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Calvert International Responsible Index ETF (CVIE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US61774R1068

Issuer

Calvert

Inception Date

Jan 30, 2023

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

Calvert International Responsible Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CVIE has an expense ratio of 0.18%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Calvert International Responsible Index ETF (CVIE) returned 15.40% year-to-date (YTD) and 15.35% over the past 12 months.


CVIE

YTD

15.40%

1M

5.22%

6M

13.08%

1Y

15.35%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of CVIE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.60%1.71%-1.04%4.37%5.03%15.40%
2024-0.65%3.47%3.24%-3.58%4.55%-0.72%2.77%2.98%0.82%-4.78%0.52%-2.87%5.37%
2023-3.10%3.16%2.43%-2.80%4.52%2.50%-4.34%-3.89%-3.29%9.58%5.54%9.64%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CVIE is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CVIE is 7171
Overall Rank
The Sharpe Ratio Rank of CVIE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CVIE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CVIE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CVIE is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CVIE is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Calvert International Responsible Index ETF (CVIE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Calvert International Responsible Index ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.89
  • All Time: 0.89

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Calvert International Responsible Index ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Calvert International Responsible Index ETF provided a 2.52% dividend yield over the last twelve months, with an annual payout of $1.60 per share.


2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$1.60$1.53$1.05

Dividend yield

2.52%2.78%1.96%

Monthly Dividends

The table displays the monthly dividend distributions for Calvert International Responsible Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.19$0.00$0.00$0.19
2024$0.00$0.00$0.13$0.00$0.00$0.67$0.00$0.00$0.22$0.00$0.00$0.52$1.53
2023$0.10$0.00$0.00$0.47$0.00$0.00$0.22$0.00$0.00$0.26$1.05

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 International Responsible 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 International Responsible Index ETF was 13.52%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

The current Calvert International Responsible Index ETF drawdown is 0.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.52%Mar 6, 202524Apr 8, 202514Apr 29, 202538
-12.74%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-9.31%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-8.37%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-7.41%Feb 3, 202328Mar 15, 202320Apr 13, 202348
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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