Overview

Description

The Calvert Global Water Research Index ("Index") is composed of companies that manage water use in a sustainable manner and are actively engaged in expanding access to water, improving water quality, promoting the efficient use of water, or providing solutions that address other global water challenges. The Index universe consists of companies that satisfy minimum market capitalization and liquidity thresholds and are significantly involved in water-related business activities that are consistent with the Calvert Principles for Responsible Investment The Index is reconstituted annually in June and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
02/05/2016
01/31/2018
Calvert Global Water Research Index 2.06 5.19 2.06 19.78 23.05
MSCI All Country World Index1 5.64 9.42 5.64 27.48 11.89 11.01 24.14
12/31/2017
Calvert Global Water Research Index 0.51 4.65 20.52 20.52 22.87
MSCI All Country World Index1 1.61 5.73 23.97 23.97 9.29 10.79 21.78
Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.
 

Index Facts

Price Ticker Symbol CALH2O
Total Return Ticker Symbol CALH2OTR

Top 10 Constituents (%) as of Dec 31, 2017

American Water Works Co Inc
Veolia Environnement SA
United Utilities Group PLC
Aqua America Inc
Aguas Andinas SA
Pennon Group PLC
Suez
Geberit AG
Beijing Enterprises Water Group Ltd
Ferguson PLC
Total 13.77

Performance

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
02/05/2016
01/31/2018
Calvert Global Water Research Index 2.06 5.19 2.06 19.78 23.05
MSCI All Country World Index1 5.64 9.42 5.64 27.48 11.89 11.01 24.14
12/31/2017
Calvert Global Water Research Index 0.51 4.65 20.52 20.52 22.87
MSCI All Country World Index1 1.61 5.73 23.97 23.97 9.29 10.79 21.78
Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.
 

Calendar Year Returns (%)

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
Calvert Global Water Research Index 20.52
MSCI All Country World Index1 -42.19 34.63 12.67 -7.35 16.13 22.80 4.16 -2.36 7.86 23.97

Portfolio

Index Statistics as of Dec 31, 2017

Median Market Cap $7.5B
Average Market Cap $21.0B
Price/Earnings Ratio 22.11
Price/Book Ratio 3.04
Number of Constituents 109

Sector Breakdown (%) as of Dec 31, 2017

Sector Index
Leader/Solution Providers 24.42
Water Infrastructure 24.92
Water Technology 24.91
Water Utilities 25.74
 

Index Constituents (%)2 as of Dec 31, 2017

Holding % of Index
American Water Works Co Inc 1.51%
Veolia Environnement SA 1.50%
United Utilities Group PLC 1.42%
Aqua America Inc 1.42%
Aguas Andinas SA 1.35%
Pennon Group PLC 1.34%
Suez 1.32%
Geberit AG 1.31%
Beijing Enterprises Water Group Ltd 1.30%
Ferguson PLC 1.30%
View All

Literature

Literature

White Papers

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Index Rules and Methodology

Download - Last updated: Jan 1, 2018