Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
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 Value 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.
Loading graphics...
Returns By Period
SEI Enhanced US Large Cap Value Factor ETF (SEIV) has returned 0.14% so far this year and 30.20% over the past 12 months.
SEI Enhanced US Large Cap Value Factor ETF
- 1D
- 2.44%
- 1M
- -3.28%
- YTD
- 0.14%
- 6M
- 7.66%
- 1Y
- 30.20%
- 3Y*
- 22.09%
- 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, SEIV's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, your investment would double in approximately 4.3 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 53% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.93% | 1.58% | -3.28% | 0.14% | |||||||||
| 2025 | 3.41% | -1.46% | -3.82% | -1.24% | 6.71% | 4.85% | 1.12% | 5.31% | 2.77% | 2.31% | 2.34% | 2.68% | 27.43% |
| 2024 | 1.11% | 2.95% | 5.74% | -4.22% | 4.44% | 0.88% | 3.82% | 0.68% | 1.73% | 0.35% | 6.00% | -4.70% | 19.73% |
| 2023 | 7.65% | -3.66% | -1.33% | 1.04% | -1.17% | 9.35% | 3.04% | -2.87% | -2.79% | -2.55% | 8.26% | 6.29% | 21.90% |
| 2022 | 5.24% | -11.45% | 7.15% | -3.55% | -10.01% | 10.19% | 6.42% | -5.25% | -3.71% |
Benchmark Metrics
SEI Enhanced US Large Cap Value Factor ETF has an annualized alpha of 3.07%, beta of 0.93, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 19, 2022.
- This ETF captured 103.41% of S&P 500 Index gains but only 94.32% of its losses — a favorable profile for investors.
- This ETF generated an annualized alpha of 3.07% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R² of 0.86, 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
- 3.07%
- Beta
- 0.93
- R²
- 0.86
- Upside Capture
- 103.41%
- Downside Capture
- 94.32%
Expense Ratio
SEIV has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SEIV ranks 86 for risk / return — in the top 86% 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.
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 a chosen benchmark (S&P 500 Index).
| SEIV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.90 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.39 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.40 | +1.02 |
Martin ratioReturn relative to average drawdown | 12.08 | 6.61 | +5.47 |
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 SEIV 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 Value Factor ETF provided a 1.51% dividend yield over the last twelve months, with an annual payout of $0.63 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.63 | $0.63 | $0.55 | $0.58 | $0.39 |
Dividend yield | 1.51% | 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.
| 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 | $0.16 | $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.
Loading graphics...
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 4.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.18% | May 31, 2022 | 86 | Sep 30, 2022 | 177 | Jun 15, 2023 | 263 |
| -17.71% | Nov 27, 2024 | 89 | Apr 8, 2025 | 51 | Jun 23, 2025 | 140 |
| -9.68% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -8.03% | Jul 17, 2024 | 16 | Aug 7, 2024 | 17 | Aug 30, 2024 | 33 |
| -6.95% | Feb 12, 2026 | 32 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...