PortfoliosLab logo
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

SEI

Inception Date

May 16, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SEIQ has an expense ratio of 0.15%, which is considered low.


Expense ratio chart for SEIQ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SEIQ: 0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEI Enhanced US Large Cap Quality Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%December2025FebruaryMarchAprilMay
46.67%
44.93%
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF)
Benchmark (^GSPC)

Returns By Period

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) returned 1.42% year-to-date (YTD) and 16.16% over the past 12 months.


SEIQ

YTD

1.42%

1M

1.01%

6M

2.50%

1Y

16.16%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.31%

1M

0.28%

6M

-0.74%

1Y

12.29%

5Y*

15.01%

10Y*

10.56%

*Annualized

Monthly Returns

The table below presents the monthly returns of SEIQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.97%1.48%-3.42%-0.02%1.49%1.42%
20242.00%2.27%1.51%-4.98%4.13%4.02%1.26%2.82%1.63%-0.69%5.79%-4.14%16.15%
20235.49%-2.82%5.80%1.80%-0.20%5.38%1.48%-1.27%-4.68%-1.60%8.32%3.76%22.66%
20224.53%-5.73%7.59%-4.46%-7.22%6.41%6.81%-4.99%1.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, SEIQ is among the top 18% 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.


The Risk-Adjusted Performance Rank of SEIQ is 8282
Overall Rank
The Sharpe Ratio Rank of SEIQ is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIQ is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SEIQ is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SEIQ is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SEIQ is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SEIQ, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.00
SEIQ: 1.09
^GSPC: 0.67
The chart of Sortino ratio for SEIQ, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.00
SEIQ: 1.59
^GSPC: 1.05
The chart of Omega ratio for SEIQ, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
SEIQ: 1.23
^GSPC: 1.16
The chart of Calmar ratio for SEIQ, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
SEIQ: 1.20
^GSPC: 0.68
The chart of Martin ratio for SEIQ, currently valued at 4.91, compared to the broader market0.0020.0040.0060.00
SEIQ: 4.91
^GSPC: 2.70

The current SEI Enhanced US Large Cap Quality Factor ETF Sharpe ratio is 1.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SEI Enhanced US Large Cap Quality Factor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.09
0.67
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SEI Enhanced US Large Cap Quality Factor ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 2 consecutive years.


0.85%0.90%0.95%1.00%1.05%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.37$0.34$0.33$0.21

Dividend yield

1.04%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.09$0.00$0.09
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.52%
-7.45%
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF)
Benchmark (^GSPC)

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 3.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.87%Aug 17, 202240Oct 12, 2022118Apr 3, 2023158
-14.27%Dec 12, 202479Apr 8, 2025
-10.63%Jun 3, 202210Jun 16, 202229Jul 29, 202239
-9.76%Jul 26, 202367Oct 27, 202324Dec 1, 202391
-5.93%Jul 17, 202414Aug 5, 202412Aug 21, 202426

Volatility

Volatility Chart

The current SEI Enhanced US Large Cap Quality Factor ETF volatility is 11.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.14%
14.17%
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF)
Benchmark (^GSPC)