I understand you are having issues with iCloud Calendar on your iOS devices, but it seems to be working correctly on iCloud.com.
I would run through the following article, specifically the section titled "Troubleshooting iOS devices":
It is important that we want to test to see if the issue is resolved after each troubleshooting step.
I did every solution step from that support document multiple times during the last 3 weeks without success - the problem persists. After following the proposed solutions, a synchronization occurs only ONCE. After that it continues to be unstable.
It looks as if the push updates for calendar entries are not working reliably. I can even reproduce the problem with another iCloud account and a different iOS device. Could there possibly be a connection to the deactivation of push email for iCloud in Germany? (see http://support.apple.com/kb/TS4208)