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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.
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Returns By Period
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has returned -6.47% so far this year and 5.28% over the past 12 months.
SEI Enhanced US Large Cap Quality Factor ETF
- 1D
- 2.05%
- 1M
- -6.43%
- YTD
- -6.47%
- 6M
- -5.45%
- 1Y
- 5.28%
- 3Y*
- 11.39%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 18, 2022, SEIQ's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 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% | -6.47% | |||||||||
| 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 -0.09%, beta of 0.83, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 19, 2022.
- This ETF participated in 85.73% of S&P 500 Index downside but only 79.19% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.09%
- Beta
- 0.83
- R²
- 0.89
- Upside Capture
- 79.19%
- Downside Capture
- 85.73%
Expense Ratio
SEIQ has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SEIQ ranks 24 for risk / return — below 24% 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 a chosen benchmark (S&P 500 Index).
| SEIQ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.90 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.39 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.40 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.49 | 6.61 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SEIQ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
SEI Enhanced US Large Cap Quality Factor ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.36 | $0.36 | $0.34 | $0.33 | $0.21 |
Dividend yield | 1.00% | 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 | $0.00 | |||||||||
| 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 7.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.87% | Aug 17, 2022 | 40 | Oct 12, 2022 | 118 | Apr 3, 2023 | 158 |
| -14.27% | Dec 12, 2024 | 79 | Apr 8, 2025 | 28 | May 19, 2025 | 107 |
| -10.63% | Jun 3, 2022 | 10 | Jun 16, 2022 | 29 | Jul 29, 2022 | 39 |
| -9.76% | Jul 26, 2023 | 67 | Oct 27, 2023 | 24 | Dec 1, 2023 | 91 |
| -9.66% | Dec 26, 2025 | 63 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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