CALVERT INTERNATIONAL RESPONSIBLE INDEX ETF
Symbol: CVIE
Exchange: NYSE
Sector: Technology
Category: Foreign Large Blend
Inception date: 30/01/2023
Latest date: 15/10/2026
Current price: $81.35
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
-2.27%
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
-2.37%
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
4.81%
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
20.52%
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
46.43%
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
81.05%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.082%
Best day
4.524%
Worst day
-4.123%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $80.53 | $81.36 | $80.30 | $81.35 | 26,500 |
| 14/10/2026 | $81.41 | $81.58 | $80.98 | $81.04 | 23,200 |
| 13/10/2026 | $82.00 | $82.24 | $81.90 | $82.19 | 13,700 |
| 12/10/2026 | $82.36 | $82.41 | $82.19 | $82.25 | 7,000 |
| 09/10/2026 | $82.54 | $82.62 | $82.28 | $82.62 | 17,600 |
| 08/10/2026 | $82.20 | $82.36 | $81.74 | $82.01 | 19,500 |
| 07/10/2026 | $82.80 | $83.19 | $82.58 | $82.98 | 21,400 |
| 06/10/2026 | $84.38 | $84.44 | $84.07 | $84.12 | 13,200 |
| 05/10/2026 | $83.84 | $84.21 | $83.56 | $84.13 | 18,000 |
| 02/10/2026 | $83.69 | $84.03 | $83.42 | $83.86 | 23,200 |