AppleScript to copy all of the events from an Exchange calendar to an iCloud calendar.

Exchange Sync.applescript

tell application "Calendar"
    -- delete everything from the destination calendar
    -- TODO: Change "Destination Calendar" to be the name of your destination calendar
    repeat with anEvent in (get events of calendar "Destination Calendar")
        delete anEvent
    end repeat
    
    -- copy all events from the source calendar to the destination
    -- TODO: Change "Source Calendar" to be the name of your source calendar
    -- TODO: Change "Destination Calendar" to be the name of your destination calendar
    repeat with anEvent in (get events of calendar "Source Calendar")
        copy anEvent to the end of events of calendar "Destination Calendar"
    end repeat
end tell

Hi, I needed this feature, so I created an updated version for anyone interested (compatible with the current macOS version): https://gist.github.com/MyKEms/3287c65f097a29b1756f3799842165bb

This script handles recurring events.
It was written to copy events on an ongoing basis, skip duplication, and get recurring events.

https://gist.github.com/scottwils/256b5658a094a295b88585c1215c12f4