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 companies included in the S-Network Developed International 1000 Index. The S-Network Developed International 1000 Index is a capitalization-weighted, float-adjusted equity index designed to serve as an equity benchmark for stocks of companies located in major markets in Europe, the Pacific, Asia and Canada. The Index is reconstituted semi-annually (June and December) and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/30/2015
01/31/2018
Calvert International Responsible Index 4.76 6.99 4.76 27.62 11.98
MSCI World ex USA Index2 4.66 7.62 4.66 26.24 9.12 7.40 11.97
12/31/2017
Calvert International Responsible Index 1.14 4.04 25.61 25.61 10.10
MSCI World ex USA Index2 1.80 4.23 24.21 24.21 7.35 7.45 10.14
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 (%) as of Dec 31, 2017

Nestle SA
Unilever PLC
Samsung Electronics Co Ltd
Toyota Motor Corp
Novartis AG
Roche Holding AG
Taiwan Semiconductor Manufacturing Co Ltd
Royal Bank of Canada
Commonwealth Bank of Australia
Toronto-Dominion Bank
Total 12.64

Performance

Historical Returns (%) as of Dec 31, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Since Inception
10/30/2015
01/31/2018
Calvert International Responsible Index 4.76 6.99 4.76 27.62 11.98
MSCI World ex USA Index2 4.66 7.62 4.66 26.24 9.12 7.40 11.97
12/31/2017
Calvert International Responsible Index 1.14 4.04 25.61 25.61 10.10
MSCI World ex USA Index2 1.80 4.23 24.21 24.21 7.35 7.45 10.14
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 International Responsible Index 0.67 25.61
MSCI World ex USA Index2 8.95 -12.21 16.41 21.02 -4.32 -3.04 2.75 24.21

Portfolio

Index Statistics as of Dec 31, 2017

Median Market Cap $11.9B
Average Market Cap $60.0B
Price/Earnings Ratio 15.93
Price/Book Ratio 1.94
Number of Constituents 754

GICS Sector Breakdown (%) as of Dec 31, 2017

Sector Index
Consumer Discretionary 11.43
Consumer Staples 10.41
Energy 2.31
Financials 23.32
Health Care 9.41
Industrials 14.71
Information Technology 10.83
Materials 8.12
Real Estate 1.85
Telecom Services 4.51
Utilities 3.11
 

Index Constituents (%)3 as of Dec 31, 2017

Holding % of Index
Nestle SA 2.14%
Unilever PLC 1.82%
Samsung Electronics Co Ltd 1.49%
Toyota Motor Corp 1.26%
Novartis AG 1.24%
Roche Holding AG 1.04%
Taiwan Semiconductor Manufacturing Co Ltd 0.97%
Royal Bank of Canada 0.93%
Commonwealth Bank of Australia 0.91%
Toronto-Dominion Bank 0.85%
View All

Literature

Literature

White Papers

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Holdings-1st or 3rd fiscal quarters-www.sec.gov

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Index Rules and Methodology

Download - Last updated: Jan 1, 2018