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SEI Select Emerging Markets Equity ETF (SEEM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SEI Select Emerging Markets Equity ETF (SEEM)

ETF · Currency in USD · Last updated Apr 15, 2026

The SEI Select Emerging Markets Equity ETF (SEEM) is an actively managed ETF that seeks long-term capital appreciation by investing primarily in equity securities of companies domiciled in or economically tied to emerging market countries. The fund uses an optimized combination of model portfolios from fundamental sub-advisers together with SEI's active quantitative factor models, blending specialist stock selection with systematic factor exposures to build a diversified emerging markets equity portfolio.

ETF Info

Issuer
SEI
Inception Date
Oct 8, 2024
Category
Emerging Markets Diversified
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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SEI Select Emerging Markets Equity ETF

Performance

SEEM Performance Chart

SEI Select Emerging Markets Equity ETF (SEEM) is up 16.1% since the beginning of the year. SEEM is currently trading at $36 per share.

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S&P 500 Index

Returns By Period

SEI Select Emerging Markets Equity ETF (SEEM) has returned 16.09% so far this year and 57.88% over the past 12 months.

SEI Select Emerging Markets Equity ETF

1D
1.81%
1M
10.70%
YTD
16.09%
6M
22.93%
1Y
57.88%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
1.18%
1M
5.05%
YTD
1.78%
6M
4.86%
1Y
28.88%
3Y*
18.97%
5Y*
10.81%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEEM Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2024, SEEM's average daily return is +0.11%, while the average monthly return is +2.24%. At this rate, an investment would double in approximately 2.6 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +10.3%, while the worst month was Mar 2026 at -9.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SEEM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -5.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.35%6.36%-9.54%10.34%16.09%
20252.11%1.51%2.40%0.32%3.83%7.25%1.11%4.23%5.19%3.03%-1.44%3.50%38.16%
2024-3.44%-2.11%-1.46%-6.86%

Benchmark Metrics

SEI Select Emerging Markets Equity ETF has an annualized alpha of 19.36%, beta of 0.79, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since October 11, 2024.

  • This ETF captured 115.42% of S&P 500 Index gains but only 7.56% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 19.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
19.36%
Beta
0.79
R²
0.50
Upside Capture
115.42%
Downside Capture
7.56%

Expense Ratio

SEEM has an expense ratio of 0.60%, placing it in the medium range.

Return for Risk

Risk / Return Rank

SEEM ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

SEEM Risk / Return Rank: 8383
Overall Rank
SEEM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SEEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
SEEM Omega Ratio Rank: 8787
Omega Ratio Rank
SEEM Calmar Ratio Rank: 7676
Calmar Ratio Rank
SEEM Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SEI Select Emerging Markets Equity ETF (SEEM) and compare them to a chosen benchmark (S&P 500 Index).

SEEMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.22

2.20

+1.02

Sortino ratio

Return per unit of downside risk

4.05

3.07

+0.98

Omega ratio

Gain probability vs. loss probability

1.59

1.41

+0.18

Calmar ratio

Return relative to maximum drawdown

4.55

3.55

+1.01

Martin ratio

Return relative to average drawdown

18.42

16.01

+2.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore SEEM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SEEM Sortino RatioSEEM Sharpe Ratio

Dividends

Dividend History

SEI Select Emerging Markets Equity ETF provided a 2.73% dividend yield over the last twelve months, with an annual payout of $0.98 per share.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.98$1.03$0.07

Dividend yield

2.73%3.31%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Select Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.10$0.10
2025$0.00$0.00$0.00$0.14$0.00$0.00$0.25$0.00$0.00$0.11$0.00$0.52$1.03
2024$0.07$0.07

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SEI Select Emerging Markets Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SEI Select Emerging Markets Equity ETF was 14.34%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current SEI Select Emerging Markets Equity ETF drawdown is 1.54%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.34%Mar 18, 202516Apr 8, 202517May 2, 202533
-14.01%Feb 26, 202623Mar 30, 2026———
-9.42%Oct 14, 202462Jan 13, 202526Feb 20, 202588
-4.73%Oct 9, 20252Oct 10, 20256Oct 20, 20258
-4.66%Feb 21, 20257Mar 3, 202510Mar 17, 202517

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Portfolio Analyzer

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