CVLC
Calvert US Large-Cap Core Responsible Index ETF
Calvert US Large-Cap Core Responsible Index ETF seeks to provide long-term capital appreciation by investing in a diversified portfolio of large-cap U.S. companies that meet strict environmental, social, and governance (ESG) criteria.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
381.0 M
ASSETS UNDER MGMT
15 bp
EXPENSES
Fund Basics
| Fund sponsor | Calvert |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Jan 30, 2023 |
| Assets (mns) | $381 |
| Expense ratio | 15 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | |
| Taxation | 1099 |
| Stock selection | |
| Weighting | |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| APPLE INC | 6.6 % |
| MICROSOFT CORP | 6.3 % |
| NVIDIA CORP | 5.4 % |
| ALPHABET INC. CLASS A | 3.5 % |
| AMAZON.COM INC | 3.5 % |
| ELI LILLY & CO | 1.6 % |
| BROADCOM INC. | 1.6 % |
| TESLA MOTORS INC | 1.4 % |
| JPMORGAN CHASE & CO | 1.3 % |
| UNITEDHEALTH GROUP INC | 1.2 % |
Constituent Breakdown
| Number of holdings | 789 |
| Herfindahl-Hirschman Index | 166 |
| Wgt avg mkt cap (mns) | $771,776 |
| Large cap (>$10bn) | 95.8% |
| Mid cap ($2-10bn) | 3.9% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 96.1 % |
 |
IRELAND | 2.2 % |
 |
BRITAIN | 0.8 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 19.9% | 39.2% | -- | -- | -- | -- | 25.1% | Volatility | 13.1% | 12.9% | -- | -- | -- | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.06 | 98% |
| MSCI EAFE | 0.74 | 66% |
| MSCI Emg Mkts | 0.74 | 57% |
Liquidity Measures
| Avg. volume (000) | 13 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.00% |
| ADV of underlying (mns) | $303,300 |
Technical Indicators
| Recent close | $72.55 |
| 30d moving avg. | $71.81 |
| Annualized volatility | 12.9% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. CVLC |
Expenses vs. CVLC |
ALTAR Score™ vs. CVLC |
|---|---|---|---|---|
| SPXE | ProShares S&P 500 Ex-Energy ETF | 81.6% | -6 bp | -0.1% |
| GUSA | Goldman Sachs MarketBeta U.S. 1000 Equity ETF | 81.3% | -4 bp | -0.1% |
| ESGV | Vanguard ESG U.S. Stock ETF | 81.0% | -6 bp | -0.2% |
| XVV | iShares ESG Screened S&P 500 ETF | 80.5% | -7 bp | -0.1% |
| GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 80.3% | -8 bp | -0.1% |
| BBUS | JP Morgan Betabuilders U.S. Equity ETF | 80.3% | -13 bp | +0.0% |
| VOTE | TCW Transform 500 ETF | 80.1% | -10 bp | -0.1% |
| SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 79.9% | +5 bp | -0.2% |
| VONE | Vanguard Russell 1000 ETF | 79.6% | -7 bp | -0.1% |
| IWB | iShares Russell 1000 ETF | 79.5% | 0 bp | -0.1% |
Risk and Returns: CVLC vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 11/15/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
CVLC
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
ALTAR Score™
CVLC
5.0%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. CVLC's ALTAR Score™ is approximately
0.2 standard deviations
below
the category average. This places CVLC in the 43rd percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
CVLCSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| CVLC (15 bp) Percentile rank | 17 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| CVLC | 15.0 | 0.0 | 15 |
| Peer Avg. | 35.7 | 15.0 | 50.7 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .