- ISIN
- US7839806913
- Issuer
- SEI
- Inception Date
- Jun 30, 2008
- Category
- Foreign Large Cap Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
SSEAX Performance Chart
SEI Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX) is up 12.1% since the beginning of the year. SSEAX is currently trading at $13 per share. Investors who bought $1,000 worth of SSEAX shares 5 years ago would now be looking at an investment worth $1,503.
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Returns By Period
SEI Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX) has returned 12.06% so far this year and 24.08% over the past 12 months. Over the last ten years, SSEAX has returned 10.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SEI Institutional Investments Trust Screened World Equity Ex-US Fund
- 1D
- 2.33%
- 1M
- 1.93%
- 6M
- 6.80%
- YTD
- 12.06%
- 1Y
- 24.08%
- 3Y*
- 15.83%
- 5Y*
- 8.49%
- 10Y*
- 10.69%
- ALL TIME*
- 5.75%
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%
SSEAX Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2008, SSEAX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.
Historically, 56% of months were positive and 44% were negative. The best month was May 2009 with a return of +12.4%, while the worst month was Oct 2008 at -23.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SSEAX closed higher 51% of trading days. The best single day was Dec 16, 2021 with a return of +17.8%, while the worst single day was Dec 17, 2021 at -15.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.93% | 2.91% | -8.42% | 7.73% | 4.07% | -0.77% | 1.85% | 12.06% | |||||
| 2025 | 4.20% | 1.14% | -0.17% | 2.95% | 4.80% | 3.70% | -0.93% | 3.05% | 2.89% | 0.37% | 0.44% | 2.70% | 27.99% |
| 2024 | -1.22% | 2.46% | 3.05% | -2.87% | 4.43% | -0.97% | 2.05% | 3.15% | 2.97% | -3.79% | -0.68% | -1.53% | 6.85% |
| 2023 | 7.85% | -3.30% | 2.01% | 1.38% | -4.37% | 5.99% | 3.74% | -3.42% | -3.54% | -3.96% | 8.46% | 4.47% | 14.98% |
| 2022 | -3.55% | -2.19% | 0.63% | -6.05% | 1.80% | -9.12% | 4.40% | -4.02% | -9.70% | 4.98% | 11.10% | -1.46% | -14.20% |
| 2021 | -0.38% | 2.54% | 2.32% | 3.37% | 3.19% | -0.89% | -0.49% | 1.46% | -3.57% | 2.35% | -6.19% | 5.83% | 9.32% |
Benchmark Metrics
SEI Institutional Investments Trust Screened World Equity Ex-US Fund has an annualized alpha of -1.59%, beta of 0.78, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since July 01, 2008.
- This fund participated in 103.24% of S&P 500 Index downside but only 84.66% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.59%
- Beta
- 0.78
- R²
- 0.62
- Upside Capture
- 84.66%
- Downside Capture
- 103.24%
Expense Ratio
SSEAX has an expense ratio of 0.78%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SSEAX ranks 56 for risk / return — above 56% of mutual funds 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 Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX) 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.
| SSEAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.00 | +0.06 |
| Martin ratioReturn relative to average drawdown | 7.75 | 8.49 | -0.74 |
Dividends
Dividend History
SEI Institutional Investments Trust Screened World Equity Ex-US Fund provided a 16.87% dividend yield over the last twelve months, with an annual payout of $2.23 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.23 | $2.23 | $0.47 | $0.29 | $0.61 | $2.38 | $0.33 | $0.32 | $0.38 | $0.25 | $0.15 | $0.18 |
Dividend yield | 16.87% | 18.91% | 4.26% | 2.72% | 6.37% | 20.09% | 2.49% | 2.76% | 4.05% | 2.19% | 1.72% | 2.18% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Screened World Equity Ex-US Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.23 | $2.23 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.61 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.38 | $2.38 |
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 Institutional Investments Trust Screened World Equity Ex-US Fund. 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 Institutional Investments Trust Screened World Equity Ex-US Fund was 55.38%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-55.38%Mar 2009 | 8mo 10d | 4y 7mo | 5y 3moJul 2008 - Oct 2013 | Financial crisis2007–2009 |
-34.84%Sep 2022 | 9mo 17d | 2y 5mo | 3y 2moDec 2021 - Mar 2025 | Bear market2022 |
-34.24%Mar 2020 | 2mo 2d | 5mo 6d | 7mo 8dJan 2020 - Aug 2020 | COVID crash2020 |
-22.95%Feb 2016 | 9mo 19d | 1y 3d | 1y 9moApr 2015 - Feb 2017 | — |
-22.75%Dec 2018 | 10mo 29d | 1y 9d | 1y 11moJan 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| SSEAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -56.78% | +1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.69% | -9.10% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -18.90% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -25.43% | -9.41% |
Max Drawdown (10Y)Largest decline over 10 years | -34.84% | -33.92% | -0.92% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -10.70% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.14% | +0.70% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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