In DC and AC practical applications of MgB2 superconducting wires an important role is represented by the material sheath which has to provide, among other things, a suitable electrical and thermal stabilization. A way to obtain a large enough amount of low resistivity material in to the conductor architecture is to use it as external sheath. In this paper we study ex-situ multifilamentary MgB2 wires using oxide-dispersion-strengthened copper (GlidCop) as external sheath in order to reach a good compromise between critical current density and thermal properties. We prepared three GlidCop samples differing by the content of dispersed sub-microscopic Al2O3 particles. We characterized the superconducting and thermal properties and we showed that the good thermal conductivity together the good mechanical properties and a reasonable critical current density make of GlidCop composite wire a useful conductor for applications where high thermal conductivity is request at temperature above 30K, such as Superconducting-FCL.