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Issuer
SEI
Inception Date
May 16, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$956M

Share Price Chart


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Performance

SEIV Performance Chart

SEI Enhanced US Large Cap Value Factor ETF (SEIV) is up 16.1% since the beginning of the year. SEIV is currently trading at $48 per share.


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S&P 500 Index

Returns By Period

SEI Enhanced US Large Cap Value Factor ETF (SEIV) has returned 16.08% so far this year and 41.33% over the past 12 months.


SEI Enhanced US Large Cap Value Factor ETF

1D
0.38%
1M
2.35%
YTD
16.08%
6M
15.10%
1Y
41.33%
3Y*
25.81%
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)

SEIV Monthly Returns History

Based on dividend-adjusted daily data since May 18, 2022, SEIV's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, an investment would double in approximately 3.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +10.2%, while the worst month was Jun 2022 at -11.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SEIV closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.93%1.58%-3.28%6.89%9.70%-1.15%16.08%
20253.41%-1.46%-3.82%-1.24%6.71%4.85%1.12%5.31%2.77%2.31%2.34%2.68%27.43%
20241.11%2.95%5.74%-4.22%4.44%0.88%3.82%0.68%1.73%0.35%6.00%-4.70%19.73%
20237.65%-3.66%-1.33%1.04%-1.17%9.35%3.04%-2.87%-2.79%-2.55%8.26%6.29%21.90%
20223.81%-11.45%7.15%-3.55%-10.01%10.19%6.42%-5.25%-5.02%

Benchmark Metrics

SEI Enhanced US Large Cap Value Factor ETF has an annualized alpha of 4.27%, beta of 0.92, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since May 18, 2022.

  • This ETF captured 106.96% of S&P 500 Index gains but only 94.07% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 4.27% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.85, 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
4.27%
Beta
0.92
0.85
Upside Capture
106.96%
Downside Capture
94.07%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SEIV ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SEIV Risk / Return Rank: 9393
Overall Rank
SEIV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SEIV Sortino Ratio Rank: 9393
Sortino Ratio Rank
SEIV Omega Ratio Rank: 9292
Omega Ratio Rank
SEIV Calmar Ratio Rank: 9292
Calmar Ratio Rank
SEIV Martin Ratio Rank: 9393
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 Enhanced US Large Cap Value Factor ETF (SEIV) 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.


SEIVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.58

1.37

+0.21

Calmar ratioReturn relative to maximum drawdown

5.97

2.78

+3.19

Martin ratioReturn relative to average drawdown

23.16

12.44

+10.73

Dividends

Dividend History

SEI Enhanced US Large Cap Value Factor ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.66 per share.


1.50%1.60%1.70%1.80%1.90%2.00%2.10%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.66$0.63$0.55$0.58$0.39

Dividend yield

1.37%1.51%1.66%2.08%1.63%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Enhanced US Large Cap Value Factor 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$0.19$0.00$0.00$0.19
2025$0.00$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.18$0.63
2024$0.00$0.00$0.00$0.10$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.14$0.55
2023$0.00$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.15$0.58
2022$0.07$0.00$0.00$0.14$0.00$0.17$0.39

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 Value 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 Value Factor ETF was 18.18%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.

The current SEI Enhanced US Large Cap Value Factor ETF drawdown is 2.70%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-18.18%Sep 2022
4mo 2d8mo 18d
1y 15dMay 2022 - Jun 2023
2025 selloff2025
-17.71%Apr 2025
4mo 12d2mo 16d
6mo 28dNov 2024 - Jun 2025
2023 pullback2023
-9.68%Oct 2023
2mo 27d1mo 5d
4mo 2dAug 2023 - Dec 2023
2024 pullback2024
-8.03%Aug 2024
21d23d
1mo 14dJul 2024 - Aug 2024
2026 pullback2026
-6.95%Mar 2026
1mo 16d17d
2mo 3dFeb 2026 - Apr 2026

Drawdown Indicators


SEIVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.18%

-56.78%

+38.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-9.10%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-18.90%

+1.19%

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

-2.70%

-1.80%

-0.90%

Average Drawdown

Average peak-to-trough decline

-3.47%

-10.71%

+7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.03%

-0.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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