CVSE vs. USXF
Compare and contrast key facts about Calvert US Select Equity ETF (CVSE) and iShares ESG Advanced MSCI USA ETF (USXF).
CVSE and USXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVSE is an actively managed fund by Calvert. It was launched on Jan 30, 2023. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVSE or USXF.
Key characteristics
| CVSE | USXF | |
|---|---|---|
| YTD Return | 19.24% | 27.34% |
| 1Y Return | 32.51% | 43.40% |
| Sharpe Ratio | 2.70 | 2.69 |
| Sortino Ratio | 3.67 | 3.56 |
| Omega Ratio | 1.50 | 1.48 |
| Calmar Ratio | 3.79 | 4.29 |
| Martin Ratio | 15.19 | 16.70 |
| Ulcer Index | 2.14% | 2.61% |
| Daily Std Dev | 12.04% | 16.24% |
| Max Drawdown | -11.56% | -29.54% |
| Current Drawdown | -2.35% | -1.24% |
Correlation
The correlation between CVSE and USXF is 0.94, 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
CVSE vs. USXF - Performance Comparison
In the year-to-date period, CVSE achieves a 19.24% return, which is significantly lower than USXF's 27.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. USXF - Expense Ratio Comparison
CVSE has a 0.29% expense ratio, which is higher than USXF's 0.10% expense ratio.
Risk-Adjusted Performance
CVSE vs. USXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Select Equity ETF (CVSE) and iShares ESG Advanced MSCI USA ETF (USXF). 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
CVSE vs. USXF - Dividend Comparison
CVSE's dividend yield for the trailing twelve months is around 1.09%, more than USXF's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
CVSE Calvert US Select Equity ETF | 1.09% | 1.22% | 0.00% | 0.00% | 0.00% |
USXF iShares ESG Advanced MSCI USA ETF | 0.99% | 1.21% | 1.39% | 0.86% | 0.58% |
Drawdowns
CVSE vs. USXF - Drawdown Comparison
The maximum CVSE drawdown since its inception was -11.56%, smaller than the maximum USXF drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for CVSE and USXF. For additional features, visit the drawdowns tool.
Volatility
CVSE vs. USXF - Volatility Comparison
The current volatility for Calvert US Select Equity ETF (CVSE) is 3.26%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 4.02%. This indicates that CVSE experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.