CALVERT INTERNATIONAL RESPONSIBLE INDEX ETF
Symbol: CVIE
Exchange: NYSE
Sector: Technology
Category: Foreign Large Blend
Inception date: 30/01/2023
Latest date: 17/07/2026
Current price: $81.83
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.28%
Ann. -54.98% (Sharpe / Sortino numerator)
Volatility
30.11%
Sharpe ratio
-1.947
VaR 95%
-3.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.32%
Ann. 5.22% (Sharpe / Sortino numerator)
Volatility
21.62%
Sharpe ratio
0.073
VaR 95%
-2.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.77%
Ann. 15.34% (Sharpe / Sortino numerator)
Volatility
17.60%
Sharpe ratio
0.665
VaR 95%
-1.84%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
29.67%
Ann. 29.03% (Sharpe / Sortino numerator)
Volatility
18.24%
Sharpe ratio
1.392
VaR 95%
-1.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
48.10%
Ann. 17.25% (Sharpe / Sortino numerator)
Volatility
16.14%
Sharpe ratio
0.844
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
68.21%
Ann. 16.55% (Sharpe / Sortino numerator)
Volatility
14.94%
Sharpe ratio
0.865
VaR 95%
-1.39%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.11%
Best day
4.524%
Worst day
-4.123%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $81.06 | $82.09 | $81.06 | $81.83 | 239,300 |
| 16/07/2026 | $82.68 | $82.68 | $82.42 | $82.54 | 8,600 |
| 15/07/2026 | $83.66 | $83.70 | $82.87 | $83.58 | 11,700 |
| 14/07/2026 | $83.34 | $83.60 | $83.31 | $83.43 | 14,900 |
| 13/07/2026 | $83.13 | $83.13 | $82.30 | $82.35 | 12,000 |
| 10/07/2026 | $83.96 | $84.32 | $83.72 | $84.17 | 10,700 |
| 09/07/2026 | $83.73 | $84.13 | $83.73 | $83.83 | 10,900 |
| 08/07/2026 | $82.68 | $83.23 | $82.23 | $83.23 | 5,600 |
| 07/07/2026 | $84.35 | $84.35 | $83.46 | $83.67 | 8,800 |
| 06/07/2026 | $84.81 | $85.46 | $84.81 | $85.38 | 16,300 |