- ISIN
- US61774R3049
- Issuer
- Calvert
- Inception Date
- Jan 30, 2023
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $18M
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $332.56K
Share Price Chart
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Performance
CDEI Performance Chart
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) is up 11.2% since the beginning of the year. CDEI is currently trading at $92 per share.
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Returns By Period
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) has returned 11.21% so far this year and 24.16% over the past 12 months.
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF
- 1D
- 0.33%
- 1M
- 0.13%
- 6M
- 11.32%
- YTD
- 11.21%
- 1Y
- 24.16%
- 3Y*
- 17.59%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.99%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CDEI Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2023, CDEI's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +11.0%, while the worst month was Mar 2025 at -6.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CDEI closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.09% | -0.86% | -5.06% | 11.00% | 5.19% | 0.75% | 0.54% | 11.21% | |||||
| 2025 | 1.51% | -1.22% | -6.14% | -0.20% | 5.92% | 5.34% | 1.12% | 2.06% | 2.90% | 3.73% | 0.72% | 0.27% | 16.60% |
| 2024 | 1.76% | 3.03% | 2.08% | -4.64% | 4.47% | 4.01% | 0.37% | 2.36% | 1.73% | -0.57% | 4.73% | -1.68% | 18.67% |
| 2023 | -1.23% | 4.68% | 1.49% | 1.93% | 6.61% | 2.08% | -1.99% | -5.18% | -0.92% | 9.67% | 4.48% | 22.82% |
Benchmark Metrics
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF has an annualized alpha of 1.06%, beta of 0.99, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since February 01, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.79%) than losses (84.39%) - typical of diversified or defensive assets.
- With beta of 0.99 and R2 of 0.95, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.06%
- Beta
- 0.99
- R²
- 0.95
- Upside Capture
- 95.79%
- Downside Capture
- 84.39%
Expense Ratio
CDEI has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
CDEI ranks 72 for risk / return — above 72% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) and compare them to S&P 500 Index.
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.
| CDEI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.00 | +0.27 |
| Martin ratioReturn relative to average drawdown | 9.68 | 8.49 | +1.18 |
Dividends
Dividend History
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.90 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.90 | $0.87 | $0.87 | $0.71 |
Dividend yield | 0.98% | 1.05% | 1.22% | 1.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.20 | $0.00 | $0.39 | |||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.27 | $0.87 |
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.87 |
| 2023 | $0.09 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.26 | $0.71 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF was 19.46%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF drawdown is 0.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.46%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-9.98%Oct 2023 | 3mo 3d | 26d | 3mo 29dJul 2023 - Nov 2023 | — |
-9.88%Mar 2026 | 2mo 17d | 17d | 3mo 4dJan 2026 - Apr 2026 | — |
-9.53%Aug 2024 | 19d | 1mo 22d | 2mo 11dJul 2024 - Sep 2024 | — |
-7.32%Mar 2023 | 1mo 3d | 1mo 5d | 2mo 8dFeb 2023 - Apr 2023 | — |
Drawdown Indicators
| CDEI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.46% | -56.78% | +37.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -9.10% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -18.90% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.51% | -1.58% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -2.23% | -10.70% | +8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.14% | +0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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