PortfoliosLab logoPortfoliosLab logo
CVSE vs. TOLZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVSE vs. TOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Select Equity ETF (CVSE) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CVSE vs. TOLZ - Yearly Performance Comparison


2026 (YTD)202520242023
CVSE
Calvert US Select Equity ETF
0.00%10.14%19.11%13.35%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
11.27%14.76%11.67%0.25%

Returns By Period


CVSE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-0.46%
1Y
15.26%
3Y*
14.69%
5Y*
10Y*

TOLZ

1D
0.38%
1M
-2.88%
YTD
11.27%
6M
12.10%
1Y
18.59%
3Y*
13.80%
5Y*
10.31%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CVSE vs. TOLZ - Expense Ratio Comparison

CVSE has a 0.29% expense ratio, which is lower than TOLZ's 0.46% expense ratio.


Return for Risk

CVSE vs. TOLZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVSE
CVSE Risk / Return Rank: 5656
Overall Rank
CVSE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CVSE Sortino Ratio Rank: 5656
Sortino Ratio Rank
CVSE Omega Ratio Rank: 8484
Omega Ratio Rank
CVSE Calmar Ratio Rank: 3737
Calmar Ratio Rank
CVSE Martin Ratio Rank: 5454
Martin Ratio Rank

TOLZ
TOLZ Risk / Return Rank: 7979
Overall Rank
TOLZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TOLZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
TOLZ Omega Ratio Rank: 7575
Omega Ratio Rank
TOLZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
TOLZ Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVSE vs. TOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Select Equity ETF (CVSE) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.


CVSETOLZDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.44

-0.49

Sortino ratio

Return per unit of downside risk

1.49

1.94

-0.45

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

0.96

2.14

-1.18

Martin ratio

Return relative to average drawdown

5.36

10.58

-5.22

CVSE vs. TOLZ - Sharpe Ratio Comparison

The current CVSE Sharpe Ratio is 0.95, which is lower than the TOLZ Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CVSE and TOLZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CVSETOLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.44

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.42

+0.53

Correlation

The correlation between CVSE and TOLZ is 0.45, 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

CVSE vs. TOLZ - Dividend Comparison

CVSE's dividend yield for the trailing twelve months is around 0.59%, less than TOLZ's 3.66% yield.


TTM20252024202320222021202020192018201720162015
CVSE
Calvert US Select Equity ETF
0.59%0.81%1.05%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOLZ
ProShares DJ Brookfield Global Infrastructure ETF
3.66%3.99%3.53%3.34%3.01%3.28%3.16%2.96%3.63%3.30%2.62%3.67%

Drawdowns

CVSE vs. TOLZ - Drawdown Comparison

The maximum CVSE drawdown since its inception was -20.29%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for CVSE and TOLZ.


Loading graphics...

Drawdown Indicators


CVSETOLZDifference

Max Drawdown

Largest peak-to-trough decline

-20.29%

-39.33%

+19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-8.82%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-1.68%

-3.16%

+1.48%

Average Drawdown

Average peak-to-trough decline

-2.74%

-6.70%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.79%

+0.56%

Volatility

CVSE vs. TOLZ - Volatility Comparison

The current volatility for Calvert US Select Equity ETF (CVSE) is 0.00%, while ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) has a volatility of 3.63%. This indicates that CVSE experiences smaller price fluctuations and is considered to be less risky than TOLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CVSETOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.63%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

7.29%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

12.97%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

13.90%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

16.30%

-2.05%