Overview

Description

The Calvert International Responsible Index (Ticker: CALDMI) is composed of companies that operate their businesses in a manner that is consistent with The Calvert Principles for Responsible Investment and are selected from the universe of the 1000 largest companies in international developed markets. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2022

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 CALDMI
Total Return Ticker Symbol CALDMITR

Top 10 Constituents (%)3,4 as of Dec 31, 2022

Taiwan Semiconductor Manufacturing Co Ltd 2.05
Nestle SA 1.95
Samsung Electronics Co Ltd 1.45
ASML Holding NV 1.31
Roche Holding AG 1.29
AstraZeneca PLC 1.29
Novo Nordisk A/S 1.29
LVMH Moet Hennessy Louis Vuitton SE 1.13
Toyota Motor Corp 1.13
Novartis AG 1.13
Total 14.03

Performance

Historical Returns (%) as of Dec 31, 2022

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 (%)

2013 2014 2015 2016 2017 2018 2019 2020 2021 2022
Calvert International Responsible Index -3.04 2.75 25.61 -14.09 25.21 15.33 12.85 -14.29
MSCI World ex USA Index2 21.02 -4.32 -3.04 2.75 24.21 -14.09 22.49 7.59 12.62 -14.29

Portfolio

Index Statistics as of Dec 31, 2022

Median Market Cap $11.4B
Average Market Cap $78.8B
Price/Earnings Ratio 13.44
Price/Book Ratio 1.73

GICS Sector Breakdown (%)4 as of Dec 31, 2022

 

Index Constituents (%)5 as of Nov 30, 2022

Holding % of Index
Taiwan Semiconductor Manufacturing Co Ltd 2.24%
Nestle SA 1.93%
Samsung Electronics Co Ltd 1.57%
ASML Holding NV 1.44%
Roche Holding AG 1.32%
AstraZeneca PLC 1.27%
Toyota Motor Corp 1.19%
LVMH Moet Hennessy Louis Vuitton SE 1.18%
Novo Nordisk A/S 1.17%
Linde PLC 1.13%
View All

Literature

Literature

Invest with Impact

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Holdings - Form N-PORT

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Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Dec 9, 2022