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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.


Share Price Chart


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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


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S&P 500

Returns By Period

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) returned 4.43% year-to-date (YTD) and 16.66% over the past 12 months.


SEIQ

YTD

4.43%

1M

4.51%

6M

0.11%

1Y

16.66%

3Y*

13.05%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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%4.51%4.43%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, SEIQ is among the top 21% 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 7979
Overall Rank
The Sharpe Ratio Rank of SEIQ is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIQ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SEIQ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SEIQ is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SEIQ is 8080
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 Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI Enhanced US Large Cap Quality Factor ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.06
  • All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SEI Enhanced US Large Cap Quality Factor ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SEI Enhanced US Large Cap Quality Factor ETF provided a 1.01% 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

1.01%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.


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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 0.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.87%Aug 17, 202240Oct 12, 2022118Apr 3, 2023158
-14.27%Dec 12, 202479Apr 8, 202528May 19, 2025107
-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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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