CDEI vs. CVSB
Compare and contrast key facts about Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) and Calvert Ultra-Short Investment Grade ETF (CVSB).
CDEI and CVSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CDEI is a passively managed fund by Calvert that tracks the performance of the Russell 1000 Index. It was launched on Jan 30, 2023. CVSB is an actively managed fund by Calvert. It was launched on Jan 30, 2023.
Performance
CDEI vs. CVSB - Performance Comparison
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CDEI vs. CVSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CDEI Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF | -5.10% | 16.60% | 18.67% | 20.47% |
CVSB Calvert Ultra-Short Investment Grade ETF | 0.64% | 4.92% | 6.23% | 5.40% |
Returns By Period
In the year-to-date period, CDEI achieves a -5.10% return, which is significantly lower than CVSB's 0.64% return.
CDEI
- 1D
- 0.93%
- 1M
- -4.35%
- YTD
- -5.10%
- 6M
- -1.22%
- 1Y
- 17.27%
- 3Y*
- 15.97%
- 5Y*
- —
- 10Y*
- —
CVSB
- 1D
- -0.08%
- 1M
- 0.07%
- YTD
- 0.64%
- 6M
- 1.84%
- 1Y
- 4.47%
- 3Y*
- 5.60%
- 5Y*
- —
- 10Y*
- —
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CDEI vs. CVSB - Expense Ratio Comparison
CDEI has a 0.14% expense ratio, which is lower than CVSB's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CDEI vs. CVSB — Risk / Return Rank
CDEI
CVSB
CDEI vs. CVSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) and Calvert Ultra-Short Investment Grade ETF (CVSB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CDEI | CVSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 3.97 | -3.03 |
Sortino ratioReturn per unit of downside risk | 1.46 | 6.03 | -4.56 |
Omega ratioGain probability vs. loss probability | 1.21 | 2.05 | -0.83 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 9.49 | -8.04 |
Martin ratioReturn relative to average drawdown | 6.37 | 60.16 | -53.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CDEI | CVSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 3.97 | -3.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 4.06 | -3.03 |
Correlation
The correlation between CDEI and CVSB is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CDEI vs. CVSB - Dividend Comparison
CDEI's dividend yield for the trailing twelve months is around 1.11%, less than CVSB's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CDEI Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF | 1.11% | 1.05% | 1.22% | 1.16% |
CVSB Calvert Ultra-Short Investment Grade ETF | 4.49% | 4.72% | 5.13% | 4.95% |
Drawdowns
CDEI vs. CVSB - Drawdown Comparison
The maximum CDEI drawdown since its inception was -19.46%, which is greater than CVSB's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for CDEI and CVSB.
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Drawdown Indicators
| CDEI | CVSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.46% | -0.63% | -18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -0.47% | -11.67% |
Current DrawdownCurrent decline from peak | -6.47% | -0.09% | -6.38% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -0.05% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 0.07% | +2.69% |
Volatility
CDEI vs. CVSB - Volatility Comparison
Calvert US Large-Cap Diversity, Equity And Inclusion Index ETF (CDEI) has a higher volatility of 5.31% compared to Calvert Ultra-Short Investment Grade ETF (CVSB) at 0.25%. This indicates that CDEI's price experiences larger fluctuations and is considered to be riskier than CVSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDEI | CVSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 0.25% | +5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 0.62% | +8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 1.13% | +17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 1.35% | +13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 1.35% | +13.83% |