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Issuer
SEI
Inception Date
Oct 8, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SEIS Performance Chart

SEI Select Small Cap ETF (SEIS) is up 18.3% since the beginning of the year. SEIS is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

SEI Select Small Cap ETF (SEIS) has returned 18.31% so far this year and 33.83% over the past 12 months.


SEI Select Small Cap ETF

1D
1.14%
1M
5.07%
YTD
18.31%
6M
14.78%
1Y
33.83%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIS Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2024, SEIS's average daily return is +0.07%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.1%, while the worst month was Dec 2024 at -8.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SEIS closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 3, 2025 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.46%0.29%-5.63%13.06%1.47%4.31%18.31%
20253.97%-5.79%-5.18%-2.53%6.35%4.23%0.45%7.37%1.24%-2.04%2.58%-0.26%9.81%
20240.01%10.63%-8.33%1.42%

Benchmark Metrics

SEI Select Small Cap ETF has an annualized alpha of 0.04%, beta of 1.14, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 10, 2024.

  • This ETF participated in 118.63% of S&P 500 Index downside but only 118.30% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.14 and R2 of 0.75, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.04%
Beta
1.14
0.75
Upside Capture
118.30%
Downside Capture
118.63%

Expense Ratio

SEIS has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SEIS ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SEIS Risk / Return Rank: 5555
Overall Rank
SEIS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SEIS Sortino Ratio Rank: 5454
Sortino Ratio Rank
SEIS Omega Ratio Rank: 4848
Omega Ratio Rank
SEIS Calmar Ratio Rank: 6363
Calmar Ratio Rank
SEIS Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SEI Select Small Cap ETF (SEIS) 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.


SEISBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

3.04

2.78

+0.25

Martin ratioReturn relative to average drawdown

10.06

12.44

-2.38

Dividends

Dividend History

SEI Select Small Cap ETF provided a 0.36% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.20%0.30%0.40%0.50%0.60%$0.00$0.05$0.10$0.1520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.12$0.16$0.06

Dividend yield

0.36%0.59%0.23%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Select Small Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.01$0.00$0.00$0.01
2025$0.00$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.04$0.16
2024$0.06$0.06

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 Select Small Cap 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 Select Small Cap ETF was 26.08%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-26.08%Apr 2025
4mo 13d5mo 6d
9mo 19dNov 2024 - Sep 2025
2026 correction2026
-11.18%Mar 2026
2mo 6d18d
2mo 24dJan 2026 - Apr 2026
2025 pullback2025
-9.45%Nov 2025
2mo 2d20d
2mo 22dSep 2025 - Dec 2025
2026 pullback2026
-5.34%May 2026
12d16d
28dMay 2026 - Jun 2026
2024 pullback2024
-4.78%Nov 2024
3d10d
13dNov 2024 - Nov 2024

Drawdown Indicators


SEISBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.08%

-56.78%

+30.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.10%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-5.84%

-10.71%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.03%

+1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SEIS

Add SEI Select Small Cap ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SEIS