DAK vs. SELV

Last updated Aug 1, 2026

DAK (Dakota Active Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - DAK is a Large Cap Blend Equities fund actively managed by Dakota Wealth, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Over the past year, DAK returned 20.52% vs 14.21% for SELV. Their 0.35 correlation means their historical movements had little consistent relationship. DAK charges 0.43%/yr vs 0.15%/yr for SELV.

Performance

DAK vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dakota Active Equity ETF (DAK) 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, DAK achieves a 10.36% return, which is significantly higher than SELV's 6.90% return.

DAK

• 1D: 0.74%
• 1M: 0.91%
• 6M: 9.09%
• YTD: 10.36%
• 1Y: 20.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.77%

SELV

• 1D: 0.50%
• 1M: 2.81%
• 6M: 4.09%
• YTD: 6.90%
• 1Y: 14.21%
• 3Y*: 12.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.53%

*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)
DAK Dakota Active Equity ETF	$1.23K	$2.63K	$4.01K
SELV SEI Enhanced Low Volatility US Large Cap ETF	$608.47K	$511.20K	$528.68K

DAK vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025
DAK Dakota Active Equity ETF	10.36%	6.75%
SELV SEI Enhanced Low Volatility US Large Cap ETF	6.90%	5.05%

Correlation

The correlation between DAK and SELV is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.34
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.35

Return for Risk

DAK vs. SELV — Risk / Return Rank

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

DAK

DAK Risk / Return Rank: 72
DAK Sharpe Ratio Rank: 73
DAK Sortino Ratio Rank: 72
DAK Omega Ratio Rank: 70
DAK Calmar Ratio Rank: 68
DAK Martin Ratio Rank: 78

SELV

SELV Risk / Return Rank: 60
SELV Sharpe Ratio Rank: 59
SELV Sortino Ratio Rank: 63
SELV Omega Ratio Rank: 57
SELV Calmar Ratio Rank: 67
SELV Martin Ratio Rank: 54

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.

DAK vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dakota Active Equity ETF (DAK) 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.

	DAK	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.40	+0.27
Sortino ratio: Return per unit of downside risk	2.37	2.09	+0.28
Omega ratio: Gain probability vs. loss probability	1.30	1.25	+0.05
Calmar ratio: Return relative to maximum drawdown	2.42	2.33	+0.09
Martin ratio: Return relative to average drawdown	10.16	6.25	+3.92

DAK vs. SELV - Sharpe Ratio Comparison

The current DAK Sharpe Ratio is 1.68, which is comparable to the SELV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of DAK 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

DAK vs. SELV - Drawdown Comparison

The maximum DAK drawdown since its inception was -7.87%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for DAK and SELV.

Drawdown Indicators

	DAK	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-7.87%	-13.73%	+5.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	-5.92%	-1.95%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-0.55%	-0.91%	+0.36%
Average Drawdown Average peak-to-trough decline	-1.18%	-2.35%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	2.21%	-0.34%

Volatility

DAK vs. SELV - Volatility Comparison

The current volatility for Dakota Active Equity ETF (DAK) is 2.91%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.54%. This indicates that DAK 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.

Volatility by Period

	DAK	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	4.54%	-1.63%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	8.02%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	11.39%	9.86%	+1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.39%	11.98%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.39%	11.98%	-0.59%

DAK vs. SELV - Expense Ratio Comparison

DAK has a 0.43% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

DAK vs. SELV - Dividend Comparison

DAK's dividend yield for the trailing twelve months is around 0.75%, less than SELV's 1.67% yield.

Position	TTM	2025	2024	2023	2022
DAK Dakota Active Equity ETF	0.75%	0.42%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.67%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both DAK and SELV in my portfolio?

DAK and SELV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAK or SELV?

SELV has higher volatility (4.54%) compared to DAK (2.91%). In terms of maximum drawdown, DAK dropped -7.87% vs SELV's -13.73%.

Which ETF is better, DAK or SELV?

On 1-year performance, DAK leads with 20.52% vs 14.21% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, DAK has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAK or SELV?

Over the 1-year period, DAK has performed better with a 20.52% return vs 14.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAK or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.43% for DAK.

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

SELV has the higher dividend yield at 1.67%, compared with 0.75% for DAK.

What is the main difference between DAK and SELV?

DAK is categorized as Large Cap Blend Equities, while SELV is Low Volatility. They also come from different issuers: Dakota Wealth and SEI. Their fees differ too: 0.43% for DAK and 0.15% for SELV.

Which has better risk-adjusted returns?

DAK currently has the higher Sharpe Ratio (1.68 vs 1.40), 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.