Morgan Stanley ETF Trust - Calvert International Responsible Index ETF

10-Year Study

CVIE.US · · US · ETF

Executive Summary: Morgan Stanley ETF Trust - Calvert International Responsible Index ETF has compounded at 17.6% annually over the last 10 years, with a maximum drawdown of 11.1% and an annualized volatility of 14.9%.

1Y CAGR
+29.4%
3Y CAGR
+19.9%
5Y CAGR
+17.6%
10Y CAGR
+17.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
11.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +33.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 5.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.56.5-9.37.7————————9.8%
20254.61.7-1.04.45.23.6-2.13.93.42.5-0.13.433.2%
2024-0.63.53.2-3.64.6-0.72.83.00.8-4.80.5-2.95.4%
2023—-3.13.22.4-2.84.52.5-4.3-3.9-3.39.65.59.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 89.3% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-01-0110000
2023-02-019689.634478054004
2023-03-019995.811997547644
2023-04-0110238.241211671142
2023-05-019951.79479651489
2023-06-0110401.530132030015
2023-07-0110661.35898520815
2023-08-0110199.038054694447
2023-09-019802.494667852547
2023-10-019480.126417228665
2023-11-0110388.663897691848
2023-12-0110963.888193287106
2024-01-0110892.972790936643
2024-02-0111271.166682497604
2024-03-0111636.429576795876
2024-04-0111220.003972126038
2024-05-0111730.594869049366
2024-06-0111646.467830096624
2024-07-0111968.879256003522
2024-08-0112325.35598020845
2024-09-0112426.429317744176
2024-10-0111832.574887528386
2024-11-0111893.970139974268
2024-12-0111553.05810529588
2025-01-0112084.502663914962
2025-02-0112290.535114457674
2025-03-0112162.606750887253
2025-04-0112694.310361204418
2025-05-0113349.538456224582
2025-06-0113825.11419862357
2025-07-0113535.019472052638
2025-08-0114064.240503596502
2025-09-0114539.600369580423
2025-10-0114908.05823482173
2025-11-0114892.27766888012
2025-12-0115391.988394483924
2026-01-0116242.541469859332
2026-02-0117296.666004645664
2026-03-0115692.056611431086
2026-04-0116905.28206412393
Annual Return Matrix
YearAnnual Return
20240.05373731486695643
20250.33228693686118427
20260.09831697054698463
Total Factor Risk
0.14881126795061955
VTI.US Exposure
-0.07338455019581507
VEA.US Exposure
0.8931307893277839
VWO.US Exposure
0.01480805538030343
QQQ.US Exposure
0.054047471269639734
VTV.US Exposure
0.004429841354146662
IJR.US Exposure
-0.0005841239059196534
QUAL.US Exposure
0.06581521121269629
SHV.US Exposure
0.019209712603671568
TLT.US Exposure
0.011656213122904002
LQD.US Exposure
0.021545784024241336
HYG.US Exposure
-0.011928788739478412
GLD.US Exposure
0.008028073611483992
USO.US Exposure
0.0014098768216856872
VNQ.US Exposure
0.011822146584464776
BTC-USD.CC Exposure
0.005590014744633646
CPER.US Exposure
-0.000292201072581133
VIX.INDX Exposure
-0.009295173204635791
UUP.US Exposure
-0.004319336747249491
TIP.US Exposure
-0.014980147809512191
Idiosyncratic Exposure
0.0032911316175368234
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.53%
Market Cap$71.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$10
Avg Yield on Cost
0.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.930.10%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Morgan Stanley ETF Trust - Calvert International Responsible Index ETF a high-risk investment?

Morgan Stanley ETF Trust - Calvert International Responsible Index ETF (CVIE.US) has an annualized volatility of 14.9% and experienced a maximum drawdown of 11.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of CVIE.US?

Over the past 10 years, CVIE.US has generated a Compound Annual Growth Rate (CAGR) of 17.6%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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