- Issuer
- SEI
- Inception Date
- May 16, 2022
- Region
- North America (U.S.)
- Category
- Low Volatility
- 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
- $168M
Highlights
- Avg. Volume (1M)
- 15K
- Avg. Volume Value (1M)
- $511.20K
Share Price Chart
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Performance
SELV Performance Chart
SEI Enhanced Low Volatility US Large Cap ETF (SELV) is up 6.9% since the beginning of the year. SELV is currently trading at $34 per share.
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Returns By Period
SEI Enhanced Low Volatility US Large Cap ETF (SELV) has returned 6.90% so far this year and 14.21% over the past 12 months.
SEI Enhanced Low Volatility US Large Cap ETF
- 1D
- 0.50%
- 1M
- 2.81%
- 6M
- 4.09%
- YTD
- 6.90%
- 1Y
- 14.21%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.53%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SELV Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2022, SELV's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2022 with a return of +9.5%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SELV closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.70% | 2.25% | -4.69% | 1.47% | 0.72% | -0.62% | 5.17% | 6.90% | |||||
| 2025 | 2.47% | 2.75% | -0.26% | -0.63% | 2.45% | 1.04% | -1.81% | 2.86% | 1.43% | -1.84% | 4.09% | -0.18% | 12.86% |
| 2024 | 3.14% | 1.06% | 3.06% | -4.56% | 2.96% | 1.80% | 2.80% | 2.78% | 1.80% | -1.33% | 6.02% | -5.14% | 14.71% |
| 2023 | 1.30% | -2.83% | 3.31% | 0.76% | -2.14% | 4.64% | -0.09% | -1.02% | -3.64% | -0.49% | 5.01% | 2.00% | 6.58% |
| 2022 | 1.69% | -6.61% | 4.70% | -3.51% | -7.77% | 9.47% | 6.21% | -3.41% | -0.61% |
Benchmark Metrics
SEI Enhanced Low Volatility US Large Cap ETF has an annualized alpha of 1.17%, beta of 0.55, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since May 18, 2022.
- This ETF participated in 64.05% of S&P 500 Index downside but only 55.56% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.17%
- Beta
- 0.55
- R²
- 0.58
- Upside Capture
- 55.56%
- Downside Capture
- 64.05%
Expense Ratio
SELV has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SELV ranks 59 for risk / return — above 59% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) 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.
| SELV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.00 | +0.33 |
| Martin ratioReturn relative to average drawdown | 6.25 | 8.49 | -2.24 |
Dividends
Dividend History
SEI Enhanced Low Volatility US Large Cap ETF provided a 1.67% dividend yield over the last twelve months, with an annual payout of $0.57 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.57 | $0.56 | $0.51 | $0.53 | $0.31 |
Dividend yield | 1.67% | 1.74% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.31 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.14 | $0.56 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.15 | $0.51 |
| 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 0.91%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-13.73%Oct 2022 | 1mo 26d | 1mo 19d | 3mo 15dAug 2022 - Nov 2022 | Bear market2022 |
-10.57%Jun 2022 | 16d | 2mo 1d | 2mo 17dMay 2022 - Aug 2022 | Bear market2022 |
-8.94%Apr 2025 | 4mo 7d | 24d | 5mo 1dDec 2024 - May 2025 | 2025 selloff2025 |
-7.87%Oct 2023 | 3mo 3d | 1mo 17d | 4mo 20dJul 2023 - Dec 2023 | — |
-7.32%Mar 2023 | 3mo 11d | 3mo 4d | 6mo 15dDec 2022 - Jun 2023 | — |
Drawdown Indicators
| SELV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -56.78% | +43.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -9.10% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -18.90% | +9.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.91% | -1.58% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -10.70% | +8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.14% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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