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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 compared to other funds.


Expense ratio chart for SELV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Popular comparisons:
SELV vs. BDGS
Popular comparisons:
SELV vs. BDGS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEI Enhanced Low Volatility US Large Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.76%
9.31%
SELV (SEI Enhanced Low Volatility US Large Cap ETF)
Benchmark (^GSPC)

Returns By Period

SEI Enhanced Low Volatility US Large Cap ETF had a return of 4.44% year-to-date (YTD) and 16.20% in the last 12 months.


SELV

YTD

4.44%

1M

3.44%

6M

6.76%

1Y

16.20%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*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%4.44%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SELV is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SELV is 7171
Overall Rank
The Sharpe Ratio Rank of SELV is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SELV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SELV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SELV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SELV is 6262
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.


Sharpe ratio
The chart of Sharpe ratio for SELV, currently valued at 1.82, compared to the broader market0.002.004.001.821.74
The chart of Sortino ratio for SELV, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.0012.002.512.35
The chart of Omega ratio for SELV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.32
The chart of Calmar ratio for SELV, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.322.61
The chart of Martin ratio for SELV, currently valued at 7.12, compared to the broader market0.0020.0040.0060.0080.00100.007.1210.66
SELV
^GSPC

The current SEI Enhanced Low Volatility US Large Cap ETF Sharpe ratio is 1.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SEI Enhanced Low Volatility US Large Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.82
1.74
SELV (SEI Enhanced Low Volatility US Large Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SEI Enhanced Low Volatility US Large Cap ETF provided a 1.69% dividend yield over the last twelve months, with an annual payout of $0.52 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$0.52$0.52$0.53$0.31

Dividend yield

1.69%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
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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.93%
0
SELV (SEI Enhanced Low Volatility US Large Cap ETF)
Benchmark (^GSPC)

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 0.93%.


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
-7.87%Jul 26, 202367Oct 27, 202332Dec 13, 202399
-7.32%Dec 2, 202268Mar 13, 202366Jun 15, 2023134
-6.74%Dec 2, 202427Jan 10, 2025

Volatility

Volatility Chart

The current SEI Enhanced Low Volatility US Large Cap ETF volatility is 1.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.98%
3.07%
SELV (SEI Enhanced Low Volatility US Large Cap ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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