volatility	2.69	0.37	+2.32
Sortino ratio: Return per unit of downside risk	3.67	0.58	+3.10
Omega ratio: Gain probability vs. loss probability	1.49	1.10	+0.39
Calmar ratio: Return relative to maximum drawdown	4.09	0.37	+3.72
Martin ratio: Return relative to average drawdown	14.58	0.92	+13.66

XIDV vs. MCSE - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.69, which is higher than the MCSE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of XIDV 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.

Drawdowns

XIDV vs. MCSE - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for XIDV and MCSE.

Drawdown Indicators

	XIDV	MCSE	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-26.36%	+14.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-10.42%	+2.17%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.36%	—
Current Drawdown Current decline from peak	-0.81%	-10.51%	+9.70%
Average Drawdown Average peak-to-trough decline	-1.38%	-8.79%	+7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	4.36%	-2.05%

Volatility

XIDV vs. MCSE - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) has a higher volatility of 3.54% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that XIDV'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.

Volatility by Period

	XIDV	MCSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	0.00%	+3.54%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	1.91%	+8.60%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	10.71%	+1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	19.08%	-4.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.58%	19.08%	-4.50%

XIDV vs. MCSE - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than MCSE's 0.59% expense ratio.

Dividends

XIDV vs. MCSE - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 5.75%, more than MCSE's 3.74% yield.

Position	TTM	2025	2024	2023	2022
MCSE Franklin Sustainable International Equity ETF	3.74%	3.78%	0.63%	0.57%	0.48%
XIDV Franklin International Dividend Booster Index ETF	5.75%	4.63%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XIDV and MCSE in my portfolio?

XIDV and MCSE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIDV or MCSE?

XIDV has higher volatility (3.54%) compared to MCSE (0.00%). In terms of maximum drawdown, XIDV dropped -12.15% vs MCSE's -26.36%.

Which ETF is better, XIDV or MCSE?

On 1-year performance, XIDV leads with 33.32% vs 4.30% for MCSE. On fees, XIDV 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.

Which ETF has performed better, XIDV or MCSE?

Over the 1-year period, XIDV has performed better with a 33.32% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or MCSE?

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

Which ETF pays a higher dividend yield, XIDV or MCSE?

XIDV has the higher dividend yield at 5.75%, compared with 3.74% for MCSE.

What is the main difference between XIDV and MCSE?

They also come from different issuers: Franklin Templeton and Franklin. Their fees differ too: 0.19% for XIDV and 0.59% for MCSE.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.69 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.