CVLC vs. ESGU
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares ESG MSCI USA ETF (ESGU).
CVLC and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVLC is a passively managed fund by Calvert that tracks the performance of the Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross. It was launched on Jan 30, 2023. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both CVLC and ESGU 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: CVLC or ESGU.
Correlation
The correlation between CVLC and ESGU is 0.99, 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
CVLC vs. ESGU - Performance Comparison
Key characteristics
CVLC:
0.62
ESGU:
0.67
CVLC:
0.99
ESGU:
1.06
CVLC:
1.14
ESGU:
1.16
CVLC:
0.63
ESGU:
0.69
CVLC:
2.43
ESGU:
2.68
CVLC:
5.19%
ESGU:
4.95%
CVLC:
20.32%
ESGU:
19.75%
CVLC:
-19.92%
ESGU:
-33.87%
CVLC:
-8.64%
ESGU:
-8.14%
Returns By Period
In the year-to-date period, CVLC achieves a -4.72% return, which is significantly lower than ESGU's -4.23% return.
CVLC
-4.72%
11.59%
-1.44%
10.20%
N/A
N/A
ESGU
-4.23%
11.62%
-1.15%
10.75%
15.65%
N/A
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CVLC vs. ESGU - Expense Ratio Comparison
Both CVLC and ESGU have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CVLC vs. ESGU — Risk-Adjusted Performance Rank
CVLC
ESGU
CVLC vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares ESG MSCI USA ETF (ESGU). 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.
Dividends
CVLC vs. ESGU - Dividend Comparison
CVLC's dividend yield for the trailing twelve months is around 1.11%, less than ESGU's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
CVLC Calvert US Large-Cap Core Responsible Index ETF | 1.11% | 1.03% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.19% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
CVLC vs. ESGU - Drawdown Comparison
The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for CVLC and ESGU. For additional features, visit the drawdowns tool.
Volatility
CVLC vs. ESGU - Volatility Comparison
Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares ESG MSCI USA ETF (ESGU) have volatilities of 13.49% and 13.39%, 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.