CGDV vs. SEIV

Last updated Aug 4, 2026

CGDV (Capital Group Dividend 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, CGDV returned 23.86%/yr vs 25.70%/yr for SEIV. Their correlation of 0.88 means they have usually moved in the same direction. CGDV charges 0.33%/yr vs 0.15%/yr for SEIV.

Performance

CGDV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) 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, CGDV achieves a 15.82% return, which is significantly lower than SEIV's 20.90% return.

CGDV

• 1D: 1.45%
• 1M: 2.68%
• 6M: 12.47%
• YTD: 15.82%
• 1Y: 26.98%
• 3Y*: 23.86%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.91%

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)
CGDV Capital Group Dividend Value ETF	$196.47M	$192.49M	$185.79M
SEIV SEI QiM U.S. Large Cap Value Active ETF	$9.14M	$9.18M	$6.19M

CGDV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	15.82%	25.50%	20.10%	28.81%	-2.06%
SEIV SEI QiM U.S. Large Cap Value Active ETF	20.90%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between CGDV and SEIV is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.88

The correlation between CGDV and SEIV shifts across timeframes, from 0.76 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

CGDV vs. SEIV - Sectors Allocation Comparison

Sectors	CGDV	SEIV
Technology	34.5%	17.0%
Industrials	13.6%	1.9%
Consumer Cyclical	12.6%	18.5%
Communication Services	9.8%	6.5%
Healthcare	8.2%	18.1%
Financial Services	6.7%	23.0%
Consumer Defensive	5.8%	3.9%
Energy	3.9%	0.9%
Basic Materials	2.8%	6.1%
Utilities	1.0%	2.4%
Real Estate	1.0%	1.2%

Return for Risk

CGDV vs. SEIV — Risk / Return Rank

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

CGDV

CGDV Risk / Return Rank: 85
CGDV Sharpe Ratio Rank: 88
CGDV Sortino Ratio Rank: 87
CGDV Omega Ratio Rank: 88
CGDV Calmar Ratio Rank: 77
CGDV Martin Ratio Rank: 87

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.

CGDV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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.

	CGDV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.16	3.37	-1.21
Sortino ratio: Return per unit of downside risk	2.99	4.57	-1.58
Omega ratio: Gain probability vs. loss probability	1.40	1.61	-0.21
Calmar ratio: Return relative to maximum drawdown	2.78	6.19	-3.41
Martin ratio: Return relative to average drawdown	12.97	22.94	-9.97

CGDV vs. SEIV - Sharpe Ratio Comparison

The current CGDV Sharpe Ratio is 2.16, which is lower than the SEIV Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of CGDV 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

CGDV vs. SEIV - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for CGDV and SEIV.

Drawdown Indicators

	CGDV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-21.82%	-18.18%	-3.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.75%	-6.95%	-2.80%
Max Drawdown (3Y) Largest decline over 3 years	-14.28%	-17.71%	+3.43%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.52%	-3.42%	-0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.87%	+0.21%

Volatility

CGDV vs. SEIV - Volatility Comparison

Capital Group Dividend Value ETF (CGDV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV) have volatilities of 3.54% and 3.44%, 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

	CGDV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	3.44%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	10.15%	9.52%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	12.76%	-0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.49%	16.54%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.49%	16.54%	-1.05%

CGDV vs. SEIV - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

CGDV vs. SEIV - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.17%, less than SEIV's 1.43% yield.

Position	TTM	2025	2024	2023	2022
CGDV Capital Group Dividend Value ETF	1.17%	1.29%	1.60%	1.65%	1.36%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.43%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both CGDV and SEIV in my portfolio?

CGDV and SEIV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGDV or SEIV?

CGDV has higher volatility (3.54%) compared to SEIV (3.44%). In terms of maximum drawdown, CGDV dropped -21.82% vs SEIV's -18.18%.

Which ETF is better, CGDV or SEIV?

On 3-year performance, SEIV leads with 25.70% vs 23.86% for CGDV. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGDV or SEIV?

Over the 3-year period, SEIV has performed better with a 25.70% return vs 23.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGDV or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.33% for CGDV.

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

SEIV has the higher dividend yield at 1.43%, compared with 1.17% for CGDV.

What is the main difference between CGDV and SEIV?

They also come from different issuers: Capital Group and SEI. Their fees differ too: 0.33% for CGDV and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.37 vs 2.16), 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.