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ENHU vs. CVSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENHU vs. CVSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced Large Cap Core Active ETF (ENHU) and Calvert US Select Equity ETF (CVSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ENHU

1D
0.21%
1M
5.16%
YTD
11.65%
6M
12.23%
1Y
3Y*
5Y*
10Y*

CVSE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
9.15%
3Y*
13.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENHU vs. CVSE - Yearly Performance Comparison


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Return for Risk

ENHU vs. CVSE — Risk / Return Rank

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

ENHU

CVSE
CVSE Risk / Return Rank: 5050
Overall Rank
CVSE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CVSE Sortino Ratio Rank: 4242
Sortino Ratio Rank
CVSE Omega Ratio Rank: 7474
Omega Ratio Rank
CVSE Calmar Ratio Rank: 5757
Calmar Ratio Rank
CVSE Martin Ratio Rank: 4040
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.

ENHU vs. CVSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced Large Cap Core Active ETF (ENHU) and Calvert US Select Equity ETF (CVSE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ENHU vs. CVSE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ENHUCVSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.86

0.92

+0.94

Drawdowns

ENHU vs. CVSE - Drawdown Comparison

The maximum ENHU drawdown since its inception was -8.98%, smaller than the maximum CVSE drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for ENHU and CVSE.


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Drawdown Indicators


ENHUCVSEDifference

Max Drawdown

Largest peak-to-trough decline

-8.98%

-20.29%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

Current Drawdown

Current decline from peak

0.00%

-1.68%

+1.68%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.69%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

Volatility

ENHU vs. CVSE - Volatility Comparison


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Volatility by Period


ENHUCVSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

6.49%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

13.88%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

13.88%

-0.66%

ENHU vs. CVSE - Expense Ratio Comparison

ENHU has a 0.22% expense ratio, which is lower than CVSE's 0.29% expense ratio.


Dividends

ENHU vs. CVSE - Dividend Comparison

ENHU's dividend yield for the trailing twelve months is around 0.34%, less than CVSE's 0.59% yield.


PositionTTM202520242023
CVSE
Calvert US Select Equity ETF
0.59%0.81%1.05%1.22%
ENHU
iShares Enhanced Large Cap Core Active ETF
0.34%0.17%0.00%0.00%

Frequently Asked Questions


On fees, ENHU is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENHU is cheaper with a 0.22% expense ratio, compared with 0.29% for CVSE.

CVSE has the higher dividend yield at 0.59%, compared with 0.34% for ENHU.

They also come from different issuers: iShares and Calvert. Their fees differ too: 0.22% for ENHU and 0.29% for CVSE.

Portfolio Optimizer

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