AVLV vs. SEIV

Last updated Aug 4, 2026

AVLV (Avantis U.S. Large Cap Value ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, AVLV returned 21.00%/yr vs 25.70%/yr for SEIV. Their correlation of 0.92 means they have usually moved in the same direction. Both charge a 0.15% expense ratio.

Performance

AVLV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Large Cap Value ETF (AVLV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVLV achieves a 23.60% return, which is significantly higher than SEIV's 20.90% return.

AVLV

• 1D: 1.01%
• 1M: 2.49%
• 6M: 14.26%
• YTD: 23.60%
• 1Y: 37.90%
• 3Y*: 21.00%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.98%

SEIV

• 1D: 1.08%
• 1M: 4.15%
• 6M: 17.50%
• YTD: 20.90%
• 1Y: 42.78%
• 3Y*: 25.70%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVLV Avantis U.S. Large Cap Value ETF	$110.88M	$105.15M	$154.25M
SEIV SEI QiM U.S. Large Cap Value Active ETF	$9.14M	$9.18M	$6.19M

AVLV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVLV Avantis U.S. Large Cap Value ETF	23.60%	15.12%	17.49%	17.43%	-1.67%
SEIV SEI QiM U.S. Large Cap Value Active ETF	20.90%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between AVLV and SEIV is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.92

The correlation between AVLV and SEIV has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

AVLV vs. SEIV - Sectors Allocation Comparison

Sectors	AVLV	SEIV
Financial Services	21.5%	23.0%
Technology	16.9%	17.0%
Industrials	15.3%	1.9%
Consumer Cyclical	14.2%	18.5%
Energy	12.7%	0.9%
Communication Services	6.7%	6.5%
Consumer Defensive	6.2%	3.9%
Healthcare	4.4%	18.1%
Basic Materials	1.8%	6.1%
Utilities	0.4%	2.4%
Real Estate	0.0%	1.2%

Return for Risk

AVLV vs. SEIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVLV

AVLV Risk / Return Rank: 96
AVLV Sharpe Ratio Rank: 96
AVLV Sortino Ratio Rank: 96
AVLV Omega Ratio Rank: 95
AVLV Calmar Ratio Rank: 96
AVLV Martin Ratio Rank: 96

SEIV

SEIV Risk / Return Rank: 96
SEIV Sharpe Ratio Rank: 97
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 96
SEIV Calmar Ratio Rank: 96
SEIV Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVLV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AVLV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	3.09	3.37	-0.28
Sortino ratio: Return per unit of downside risk	4.27	4.57	-0.30
Omega ratio: Gain probability vs. loss probability	1.56	1.61	-0.04
Calmar ratio: Return relative to maximum drawdown	5.96	6.19	-0.23
Martin ratio: Return relative to average drawdown	24.13	22.94	+1.19

AVLV vs. SEIV - Sharpe Ratio Comparison

The current AVLV Sharpe Ratio is 3.09, which is comparable to the SEIV Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of AVLV and SEIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVLV vs. SEIV - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.50%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for AVLV and SEIV.

Drawdown Indicators

	AVLV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-19.50%	-18.18%	-1.32%
Max Drawdown (1Y) Largest decline over 1 year	-6.39%	-6.95%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	-19.50%	-17.71%	-1.79%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.82%	-3.42%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	1.87%	-0.29%

Volatility

AVLV vs. SEIV - Volatility Comparison

The current volatility for Avantis U.S. Large Cap Value ETF (AVLV) is 2.53%, while SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a volatility of 3.44%. This indicates that AVLV experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVLV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	3.44%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	8.88%	9.52%	-0.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.35%	12.76%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.17%	16.54%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	16.54%	+0.63%

AVLV vs. SEIV - Expense Ratio Comparison

Both AVLV and SEIV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

AVLV vs. SEIV - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.05%, less than SEIV's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021
AVLV Avantis U.S. Large Cap Value ETF	1.05%	1.33%	1.58%	1.85%	2.00%	0.29%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.43%	1.51%	1.66%	2.08%	1.63%	0.00%

Frequently Asked Questions

Can I hold both AVLV and SEIV in my portfolio?

AVLV and SEIV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVLV or SEIV?

SEIV has higher volatility (3.44%) compared to AVLV (2.53%). In terms of maximum drawdown, AVLV dropped -19.50% vs SEIV's -18.18%.

Which ETF is better, AVLV or SEIV?

On 3-year performance, SEIV leads with 25.70% vs 21.00% for AVLV. Both ETFs have the same 0.15% expense ratio. On volatility, AVLV has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVLV or SEIV?

Over the 3-year period, SEIV has performed better with a 25.70% return vs 21.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVLV or SEIV?

AVLV and SEIV have the same expense ratio: 0.15% per year.

Which ETF pays a higher dividend yield, AVLV or SEIV?

SEIV has the higher dividend yield at 1.43%, compared with 1.05% for AVLV.

What is the main difference between AVLV and SEIV?

They also come from different issuers: Avantis and SEI.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.37 vs 3.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.