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NELS vs. CVSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NELS vs. CVSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nelson Select ETF (NELS) 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


NELS

1D
-2.87%
1M
1.32%
YTD
9.49%
6M
9.64%
1Y
3Y*
5Y*
10Y*

CVSE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
8.30%
3Y*
13.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NELS vs. CVSE - Yearly Performance Comparison


2026 (YTD)2025
NELS
Nelson Select ETF
9.49%2.42%
CVSE
Calvert US Select Equity ETF
0.00%0.00%

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Return for Risk

NELS vs. CVSE — Risk / Return Rank

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

NELS

CVSE
CVSE Risk / Return Rank: 5151
Overall Rank
CVSE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CVSE Sortino Ratio Rank: 4141
Sortino Ratio Rank
CVSE Omega Ratio Rank: 7575
Omega Ratio Rank
CVSE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CVSE Martin Ratio Rank: 3939
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.

NELS vs. CVSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) 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.

NELS vs. CVSE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NELSCVSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.92

+0.42

Drawdowns

NELS vs. CVSE - Drawdown Comparison

The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum CVSE drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for NELS and CVSE.


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Drawdown Indicators


NELSCVSEDifference

Max Drawdown

Largest peak-to-trough decline

-9.30%

-20.29%

+10.99%

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

-2.88%

-1.68%

-1.20%

Average Drawdown

Average peak-to-trough decline

-1.61%

-2.69%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

Volatility

NELS vs. CVSE - Volatility Comparison


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Volatility by Period


NELSCVSEDifference

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

14.80%

6.42%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

13.85%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

13.85%

+0.95%

NELS vs. CVSE - Expense Ratio Comparison

NELS has a 1.69% expense ratio, which is higher than CVSE's 0.29% expense ratio.


Dividends

NELS vs. CVSE - Dividend Comparison

NELS has not paid dividends to shareholders, while CVSE's dividend yield for the trailing twelve months is around 0.59%.


PositionTTM202520242023
CVSE
Calvert US Select Equity ETF
0.59%0.81%1.05%1.22%
NELS
Nelson Select ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, CVSE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CVSE is cheaper with a 0.29% expense ratio, compared with 1.69% for NELS.

CVSE has the higher dividend yield at 0.59%, compared with 0.00% for NELS.

They also come from different issuers: Nelson Capital Management and Calvert. Their fees differ too: 1.69% for NELS and 0.29% for CVSE.

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