- Issuer
- SEI
- Inception Date
- May 16, 2022
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $473M
Share Price Chart
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Performance
SEIQ Performance Chart
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is down 0.1% since the beginning of the year. SEIQ is currently trading at $39 per share.
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Returns By Period
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has returned -0.11% so far this year and 9.05% over the past 12 months.
SEI Enhanced US Large Cap Quality Factor ETF
- 1D
- -1.05%
- 1M
- -3.40%
- YTD
- -0.11%
- 6M
- -0.74%
- 1Y
- 9.05%
- 3Y*
- 12.04%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SEIQ Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2022, SEIQ's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +8.3%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SEIQ closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.21% | -0.26% | -6.43% | 6.19% | 4.19% | -3.47% | -0.11% | ||||||
| 2025 | 1.97% | 1.48% | -3.42% | -0.02% | 4.51% | 2.17% | 0.47% | 1.85% | 1.92% | -1.03% | 1.45% | 0.69% | 12.51% |
| 2024 | 2.00% | 2.27% | 1.51% | -4.97% | 4.13% | 4.02% | 1.26% | 2.82% | 1.63% | -0.69% | 5.79% | -4.14% | 16.15% |
| 2023 | 5.49% | -2.82% | 5.80% | 1.80% | -0.20% | 5.39% | 1.48% | -1.27% | -4.67% | -1.60% | 8.32% | 3.76% | 22.66% |
| 2022 | 4.53% | -5.73% | 7.60% | -4.45% | -7.22% | 6.41% | 6.82% | -4.99% | 1.51% |
Benchmark Metrics
SEI Enhanced US Large Cap Quality Factor ETF has an annualized alpha of -0.12%, beta of 0.81, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 18, 2022.
- This ETF participated in 88.78% of S&P 500 Index downside but only 80.20% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.12%
- Beta
- 0.81
- R²
- 0.86
- Upside Capture
- 80.20%
- Downside Capture
- 88.78%
Expense Ratio
SEIQ has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SEIQ ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SEIQ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.37 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.78 | -1.84 |
| Martin ratioReturn relative to average drawdown | 3.64 | 12.44 | -8.80 |
Dividends
Dividend History
SEI Enhanced US Large Cap Quality Factor ETF provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.37 | $0.36 | $0.34 | $0.33 | $0.21 |
Dividend yield | 0.95% | 0.94% | 0.97% | 1.08% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Enhanced US Large Cap Quality 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.10 | $0.36 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.09 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.09 | $0.33 |
| 2022 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.07 | $0.21 |
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 Quality 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 Quality Factor ETF was 14.87%, occurring on Oct 12, 2022. Recovery took 118 trading sessions.
The current SEI Enhanced US Large Cap Quality Factor ETF drawdown is 3.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -14.87%Oct 2022 | 1mo 26d | 5mo 23d | 7mo 19dAug 2022 - Apr 2023 |
2025 selloff2025 | -14.27%Apr 2025 | 3mo 27d | 1mo 11d | 5mo 8dDec 2024 - May 2025 |
Bear market2022 | -10.63%Jun 2022 | 13d | 1mo 13d | 1mo 26dJun 2022 - Jul 2022 |
2023 pullback2023 | -9.76%Oct 2023 | 3mo 3d | 1mo 5d | 4mo 8dJul 2023 - Dec 2023 |
2026 pullback2026 | -9.66%Mar 2026 | 3mo 1d | 1mo 18d | 4mo 19dDec 2025 - May 2026 |
Drawdown Indicators
| SEIQ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -56.78% | +41.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -9.10% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -18.90% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.63% | -1.80% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -10.71% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.03% | +0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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