Correlation
The correlation between CVIE and EASG is 0.71, 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.
CVIE vs. EASG
Compare and contrast key facts about Calvert International Responsible Index ETF (CVIE) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG).
CVIE and EASG 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. EASG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE ESG Leaders Index. It was launched on Sep 6, 2018. Both CVIE and EASG 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 EASG.
Performance
CVIE vs. EASG - Performance Comparison
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Key characteristics
CVIE:
0.85
EASG:
0.47
CVIE:
1.43
EASG:
0.95
CVIE:
1.19
EASG:
1.12
CVIE:
1.22
EASG:
0.65
CVIE:
3.86
EASG:
1.75
CVIE:
4.26%
EASG:
6.00%
CVIE:
17.47%
EASG:
17.55%
CVIE:
-13.52%
EASG:
-32.06%
CVIE:
0.00%
EASG:
0.00%
Returns By Period
In the year-to-date period, CVIE achieves a 16.51% return, which is significantly higher than EASG's 14.68% return.
CVIE
16.51%
4.22%
12.62%
14.74%
N/A
N/A
N/A
EASG
14.68%
3.91%
10.28%
8.22%
10.37%
8.90%
N/A
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CVIE vs. EASG - Expense Ratio Comparison
CVIE has a 0.18% expense ratio, which is higher than EASG's 0.14% 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. EASG — Risk-Adjusted Performance Rank
CVIE
EASG
CVIE vs. EASG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index ETF (CVIE) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). 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.
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Dividends
CVIE vs. EASG - Dividend Comparison
CVIE's dividend yield for the trailing twelve months is around 2.50%, less than EASG's 2.56% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
CVIE Calvert International Responsible Index ETF | 2.50% | 2.78% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 2.56% | 2.94% | 2.51% | 2.48% | 2.69% | 1.70% | 2.94% | 0.86% |
Drawdowns
CVIE vs. EASG - Drawdown Comparison
The maximum CVIE drawdown since its inception was -13.52%, smaller than the maximum EASG drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for CVIE and EASG.
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Volatility
CVIE vs. EASG - Volatility Comparison
The current volatility for Calvert International Responsible Index ETF (CVIE) is 3.05%, while Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a volatility of 3.64%. This indicates that CVIE experiences smaller price fluctuations and is considered to be less risky than EASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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