CVMC vs. EPU
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and iShares MSCI Peru ETF (EPU).
CVMC and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVMC is a passively managed fund by Calvert that tracks the performance of the Russell Midcap Index. It was launched on Jan 30, 2023. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both CVMC and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CVMC vs. EPU - Performance Comparison
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CVMC vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CVMC Calvert US Mid-Cap Core Responsible Index ETF | 0.08% | 9.52% | 12.57% | 4.40% |
EPU iShares MSCI Peru ETF | 11.55% | 86.87% | 21.73% | 14.33% |
Returns By Period
In the year-to-date period, CVMC achieves a 0.08% return, which is significantly lower than EPU's 11.55% return.
CVMC
- 1D
- 2.84%
- 1M
- -6.16%
- YTD
- 0.08%
- 6M
- 1.53%
- 1Y
- 14.43%
- 3Y*
- 10.84%
- 5Y*
- —
- 10Y*
- —
EPU
- 1D
- 5.99%
- 1M
- -13.99%
- YTD
- 11.55%
- 6M
- 31.78%
- 1Y
- 88.14%
- 3Y*
- 44.09%
- 5Y*
- 23.44%
- 10Y*
- 15.59%
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CVMC vs. EPU - Expense Ratio Comparison
CVMC has a 0.15% expense ratio, which is lower than EPU's 0.59% expense ratio.
Return for Risk
CVMC vs. EPU — Risk / Return Rank
CVMC
EPU
CVMC vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and iShares MSCI Peru ETF (EPU). 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.
| CVMC | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 3.02 | -2.30 |
Sortino ratioReturn per unit of downside risk | 1.20 | 3.36 | -2.17 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.49 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 4.16 | -3.11 |
Martin ratioReturn relative to average drawdown | 4.92 | 17.19 | -12.27 |
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
| CVMC | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 3.02 | -2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.06 |
Correlation
The correlation between CVMC and EPU is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CVMC vs. EPU - Dividend Comparison
CVMC's dividend yield for the trailing twelve months is around 1.35%, less than EPU's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVMC Calvert US Mid-Cap Core Responsible Index ETF | 1.35% | 1.39% | 1.21% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPU iShares MSCI Peru ETF | 1.46% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
CVMC vs. EPU - Drawdown Comparison
The maximum CVMC drawdown since its inception was -22.53%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for CVMC and EPU.
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Drawdown Indicators
| CVMC | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.53% | -60.62% | +38.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -20.85% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.97% | — |
Current DrawdownCurrent decline from peak | -6.77% | -13.99% | +7.22% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -18.90% | +14.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 5.05% | -2.02% |
Volatility
CVMC vs. EPU - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index ETF (CVMC) is 5.78%, while iShares MSCI Peru ETF (EPU) has a volatility of 14.15%. This indicates that CVMC experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVMC | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 14.15% | -8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 24.04% | -13.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.89% | 29.31% | -9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 25.08% | -8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 23.63% | -7.09% |