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BLCV vs. SEIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLCV and SEIV is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BLCV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Large Cap Value ETF (BLCV) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLCV:

0.46

SEIV:

0.69

Sortino Ratio

BLCV:

0.58

SEIV:

0.97

Omega Ratio

BLCV:

1.08

SEIV:

1.14

Calmar Ratio

BLCV:

0.39

SEIV:

0.64

Martin Ratio

BLCV:

1.46

SEIV:

2.52

Ulcer Index

BLCV:

3.58%

SEIV:

4.47%

Daily Std Dev

BLCV:

15.66%

SEIV:

18.98%

Max Drawdown

BLCV:

-13.44%

SEIV:

-18.18%

Current Drawdown

BLCV:

-2.75%

SEIV:

-2.77%

Returns By Period

In the year-to-date period, BLCV achieves a 3.78% return, which is significantly higher than SEIV's 2.29% return.


BLCV

YTD

3.78%

1M

3.64%

6M

-1.75%

1Y

6.64%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SEIV

YTD

2.29%

1M

6.78%

6M

-1.67%

1Y

11.67%

3Y*

12.94%

5Y*

N/A

10Y*

N/A

*Annualized

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Blackrock Large Cap Value ETF

BLCV vs. SEIV - Expense Ratio Comparison

BLCV has a 0.55% expense ratio, which is higher than SEIV's 0.15% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLCV vs. SEIV — Risk-Adjusted Performance Rank

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

BLCV
The Risk-Adjusted Performance Rank of BLCV is 4747
Overall Rank
The Sharpe Ratio Rank of BLCV is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BLCV is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BLCV is 4040
Omega Ratio Rank
The Calmar Ratio Rank of BLCV is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BLCV is 5050
Martin Ratio Rank

SEIV
The Risk-Adjusted Performance Rank of SEIV is 6868
Overall Rank
The Sharpe Ratio Rank of SEIV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SEIV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SEIV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SEIV is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLCV vs. SEIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Large Cap Value ETF (BLCV) and SEI Enhanced US Large Cap Value Factor 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.


The current BLCV Sharpe Ratio is 0.46, which is lower than the SEIV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BLCV and SEIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BLCV vs. SEIV - Dividend Comparison

BLCV's dividend yield for the trailing twelve months is around 1.61%, less than SEIV's 1.81% yield.


TTM202420232022
BLCV
Blackrock Large Cap Value ETF
1.61%1.63%1.01%0.00%
SEIV
SEI Enhanced US Large Cap Value Factor ETF
1.81%1.65%2.08%1.63%

Drawdowns

BLCV vs. SEIV - Drawdown Comparison

The maximum BLCV drawdown since its inception was -13.44%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for BLCV and SEIV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLCV vs. SEIV - Volatility Comparison

The current volatility for Blackrock Large Cap Value ETF (BLCV) is 3.65%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.58%. This indicates that BLCV 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.


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