PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

SEI Select International Equity ETF (SEIE) Sharpe Ratio: 1.67

ETF · Currency in USD · Last updated Jul 14, 2026

The SEI Select International Equity ETF (SEIE) is an actively managed ETF that seeks long-term capital appreciation by investing primarily in equity securities of companies domiciled in developed markets outside the United States. The fund blends SEI's proprietary quantitative factor models with recommendations from specialist sub-advisers to build a diversified international developed markets equity portfolio.

SEIE's Sharpe Ratio of 1.67 indicates that for each unit of volatility, it generates 1.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SEIE Sharpe Ratio Rank

SEIE Sharpe Ratio Rank: 63.964
Above Average

SEIE ranks above 63.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SEIE Sharpe Ratio Market Positioning

The chart shows SEIE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.73 or lower
  • Yellow zone (middle 50%): 0.73 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.53+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares SEI Select International Equity ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how SEIE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GMOIGMO International Value ETF2.57
JIVEJPMorgan International Value ETF2.45
EFASGlobal X MSCI SuperDividend® EAFE ETF2.45
DFIVDimensional International Value ETF2.27
VIDIVident International Equity Fund2.26
JHIDJohn Hancock International High Dividend ETF2.24
VYMIVanguard International High Dividend Yield ETF2.22
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.20
HAWXiShares Currency Hedged MSCI ACWI ex U.S. ETF2.20
FNDFSchwab Fundamental International Equity ETF2.18
SEIESEI Select International Equity ETF1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SEIE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SEIE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SEIE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio