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CUSIP
92790A405
Issuer
Virtus
Inception Date
Apr 23, 2019
Category
Bank Loan
Leveraged
1x (No leverage)
Index Tracked
Credit Suisse Leveraged Loan Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$254M

Share Price Chart


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Performance

SEIX Performance Chart

Virtus Seix Senior Loan ETF (SEIX) is up 2.3% since the beginning of the year. SEIX is currently trading at $23 per share. Investors who bought $1,000 worth of SEIX shares 5 years ago would now be looking at an investment worth $1,323.


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S&P 500 Index

Returns By Period

Virtus Seix Senior Loan ETF (SEIX) has returned 2.33% so far this year and 6.06% over the past 12 months.


Virtus Seix Senior Loan ETF

1D
0.00%
1M
0.28%
YTD
2.33%
6M
2.49%
1Y
6.06%
3Y*
7.76%
5Y*
5.75%
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)

SEIX Monthly Returns History

Based on dividend-adjusted daily data since Apr 25, 2019, SEIX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2020 with a return of +4.3%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SEIX closed higher 55% of trading days. The best single day was Apr 9, 2020 with a return of +3.2%, while the worst single day was Mar 19, 2020 at -3.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.16%-0.44%0.80%1.32%0.44%0.35%2.33%
20250.58%0.06%-0.49%-0.46%1.34%0.84%0.86%0.55%0.62%0.10%0.37%0.62%5.10%
20240.74%0.93%0.33%0.46%1.03%0.15%0.67%0.71%0.52%0.89%1.06%0.63%8.42%
20232.49%0.76%-0.25%0.66%-0.56%2.21%1.94%0.94%0.78%0.08%1.64%1.20%12.51%
20220.21%-0.38%-0.34%-0.17%-2.91%-2.16%1.98%1.46%-2.20%1.68%1.02%0.16%-1.77%
20210.96%0.42%0.05%0.32%0.53%0.55%0.40%0.38%0.65%0.53%0.08%0.51%5.49%

Benchmark Metrics

Virtus Seix Senior Loan ETF has an annualized alpha of 4.86%, beta of 0.04, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since April 25, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.53%) than losses (7.03%) - typical of diversified or defensive assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.86%
Beta
0.04
0.03
Upside Capture
16.53%
Downside Capture
7.03%

Expense Ratio

SEIX has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SEIX ranks 94 for risk / return — in the top 94% 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.


SEIX Risk / Return Rank: 9494
Overall Rank
SEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9797
Omega Ratio Rank
SEIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEIX Martin Ratio Rank: 9292
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 Virtus Seix Senior Loan ETF (SEIX) 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.


SEIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+3.43

Omega ratioGain probability vs. loss probability

1.87

1.37

+0.50

Calmar ratioReturn relative to maximum drawdown

5.39

2.78

+2.61

Martin ratioReturn relative to average drawdown

21.55

12.44

+9.11

Dividends

Dividend History

Virtus Seix Senior Loan ETF provided a 7.25% dividend yield over the last twelve months, with an annual payout of $1.68 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.68$1.76$1.94$2.09$1.34$1.04$0.93$0.95

Dividend yield

7.25%7.52%8.09%8.74%5.76%4.16%3.75%3.82%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Seix Senior Loan ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.13$0.12$0.14$0.12$0.14$0.73
2025$0.08$0.15$0.13$0.16$0.14$0.15$0.14$0.15$0.16$0.14$0.16$0.20$1.76
2024$0.10$0.19$0.16$0.20$0.16$0.17$0.15$0.18$0.15$0.12$0.14$0.22$1.94
2023$0.06$0.16$0.14$0.20$0.18$0.16$0.19$0.18$0.19$0.19$0.18$0.28$2.09
2022$0.05$0.08$0.08$0.07$0.09$0.12$0.10$0.08$0.10$0.16$0.14$0.25$1.34
2021$0.16$0.09$0.07$0.02$0.05$0.05$0.05$0.07$0.07$0.07$0.09$0.26$1.04

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 Virtus Seix Senior Loan 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 Virtus Seix Senior Loan ETF was 17.51%, occurring on Mar 24, 2020. Recovery took 146 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.51%Mar 2020
2mo 2d7mo
9mo 2dJan 2020 - Oct 2020
Bear market2022
-6.69%Jul 2022
5mo 16d6mo 29d
1y 10dJan 2022 - Jan 2023
2025 selloff2025
-3.01%Apr 2025
1mo 12d1mo 7d
2mo 19dFeb 2025 - May 2025
2023 pullback2023
-1.89%Mar 2023
14d25d
1mo 9dMar 2023 - Apr 2023
2019 pullback2019
-1.36%Oct 2019
22d1mo 17d
2mo 9dSep 2019 - Nov 2019

Drawdown Indicators


SEIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.51%

-56.78%

+39.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-9.10%

+7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

-18.90%

+15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-6.69%

-25.43%

+18.74%

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

-0.87%

-10.71%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.03%

-1.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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