- ISIN
- US7839807747
- Issuer
- SEI
- Inception Date
- Mar 28, 2005
- Category
- Foreign Large Cap Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
WEUSX Performance Chart
SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) is up 14.0% since the beginning of the year. WEUSX is currently trading at $16 per share. Investors who bought $1,000 worth of WEUSX shares 5 years ago would now be looking at an investment worth $1,542.
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Returns By Period
SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) has returned 13.99% so far this year and 27.83% over the past 12 months. Over the last ten years, WEUSX has returned 9.89% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SEI Institutional Investments Trust World Equity Ex-US Fund
- 1D
- 2.33%
- 1M
- 2.20%
- 6M
- 7.77%
- YTD
- 13.99%
- 1Y
- 27.83%
- 3Y*
- 17.45%
- 5Y*
- 9.05%
- 10Y*
- 9.89%
- ALL TIME*
- 3.92%
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%
WEUSX Monthly Returns History
Based on dividend-adjusted daily data since Sep 4, 2007, WEUSX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.
Historically, 56% of months were positive and 44% were negative. The best month was May 2009 with a return of +13.5%, while the worst month was Oct 2008 at -23.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, WEUSX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +21.0%, while the worst single day was Dec 17, 2021 at -17.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.77% | 3.48% | -8.76% | 7.65% | 4.29% | -0.26% | 1.93% | 13.99% | |||||
| 2025 | 4.88% | 1.50% | -0.54% | 2.97% | 4.33% | 3.13% | -0.71% | 3.13% | 3.03% | 0.80% | 1.06% | 2.64% | 29.41% |
| 2024 | -1.11% | 1.90% | 3.30% | -2.29% | 4.36% | -1.20% | 2.85% | 2.92% | 3.15% | -4.54% | -0.31% | -1.61% | 7.19% |
| 2023 | 8.23% | -2.24% | 1.46% | 1.89% | -5.22% | 6.35% | 3.51% | -3.39% | -3.34% | -4.18% | 8.63% | 5.41% | 16.95% |
| 2022 | -3.46% | -2.39% | -0.08% | -6.53% | 1.75% | -9.87% | 3.24% | -4.52% | -9.86% | 5.25% | 11.41% | -0.83% | -16.61% |
| 2021 | -0.33% | 1.93% | 2.09% | 2.94% | 2.86% | -1.15% | -1.10% | 1.67% | -3.52% | 2.39% | -5.84% | 5.74% | 7.36% |
Benchmark Metrics
SEI Institutional Investments Trust World Equity Ex-US Fund has an annualized alpha of -2.37%, beta of 0.79, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 04, 2007.
- This fund participated in 106.51% of S&P 500 Index downside but only 85.19% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.37% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.37%
- Beta
- 0.79
- R²
- 0.60
- Upside Capture
- 85.19%
- Downside Capture
- 106.51%
Expense Ratio
WEUSX has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
WEUSX ranks 69 for risk / return — above 69% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) 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.
| WEUSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.00 | +0.30 |
| Martin ratioReturn relative to average drawdown | 8.60 | 8.49 | +0.11 |
Dividends
Dividend History
SEI Institutional Investments Trust World Equity Ex-US Fund provided a 10.99% dividend yield over the last twelve months, with an annual payout of $1.74 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 | $1.74 | $1.74 | $0.50 | $0.35 | $0.52 | $3.11 | $0.25 | $0.33 | $0.64 | $0.32 | $0.22 | $0.28 |
Dividend yield | 10.99% | 12.53% | 4.12% | 2.99% | 5.00% | 23.87% | 1.68% | 2.48% | 5.75% | 2.27% | 2.00% | 2.62% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust 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 | $1.74 | $1.74 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.11 | $3.11 |
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 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 World Equity Ex-US Fund was 67.47%, occurring on Mar 9, 2009. Recovery took 2235 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-67.47%Mar 2009 | 1y 4mo | 8y 10mo | 10y 2moNov 2007 - Jan 2018 | Financial crisis2007–2009 |
-39.17%Sep 2022 | 9mo 16d | 2y 7mo | 3y 5moDec 2021 - May 2025 | Bear market2022 |
-35.19%Mar 2020 | 2y 1mo | 7mo 21d | 2y 9moJan 2018 - Nov 2020 | COVID crash2020 |
-11.11%Mar 2026 | 1mo 2d | 1mo 7d | 2mo 9dFeb 2026 - May 2026 | — |
-8.65%Nov 2021 | 5mo 18d | 16d | 6mo 4dJun 2021 - Dec 2021 | — |
Drawdown Indicators
| WEUSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.47% | -56.78% | -10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -9.10% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | -18.90% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -39.17% | -25.43% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | -33.92% | -5.25% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -22.87% | -10.70% | -12.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.14% | +0.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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