Social inequality in students' educational expectations, a strong predictor of educational attainment, differs substantially between countries. Although education system characteristics are translated into school composition effects, the school level is often forgotten in comparative research. Moreover, to explain school effects, we introduce the concept of student engagement into sociological research on expectations. Results of multilevel analyses (R) on data from 7566 students in 126 high schools in four cities--Barcelona (Spain), Ghent (Belgium), Bergen (Norway), and Reykjavík (Iceland)--demonstrated positive effects of (1) SES composition, but mainly in systems with substantial school segregation, (2) behavioral and emotional engagement on expectations.