- ISIN
- US61774R1068
- Issuer
- Calvert
- Inception Date
- Jan 30, 2023
- Region
- Global ex-U.S. (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Calvert International Responsible Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $466M
Highlights
- Avg. Volume (1M)
- 28K
- Avg. Volume Value (1M)
- $2.27M
Share Price Chart
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Performance
CVIE Performance Chart
Calvert International Responsible Index ETF (CVIE) is up 17.0% since the beginning of the year. CVIE is currently trading at $83 per share.
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Returns By Period
Calvert International Responsible Index ETF (CVIE) has returned 16.97% so far this year and 33.49% over the past 12 months.
Calvert International Responsible Index ETF
- 1D
- -0.18%
- 1M
- -1.50%
- 6M
- 10.84%
- YTD
- 16.97%
- 1Y
- 33.49%
- 3Y*
- 19.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.32%
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%
CVIE Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2023, CVIE's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.
Historically, 64% of months were positive and 36% 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% | 9.26% | 6.27% | 1.62% | -2.83% | 16.97% | |||||
| 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 | -3.10% | 3.16% | 2.43% | -2.80% | 4.50% | 2.50% | -4.34% | -3.89% | -3.29% | 9.58% | 5.54% | 9.62% |
Benchmark Metrics
Calvert International Responsible Index ETF has an annualized alpha of 2.37%, beta of 0.85, and R2 of 0.63 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 (82.37%) than losses (68.35%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.85 and R2 of 0.63, 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
- 2.37%
- Beta
- 0.85
- R²
- 0.63
- Upside Capture
- 82.37%
- Downside Capture
- 68.35%
Expense Ratio
CVIE has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
CVIE ranks 76 for risk / return — above 76% 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 International Responsible Index ETF (CVIE) 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.
| CVIE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.00 | +0.61 |
| Martin ratioReturn relative to average drawdown | 9.66 | 8.49 | +1.17 |
Dividends
Dividend History
Calvert International Responsible Index ETF provided a 2.38% dividend yield over the last twelve months, with an annual payout of $1.97 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.97 | $2.03 | $1.53 | $1.05 |
Dividend yield | 2.38% | 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 | $0.00 | $0.00 | $0.77 | $0.00 | $0.81 | |||||
| 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 4.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-13.52%Apr 2025 | 1mo 3d | 21d | 1mo 24dMar 2025 - Apr 2025 | 2025 selloff2025 |
-12.74%Oct 2023 | 2mo 28d | 1mo 17d | 4mo 15dJul 2023 - Dec 2023 | — |
-12.71%Mar 2026 | 1mo 1d | 1mo 7d | 2mo 8dFeb 2026 - May 2026 | — |
-9.31%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 | — |
-8.37%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| CVIE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.52% | -56.78% | +43.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -9.10% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -13.52% | -18.90% | +5.38% |
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 | -4.19% | -1.58% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -10.70% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.14% | +1.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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