Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI)
CDEI is a passive ETF by Calvert tracking the investment results of the Russell 1000 Index. CDEI launched on Jan 30, 2023 and has a 0.14% expense ratio.
ETF Info
| ISIN | US61774R3049 |
|---|---|
| Issuer | Calvert |
| Inception Date | Jan 30, 2023 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | Russell 1000 Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
CDEI has an expense ratio of 0.14%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CDEI vs. BDGS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF had a return of 13.59% year-to-date (YTD) and 23.13% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.59% | 17.95% |
| 1 month | 3.00% | 3.13% |
| 6 months | 8.99% | 9.95% |
| 1 year | 23.13% | 24.88% |
| 5 years (annualized) | N/A | 13.37% |
| 10 years (annualized) | N/A | 10.92% |
Monthly Returns
The table below presents the monthly returns of CDEI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.76% | 3.03% | 2.08% | -4.64% | 4.47% | 4.01% | 0.37% | 2.37% | 13.59% | ||||
| 2023 | -1.23% | 4.68% | 1.49% | 1.93% | 6.62% | 2.08% | -1.99% | -5.18% | -0.92% | 9.67% | 4.49% | 22.82% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CDEI is 79, placing it in the top 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF granted a 1.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.88 per share.
| Period | TTM | 2023 |
|---|---|---|
| Dividend | $0.88 | $0.71 |
Dividend yield | 1.28% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.43 | |||
| 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.
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 9.98%, occurring on Oct 27, 2023. Recovery took 18 trading sessions.
The current Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.98% | Jul 26, 2023 | 67 | Oct 27, 2023 | 18 | Nov 22, 2023 | 85 |
| -9.53% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -7.31% | Feb 8, 2023 | 23 | Mar 13, 2023 | 24 | Apr 17, 2023 | 47 |
| -5.59% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -2.42% | May 2, 2023 | 3 | May 4, 2023 | 9 | May 17, 2023 | 12 |
Volatility
Volatility Chart
The current Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF volatility is 4.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.