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SEI Enhanced Low Volatility US Large Cap ETF (SELV...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

SEI

Inception Date

May 16, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

SEI Enhanced Low Volatility US Large Cap ETF (SELV) returned 6.89% year-to-date (YTD) and 17.79% over the past 12 months.


SELV

YTD

6.89%

1M

2.45%

6M

1.40%

1Y

17.79%

3Y*

8.49%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of SELV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.47%2.75%-0.26%-0.63%2.45%6.89%
20243.14%1.06%3.06%-4.55%2.96%1.80%2.80%2.78%1.80%-1.33%6.02%-5.14%14.70%
20231.29%-2.83%3.31%0.76%-2.14%4.64%-0.09%-1.02%-3.64%-0.49%5.01%2.00%6.57%
20223.73%-6.60%4.70%-3.51%-7.77%9.47%6.22%-3.41%1.38%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, SELV is among the top 12% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SELV is 8888
Overall Rank
The Sharpe Ratio Rank of SELV is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SELV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SELV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SELV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SELV is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI Enhanced Low Volatility US Large Cap ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.40
  • All Time: 0.77

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SEI Enhanced Low Volatility US Large Cap ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SEI Enhanced Low Volatility US Large Cap ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $0.57 per share.


1.20%1.40%1.60%1.80%2.00%$0.00$0.10$0.20$0.30$0.40$0.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.57$0.52$0.53$0.31

Dividend yield

1.83%1.77%2.06%1.26%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Enhanced Low Volatility US Large Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.15$0.00$0.15
2024$0.00$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.15$0.52
2023$0.00$0.00$0.00$0.15$0.00$0.00$0.20$0.00$0.00$0.14$0.00$0.05$0.53
2022$0.06$0.00$0.00$0.12$0.00$0.13$0.31

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 Low Volatility US Large 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 Enhanced Low Volatility US Large Cap ETF was 13.73%, occurring on Oct 12, 2022. Recovery took 34 trading sessions.

The current SEI Enhanced Low Volatility US Large Cap ETF drawdown is 0.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.73%Aug 17, 202240Oct 12, 202234Nov 30, 202274
-10.57%May 31, 202213Jun 16, 202241Aug 16, 202254
-8.94%Dec 2, 202487Apr 8, 202517May 2, 2025104
-7.87%Jul 26, 202367Oct 27, 202332Dec 13, 202399
-7.32%Dec 2, 202268Mar 13, 202366Jun 15, 2023134
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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