- 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
Share Price Chart
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Performance
CDEI Performance Chart
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) is up 9.9% since the beginning of the year. CDEI is currently trading at $91 per share.
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Returns By Period
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) has returned 9.87% so far this year and 28.56% over the past 12 months.
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF
- 1D
- -0.11%
- 1M
- 4.86%
- YTD
- 9.87%
- 6M
- 10.18%
- 1Y
- 28.56%
- 3Y*
- 19.47%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
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 +1.55%. At this rate, an investment would double in approximately 3.8 years.
Historically, 68% of months were positive and 32% 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% | 0.07% | 9.87% | ||||||
| 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 | -3.12% | 4.68% | 1.49% | 1.93% | 6.61% | 2.08% | -1.99% | -5.18% | -0.92% | 9.67% | 4.48% | 20.47% |
Benchmark Metrics
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF has an annualized alpha of -0.09%, beta of 0.99, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since February 02, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.44%) than losses (93.18%) - typical of diversified or defensive assets.
- With beta of 0.99 and R2 of 0.96, 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
- -0.09%
- Beta
- 0.99
- R²
- 0.96
- Upside Capture
- 95.44%
- Downside Capture
- 93.18%
Expense Ratio
CDEI has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
CDEI ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by 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.
| CDEI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.39 | 2.39 | 0.00 |
Sortino ratioReturn per unit of downside risk | 3.30 | 3.25 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.11 | -0.21 |
Martin ratioReturn relative to average drawdown | 12.61 | 14.38 | -1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF provided a 0.96% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.87 | $0.87 | $0.87 | $0.71 |
Dividend yield | 0.96% | 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 | $0.00 | $0.18 | ||||||
| 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 0.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.46%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
2023 pullback2023 | -9.98%Oct 2023 | 3mo 3d | 26d | 3mo 29dJul 2023 - Nov 2023 |
2026 pullback2026 | -9.88%Mar 2026 | 2mo 17d | 17d | 3mo 4dJan 2026 - Apr 2026 |
2024 pullback2024 | -9.53%Aug 2024 | 19d | 1mo 22d | 2mo 11dJul 2024 - Sep 2024 |
2023 pullback2023 | -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 | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -10.72% | +8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.97% | +0.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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