CDEI Performance — Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF
Data updated: 2026-08-21
CDEI returned +10.65% year to date and +23.05% over one year to Jun 2026. The annualised 3-year return is +18.14%. The fund beat its US Large Blend category average: $100 invested three years ago grew to $165, against $157 for the category, and to $123 over one year, against $118. Volatility over the past three years was 12.98% a year. In the 12 months to Jun 2026 the fund lost a net $11.5M, and assets reached $18.20M.
CDEI Growth of $100
What $100 invested in Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | CDEI | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $123 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $165 | $157 |
| Since data start (Jan 2023 – Jun 2026) | $190 | $177 |
CDEI Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.65% |
| 1 year | +23.05% |
| 3 years (annualised) | +18.14% |
CDEI Annual Returns
Calendar-year total returns of Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +10.65% |
| 2025 | +16.39% |
| 2024 | +18.75% |
| 2023 | +24.03% |
CDEI Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.1% | −0.9% | −5.1% | +11.0% | +5.2% | +0.8% | — | — | — | — | — | — |
| 2025 | +1.4% | −1.1% | −6.2% | −0.2% | +5.9% | +5.4% | +1.3% | +2.1% | +2.8% | +3.6% | +0.9% | +0.1% |
| 2024 | +1.6% | +3.1% | +2.1% | −4.6% | +4.7% | +3.8% | +0.4% | +2.5% | +1.7% | −0.8% | +4.9% | −1.6% |
| 2023 | +1.4% | −1.8% | +4.9% | +1.5% | +1.8% | +6.6% | +2.3% | −2.2% | −5.1% | −0.9% | +9.7% | +4.5% |
CDEI Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.98%
- 3-year Sharpe ratio: 1.05 (vs 4.5% risk-free rate)
- Best month: +10.96% (Apr 2026)
- Worst month: −6.25% (Mar 2025)
CDEI Fund Flows
Monthly money in and out of Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF, from SEC Form N-PORT.
- 12-month net flow: −$11.5M
- 12-month gross sales (incl. reinvestments): $3.9M
- Sales ÷ redemptions: 0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $4.0M | −$4.0M |
| Sep 2025 | $3.9M | $4.0M | −$45K |
| Aug 2025 | $0 | $7.5M | −$7.5M |
| Jul 2025 | $0 | $0 | $0 |
CDEI Assets Under Management
Net assets of Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $18.20M |
| 2026-03-31 | $15.50M |
| 2025-12-31 | $16.53M |
| 2025-09-30 | $19.81M |
| 2025-06-30 | $26.17M |
| 2025-03-31 | $20.20M |
| 2024-12-31 | $28.72M |
| 2024-09-30 | $31.65M |
| 2024-06-30 | $37.08M |
| 2024-03-31 | $35.90M |
| 2023-12-31 | $30.63M |
| 2023-09-30 | $24.38M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.