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SEI Select International Equity ETF (SEIE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
SEI
Inception Date
Oct 8, 2024
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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Performance

SEIE Performance Chart

SEI Select International Equity ETF (SEIE) is up 7.9% since the beginning of the year. SEIE is currently trading at $35 per share.


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S&P 500 Index

Returns By Period

SEI Select International Equity ETF (SEIE) has returned 7.89% so far this year and 40.23% over the past 12 months.


SEI Select International Equity ETF

1D
0.78%
1M
8.44%
YTD
7.89%
6M
16.64%
1Y
40.23%
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)

SEIE Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2024, SEIE's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, an investment would double in approximately 2.9 years.

Historically, 79% of months were positive and 21% were negative. The best month was Apr 2026 with a return of +7.7%, while the worst month was Mar 2026 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SEIE closed higher 57% 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 -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.87%5.55%-8.60%7.67%7.89%
20255.20%3.16%1.36%3.33%6.39%2.73%-0.90%3.84%1.84%1.40%2.66%3.20%39.84%
2024-2.77%0.15%-2.43%-5.00%

Benchmark Metrics

SEI Select International Equity ETF has an annualized alpha of 17.13%, beta of 0.69, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since October 11, 2024.

  • This ETF captured 90.89% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.87%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 17.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
17.13%
Beta
0.69
0.53
Upside Capture
90.89%
Downside Capture
-12.87%

Expense Ratio

SEIE has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SEIE ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SEIE Risk / Return Rank: 7272
Overall Rank
SEIE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SEIE Sortino Ratio Rank: 7676
Sortino Ratio Rank
SEIE Omega Ratio Rank: 7676
Omega Ratio Rank
SEIE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SEIE Martin Ratio Rank: 6666
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 International Equity ETF (SEIE) and compare them to a chosen benchmark (S&P 500 Index).


SEIEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.82

2.20

+0.62

Sortino ratio

Return per unit of downside risk

3.72

3.07

+0.66

Omega ratio

Gain probability vs. loss probability

1.50

1.41

+0.09

Calmar ratio

Return relative to maximum drawdown

3.67

3.55

+0.12

Martin ratio

Return relative to average drawdown

14.99

16.01

-1.01

Explore SEIE risk-adjusted metrics in detail

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

Dividends

Dividend History

SEI Select International Equity ETF provided a 2.32% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.8020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.81$0.75$0.04

Dividend yield

2.32%2.29%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Select International 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$0.21$0.21
2025$0.00$0.00$0.00$0.15$0.00$0.00$0.37$0.00$0.00$0.12$0.00$0.11$0.75
2024$0.04$0.04

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 International 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 International Equity ETF was 13.59%, occurring on Apr 7, 2025. Recovery took 14 trading sessions.

The current SEI Select International Equity ETF drawdown is 2.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.59%Mar 20, 202513Apr 7, 202514Apr 28, 202527
-12.33%Feb 26, 202617Mar 20, 2026
-6.88%Oct 21, 202457Jan 13, 202517Feb 6, 202574
-4.81%Nov 13, 20256Nov 20, 20258Dec 3, 202514
-3.66%Jul 24, 20257Aug 1, 20257Aug 12, 202514

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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