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BDGS vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDGS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDGS achieves a 5.76% return, which is significantly higher than SELV's 4.65% return.


BDGS

1D
-0.21%
1M
1.03%
6M
5.24%
YTD
5.76%
1Y
11.67%
3Y*
13.83%
5Y*
10Y*

SELV

1D
0.81%
1M
1.85%
6M
3.60%
YTD
4.65%
1Y
10.70%
3Y*
11.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDGS vs. SELV - Yearly Performance Comparison


2026 (YTD)202520242023
BDGS
Bridges Capital Tactical ETF
5.76%10.61%19.07%8.23%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
4.65%12.86%14.71%4.51%

Correlation

The correlation between BDGS and SELV is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.38

Over the past year, the correlation between BDGS and SELV has dropped to 0.10 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

BDGS vs. SELV - Sectors Allocation Comparison


Sectors
BDGS
SELV

Technology

37.4%
21.4%

Communication Services

16.6%
15.8%

Consumer Cyclical

10.9%
4.9%

Financial Services

9.3%
4.8%

Healthcare

7.5%
17.0%

Industrials

6.6%
7.5%

Consumer Defensive

4.1%
12.3%

Energy

2.6%
4.3%

Utilities

1.9%
7.6%

Real Estate

1.5%
0.1%

Basic Materials

1.5%
2.8%

Technology

BDGS
37.4%
SELV
21.4%

Communication Services

BDGS
16.6%
SELV
15.8%

Consumer Cyclical

BDGS
10.9%
SELV
4.9%

Financial Services

BDGS
9.3%
SELV
4.8%

Healthcare

BDGS
7.5%
SELV
17.0%

Industrials

BDGS
6.6%
SELV
7.5%

Consumer Defensive

BDGS
4.1%
SELV
12.3%

Energy

BDGS
2.6%
SELV
4.3%

Utilities

BDGS
1.9%
SELV
7.6%

Real Estate

BDGS
1.5%
SELV
0.1%

Basic Materials

BDGS
1.5%
SELV
2.8%

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Return for Risk

BDGS vs. SELV — Risk / Return Rank

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

BDGS
BDGS Risk / Return Rank: 7676
Overall Rank
BDGS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7878
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7979
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7272
Calmar Ratio Rank
BDGS Martin Ratio Rank: 7878
Martin Ratio Rank

SELV
SELV Risk / Return Rank: 4141
Overall Rank
SELV Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 4141
Sortino Ratio Rank
SELV Omega Ratio Rank: 3838
Omega Ratio Rank
SELV Calmar Ratio Rank: 4545
Calmar Ratio Rank
SELV Martin Ratio Rank: 3939
Martin Ratio Rank
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.

BDGS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) 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.


BDGSSELVDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratioReturn relative to maximum drawdown

2.91

1.81

+1.09

Martin ratioReturn relative to average drawdown

11.86

4.84

+7.02

BDGS vs. SELV - Sharpe Ratio Comparison

The current BDGS Sharpe Ratio is 1.84, which is higher than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BDGS 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.


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Drawdowns

BDGS vs. SELV - Drawdown Comparison

The maximum BDGS drawdown since its inception was -9.12%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BDGS and SELV.


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Drawdown Indicators


BDGSSELVDifference

Max Drawdown

Largest peak-to-trough decline

-9.12%

-13.73%

+4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-5.92%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

-8.94%

-0.18%

Current Drawdown

Current decline from peak

-0.71%

-0.34%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.67%

-2.37%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.21%

-1.22%

Volatility

BDGS vs. SELV - Volatility Comparison

The current volatility for Bridges Capital Tactical ETF (BDGS) is 2.36%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 3.86%. This indicates that BDGS experiences smaller price fluctuations and is considered to be less risky than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDGSSELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

3.86%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

7.24%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.37%

9.26%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

11.90%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.19%

11.90%

-3.71%

BDGS vs. SELV - Expense Ratio Comparison

BDGS has a 0.87% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

BDGS vs. SELV - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.52%, less than SELV's 1.71% yield.


PositionTTM2025202420232022
BDGS
Bridges Capital Tactical ETF
0.52%0.55%1.81%0.84%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.71%1.74%1.77%2.06%1.26%

Frequently Asked Questions


BDGS and SELV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SELV has higher volatility (3.86%) compared to BDGS (2.36%). In terms of maximum drawdown, BDGS dropped -9.12% vs SELV's -13.73%.

On 3-year performance, BDGS leads with 13.83% vs 11.44% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, BDGS has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BDGS has performed better with a 13.83% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SELV is cheaper with a 0.15% expense ratio, compared with 0.87% for BDGS.

SELV has the higher dividend yield at 1.71%, compared with 0.52% for BDGS.

They also come from different issuers: Bridges and SEI. Their fees differ too: 0.87% for BDGS and 0.15% for SELV.

BDGS currently has the higher Sharpe Ratio (1.84 vs 1.16), 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.

Portfolio Optimizer

Find the right allocation for BDGS and SELV

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