Poly(methyl methacrylate)-block-polyethylene-block-poly(methyl methacrylate) (PMMA-PE-PMMA) triblock copolymers were prepared by a combination of ring-opening metathesis polymerization (ROMP), hydrogenation, and reversible addition-fragmentation chain-transfer (RAFT) polymerization. The number-average molar masses of the PMMA end blocks were varied (Mn = 1, 4, 12, and 31 kg mol-1), whereas that of the PE middle block was kept constant at Mn = 13 kg mol-1. The copolymers were evaluated as compatibilizers in PE/PMMA homopolymer blends containing PE in a 4:1 excess by weight. The compatibilized blends displayed significant improvements in elastic modulus, hardness, and scratch resistance as compared to uncompatibilized binary blends. The effects of the PMMA end-block molar mass and compatibilizer concentration on the blend morphology and mechanical properties were investigated. The triblock copolymer with the highest-molar-mass PMMA end blocks was most effective, presumably because of enhanced stress transfer between phases by virtue of a higher degree of entanglement of the end blocks with the PMMA dispersed phase.