SEI Enhanced US Large Cap Momentum Factor ETF (SEIM)
SEIM is an actively managed ETF by SEI. SEIM launched on May 16, 2022 and has a 0.15% expense ratio.
ETF Info
May 16, 2022
North America (U.S.)
1x
No Index (Active)
Large-Cap
Growth
Expense Ratio
SEIM has an expense ratio of 0.15%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) returned 3.47% year-to-date (YTD) and 24.70% over the past 12 months.
SEIM
3.47%
11.02%
-0.82%
24.70%
15.43%
N/A
N/A
^GSPC (Benchmark)
0.68%
7.17%
-1.66%
11.63%
12.51%
14.34%
10.88%
Monthly Returns
The table below presents the monthly returns of SEIM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.89% | -2.69% | -7.61% | 0.89% | 9.80% | 3.47% | |||||||
| 2024 | 3.83% | 7.86% | 2.89% | -5.82% | 5.45% | 4.11% | -0.59% | 5.40% | 3.94% | 0.14% | 11.87% | -4.28% | 39.12% |
| 2023 | 3.09% | -0.52% | 2.65% | -0.17% | -1.38% | 6.23% | 0.78% | -1.60% | -4.18% | -1.89% | 8.22% | 4.65% | 16.25% |
| 2022 | 5.62% | -11.05% | 10.41% | -1.49% | -8.50% | 8.98% | 3.01% | -7.01% | -2.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, SEIM is among the top 16% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SEI Enhanced US Large Cap Momentum Factor ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| Dividend | $0.22 | $0.19 | $0.25 | $0.25 |
Dividend yield | 0.55% | 0.48% | 0.89% | 1.01% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Enhanced US Large Cap Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.08 | $0.19 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.25 |
| 2022 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.09 | $0.25 |
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 Enhanced US Large Cap Momentum Factor 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 Enhanced US Large Cap Momentum Factor ETF was 22.17%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current SEI Enhanced US Large Cap Momentum Factor ETF drawdown is 3.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.17% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -14.14% | Aug 19, 2022 | 30 | Sep 30, 2022 | 197 | Jul 17, 2023 | 227 |
| -13.98% | Jun 8, 2022 | 8 | Jun 17, 2022 | 38 | Aug 12, 2022 | 46 |
| -10.23% | Jul 19, 2023 | 72 | Oct 27, 2023 | 30 | Dec 11, 2023 | 102 |
| -9.32% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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