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 Sep 30, 2019

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 Sep 30, 2019

Nestle SA 2.26
Roche Holding AG 1.42
Taiwan Semiconductor Manufacturing Co Ltd 1.36
Samsung Electronics Co Ltd 1.34
Toyota Motor Corp 1.29
Novartis AG 1.29
Unilever PLC 1.12
AstraZeneca PLC 0.88
SAP SE 0.83
GlaxoSmithKline PLC 0.83
Total 12.62

Performance

Historical Returns (%) as of Sep 30, 2019

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 (%)

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Calvert International Responsible Index 0.67 25.61 -14.18
MSCI World ex USA Index2 8.95 -12.21 16.41 21.02 -4.32 -3.04 2.75 24.21 -14.09

Portfolio

Index Statistics as of Sep 30, 2019

Median Market Cap $10.8B
Average Market Cap $60.3B
Price/Earnings Ratio 15.47
Price/Book Ratio 1.82
Number of Constituents 783

GICS Sector Breakdown (%)4 as of Sep 30, 2019

 

Index Constituents (%)5 as of Oct 31, 2019

Holding % of Index
Nestle SA 2.15%
Taiwan Semiconductor Manufacturing Co Ltd 1.46%
Roche Holding AG 1.41%
Samsung Electronics Co Ltd 1.36%
Toyota Motor Corp 1.30%
Novartis AG 1.25%
Unilever PLC 1.08%
AstraZeneca PLC 0.92%
SAP SE 0.90%
GlaxoSmithKline PLC 0.85%
View All

Literature

Literature

Calvert Principles for Responsible Investment

Download

Holdings-1st or 3rd fiscal quarters-www.sec.gov (beginning 9/30/2019)

Download

Index Rules and Methodology

Download - Last updated: Sep 10, 2019