CVIE vs. DMXF
Compare and contrast key facts about Calvert International Responsible Index ETF (CVIE) and iShares ESG Advanced MSCI EAFE ETF (DMXF).
CVIE and DMXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVIE is a passively managed fund by Calvert that tracks the performance of the Calvert International Responsible Index. It was launched on Jan 30, 2023. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. Both CVIE and DMXF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVIE or DMXF.
Correlation
The correlation between CVIE and DMXF is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CVIE vs. DMXF - Performance Comparison
Loading data...
Key characteristics
CVIE:
0.65
DMXF:
0.42
CVIE:
1.10
DMXF:
0.81
CVIE:
1.15
DMXF:
1.11
CVIE:
0.91
DMXF:
0.54
CVIE:
2.87
DMXF:
1.63
CVIE:
4.27%
DMXF:
5.47%
CVIE:
17.53%
DMXF:
18.79%
CVIE:
-13.52%
DMXF:
-34.52%
CVIE:
0.00%
DMXF:
-0.36%
Returns By Period
In the year-to-date period, CVIE achieves a 12.23% return, which is significantly higher than DMXF's 10.82% return.
CVIE
12.23%
9.46%
8.88%
11.22%
N/A
N/A
DMXF
10.82%
9.48%
6.23%
7.81%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CVIE vs. DMXF - Expense Ratio Comparison
CVIE has a 0.18% expense ratio, which is higher than DMXF's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
CVIE vs. DMXF — Risk-Adjusted Performance Rank
CVIE
DMXF
CVIE vs. DMXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index ETF (CVIE) and iShares ESG Advanced MSCI EAFE ETF (DMXF). 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.
Loading data...
Dividends
CVIE vs. DMXF - Dividend Comparison
CVIE has not paid dividends to shareholders, while DMXF's dividend yield for the trailing twelve months is around 2.63%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
CVIE Calvert International Responsible Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.63% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
Drawdowns
CVIE vs. DMXF - Drawdown Comparison
The maximum CVIE drawdown since its inception was -13.52%, smaller than the maximum DMXF drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for CVIE and DMXF. For additional features, visit the drawdowns tool.
Loading data...
Volatility
CVIE vs. DMXF - Volatility Comparison
Calvert International Responsible Index ETF (CVIE) and iShares ESG Advanced MSCI EAFE ETF (DMXF) have volatilities of 4.00% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...