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 reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Sep 30, 2024

10/31/202409/30/2024
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 (%)2,3 as of Oct 31, 2024

Ecolab Inc 1.89
Pentair PLC 1.89
Tetra Tech Inc 1.71
American Water Works Co Inc 1.70
Zurn Elkay Water Solutions Corp 1.66
Veolia Environnement SA 1.65
Veralto Corp 1.63
Xylem Inc/NY 1.62
Essential Utilities Inc 1.58
United Utilities Group PLC 1.53
Total 16.86

1. MSCI ACWI Index is an unmanaged free-float-adjusted market-capitalization-weighted index designed to measure the equity market performance of developed and emerging markets. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. Historical performance of the index illustrates market trends and does not represent the past or future performance of the fund. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
2. Top 10 Holdings excludes cash and equivalents.
3. Percent of total net assets.

Performance

Historical Returns (%) as of Sep 30, 2024

10/31/202409/30/2024
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 (%)

2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Calvert Global Water Research Index — — — 20.52 -12.75 30.35 15.94 24.20 -18.96 19.62
MSCI ACWI Index1 4.16 -2.36 7.86 23.97 -9.41 26.60 16.25 18.54 -18.36 22.20

1. MSCI ACWI Index is an unmanaged free-float-adjusted market-capitalization-weighted index designed to measure the equity market performance of developed and emerging markets. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. Historical performance of the index illustrates market trends and does not represent the past or future performance of the fund. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.

Portfolio

Index Statistics as of Oct 31, 2024

Median Market Cap $7.7B
Average Market Cap $23.9B
Price/Earnings Ratio 17.61
Price/Book Ratio 2.08
Number of Holdings 109

Sector Breakdown (%)3 as of Oct 31, 2024

 

Sector Breakdown (%) as of Oct 31, 2024

Water Utilities 25.29
Water Infrastructure 25.05
Water Technology 24.88
Leader/Solution Providers 24.78
 

Index Constituents (%)4 as of Oct 31, 2024

Holding % of Index
Ecolab Inc 1.89%
Pentair PLC 1.89%
Tetra Tech Inc 1.71%
American Water Works Co Inc 1.70%
Zurn Elkay Water Solutions Corp 1.66%
Veolia Environnement SA 1.65%
Veralto Corp 1.63%
Xylem Inc/NY 1.62%
Essential Utilities Inc 1.58%
United Utilities Group PLC 1.53%
View All

1. MSCI ACWI Index is an unmanaged free-float-adjusted market-capitalization-weighted index designed to measure the equity market performance of developed and emerging markets. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. Historical performance of the index illustrates market trends and does not represent the past or future performance of the fund. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
3. Percent of total net assets.
4. Percent of index holdings.

Literature

Literature

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Sep 12, 2024