Correlation
The correlation between CVMC and SDG is 0.60, 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.
CVMC vs. SDG
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and iShares MSCI Global Impact ETF (SDG).
CVMC and SDG 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. SDG is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Sustainable Impact Index. It was launched on Apr 20, 2016. Both CVMC and SDG 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: CVMC or SDG.
Performance
CVMC vs. SDG - Performance Comparison
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Key characteristics
CVMC:
0.41
SDG:
-0.12
CVMC:
0.59
SDG:
-0.14
CVMC:
1.08
SDG:
0.98
CVMC:
0.27
SDG:
-0.11
CVMC:
0.93
SDG:
-0.31
CVMC:
6.52%
SDG:
10.56%
CVMC:
20.38%
SDG:
17.97%
CVMC:
-22.53%
SDG:
-30.35%
CVMC:
-7.58%
SDG:
-19.91%
Returns By Period
In the year-to-date period, CVMC achieves a -0.46% return, which is significantly lower than SDG's 5.51% return.
CVMC
-0.46%
5.78%
-7.16%
8.31%
N/A
N/A
N/A
SDG
5.51%
4.43%
-0.65%
-2.10%
-1.86%
4.79%
N/A
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CVMC vs. SDG - Expense Ratio Comparison
CVMC has a 0.15% expense ratio, which is lower than SDG's 0.49% expense ratio.
Risk-Adjusted Performance
CVMC vs. SDG — Risk-Adjusted Performance Rank
CVMC
SDG
CVMC vs. SDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and iShares MSCI Global Impact ETF (SDG). 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
CVMC vs. SDG - Dividend Comparison
CVMC's dividend yield for the trailing twelve months is around 1.35%, less than SDG's 1.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVMC Calvert US Mid-Cap Core Responsible Index ETF | 1.35% | 1.21% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDG iShares MSCI Global Impact ETF | 1.85% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
Drawdowns
CVMC vs. SDG - Drawdown Comparison
The maximum CVMC drawdown since its inception was -22.53%, smaller than the maximum SDG drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for CVMC and SDG.
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Volatility
CVMC vs. SDG - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index ETF (CVMC) has a higher volatility of 5.35% compared to iShares MSCI Global Impact ETF (SDG) at 3.85%. This indicates that CVMC's price experiences larger fluctuations and is considered to be riskier than SDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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