BLCV vs. SEIV

In the year-to-date period, BLCV achieves a 0.13% return, which is significantly higher than SEIV's -4.20% return.

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

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 0.38, which is comparable to the SEIV Sharpe Ratio of 0.49. 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.

BLCV's dividend yield for the trailing twelve months is around 1.67%, less than SEIV's 1.93% yield.

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. For additional features, visit the drawdowns tool.

The current volatility for Blackrock Large Cap Value ETF (BLCV) is 11.10%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 13.76%. 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.