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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert International Responsible 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.
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Returns By Period
Calvert International Responsible Index ETF (CVIE) has returned 2.02% so far this year and 29.10% over the past 12 months.
Calvert International Responsible Index ETF
- 1D
- 3.71%
- 1M
- -9.22%
- YTD
- 2.02%
- 6M
- 8.00%
- 1Y
- 29.10%
- 3Y*
- 16.24%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 2023, CVIE's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +9.6%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CVIE closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.53% | 6.49% | -9.22% | 2.02% | |||||||||
| 2025 | 4.60% | 1.70% | -1.04% | 4.37% | 5.16% | 3.56% | -2.10% | 3.91% | 3.38% | 2.53% | -0.10% | 3.36% | 33.23% |
| 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 | -4.11% | 3.16% | 2.43% | -2.80% | 4.50% | 2.50% | -4.34% | -3.89% | -3.29% | 9.58% | 5.54% | 8.48% |
Benchmark Metrics
Calvert International Responsible Index ETF has an annualized alpha of 2.63%, beta of 0.79, and R² of 0.64 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 (79.52%) than losses (68.49%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.63% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.63%
- Beta
- 0.79
- R²
- 0.64
- Upside Capture
- 79.52%
- Downside Capture
- 68.49%
Expense Ratio
CVIE has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
CVIE ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert International Responsible Index ETF (CVIE) and compare them to a chosen benchmark (S&P 500 Index).
| CVIE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.90 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.39 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.40 | +0.82 |
Martin ratioReturn relative to average drawdown | 8.95 | 6.61 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CVIE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Calvert International Responsible Index ETF provided a 2.59% dividend yield over the last twelve months, with an annual payout of $1.88 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.88 | $2.03 | $1.53 | $1.05 |
Dividend yield | 2.59% | 2.85% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.92 | $2.03 |
| 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 | $0.21 | $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 9.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.52% | Mar 6, 2025 | 24 | Apr 8, 2025 | 14 | Apr 29, 2025 | 38 |
| -12.74% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
| -12.71% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -9.31% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -8.37% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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