AVSU vs. SELV

Last updated Jul 16, 2026

AVSU (Avantis Responsible U.S. Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. AVSU is passively managed, while SELV is actively managed. Over the past 3 years, AVSU returned 20.47%/yr vs 10.83%/yr for SELV. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

AVSU vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible U.S. Equity ETF (AVSU) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVSU achieves a 16.31% return, which is significantly higher than SELV's 2.97% return.

AVSU

• 1D: 0.18%
• 1M: 0.00%
• 6M: 13.75%
• YTD: 16.31%
• 1Y: 29.46%
• 3Y*: 20.47%
• 5Y*: —
• 10Y*: —

SELV

• 1D: 0.00%
• 1M: 0.80%
• 6M: 1.15%
• YTD: 2.97%
• 1Y: 9.55%
• 3Y*: 10.83%
• 5Y*: —
• 10Y*: —

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

AVSU vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVSU Avantis Responsible U.S. Equity ETF	16.31%	16.69%	19.16%	24.50%	-4.32%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.97%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between AVSU and SELV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.70

Over the past year, the correlation between AVSU and SELV has dropped to 0.27 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

AVSU vs. SELV - Sectors Allocation Comparison

Sectors	AVSU	SELV
Technology	34.9%	21.4%
Financial Services	17.9%	4.8%
Consumer Cyclical	12.0%	4.9%
Communication Services	10.9%	15.8%
Healthcare	8.7%	17.0%
Industrials	8.2%	7.5%
Consumer Defensive	5.1%	12.3%
Basic Materials	1.4%	2.8%
Utilities	0.4%	7.6%
Energy	0.3%	4.3%
Real Estate	0.2%	0.1%

Return for Risk

AVSU vs. SELV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVSU

AVSU Risk / Return Rank: 80
AVSU Sharpe Ratio Rank: 83
AVSU Sortino Ratio Rank: 83
AVSU Omega Ratio Rank: 80
AVSU Calmar Ratio Rank: 72
AVSU Martin Ratio Rank: 83

SELV

SELV Risk / Return Rank: 34
SELV Sharpe Ratio Rank: 34
SELV Sortino Ratio Rank: 33
SELV Omega Ratio Rank: 31
SELV Calmar Ratio Rank: 38
SELV Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVSU vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible U.S. Equity ETF (AVSU) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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.

	AVSU	SELV	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.03	+1.08
Sortino ratio: Return per unit of downside risk	2.98	1.51	+1.47
Omega ratio: Gain probability vs. loss probability	1.37	1.18	+0.19
Calmar ratio: Return relative to maximum drawdown	2.94	1.62	+1.32
Martin ratio: Return relative to average drawdown	13.13	4.31	+8.82

AVSU vs. SELV - Sharpe Ratio Comparison

The current AVSU Sharpe Ratio is 2.11, which is higher than the SELV Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of AVSU and SELV, 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

AVSU vs. SELV - Drawdown Comparison

The maximum AVSU drawdown since its inception was -21.67%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for AVSU and SELV.

Drawdown Indicators

	AVSU	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-21.67%	-13.73%	-7.94%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-5.92%	-4.14%
Max Drawdown (3Y) Largest decline over 3 years	-20.16%	-8.94%	-11.22%
Current Drawdown Current decline from peak	-0.21%	-1.95%	+1.74%
Average Drawdown Average peak-to-trough decline	-5.35%	-2.37%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	2.22%	+0.03%

Volatility

AVSU vs. SELV - Volatility Comparison

Avantis Responsible U.S. Equity ETF (AVSU) and SEI Enhanced Low Volatility US Large Cap ETF (SELV) have volatilities of 4.08% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVSU	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	4.21%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	11.33%	7.42%	+3.91%
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	9.38%	+4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.84%	11.92%	+5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.84%	11.92%	+5.92%

AVSU vs. SELV - Expense Ratio Comparison

Both AVSU and SELV 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

AVSU vs. SELV - Dividend Comparison

AVSU's dividend yield for the trailing twelve months is around 0.89%, less than SELV's 1.74% yield.

Position	TTM	2025	2024	2023	2022
AVSU Avantis Responsible U.S. Equity ETF	0.89%	1.03%	1.22%	1.22%	0.99%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.74%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both AVSU and SELV in my portfolio?

AVSU and SELV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVSU or SELV?

SELV has higher volatility (4.21%) compared to AVSU (4.08%). In terms of maximum drawdown, AVSU dropped -21.67% vs SELV's -13.73%.

Which ETF is better, AVSU or SELV?

On 3-year performance, AVSU leads with 20.47% vs 10.83% for SELV. Both ETFs have the same 0.15% expense ratio. On volatility, AVSU has been the lower-risk option at 4.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVSU or SELV?

Over the 3-year period, AVSU has performed better with a 20.47% return vs 10.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVSU or SELV?

AVSU and SELV have the same expense ratio: 0.15% per year.

Which ETF pays a higher dividend yield, AVSU or SELV?

SELV has the higher dividend yield at 1.74%, compared with 0.89% for AVSU.

What is the main difference between AVSU and SELV?

They also come from different issuers: Avantis and SEI.

Which has better risk-adjusted returns?

AVSU currently has the higher Sharpe Ratio (2.11 vs 1.03), 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.