DCOR vs. SELV

Last updated Jul 15, 2026

DCOR (Dimensional US Core Equity 1 ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, DCOR returned 22.82% vs 8.49% for SELV. A 0.61 correlation means they provide meaningful diversification when combined. DCOR charges 0.14%/yr vs 0.15%/yr for SELV.

Performance

DCOR vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) 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, DCOR achieves a 12.73% return, which is significantly higher than SELV's 2.97% return.

DCOR

• 1D: 0.25%
• 1M: 1.61%
• 6M: 9.99%
• YTD: 12.73%
• 1Y: 22.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: -1.61%
• 1M: 0.21%
• 6M: 2.08%
• YTD: 2.97%
• 1Y: 8.49%
• 3Y*: 10.83%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	12.73%	15.96%	21.19%	7.96%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.97%	12.86%	14.71%	4.16%

Correlation

The correlation between DCOR and SELV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.61

Over the past year, the correlation between DCOR and SELV has dropped to 0.35 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

DCOR vs. SELV - Sectors Allocation Comparison

Sectors	DCOR	SELV
Technology	31.9%	21.4%
Financial Services	13.8%	4.8%
Industrials	11.6%	7.5%
Consumer Cyclical	10.3%	4.9%
Healthcare	8.8%	17.0%
Communication Services	8.7%	15.8%
Energy	5.0%	4.3%
Consumer Defensive	4.7%	12.3%
Basic Materials	2.7%	2.8%
Utilities	2.2%	7.6%
Real Estate	0.2%	0.1%

Return for Risk

DCOR vs. SELV — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 73
DCOR Sharpe Ratio Rank: 74
DCOR Sortino Ratio Rank: 72
DCOR Omega Ratio Rank: 72
DCOR Calmar Ratio Rank: 69
DCOR Martin Ratio Rank: 80

SELV

SELV Risk / Return Rank: 31
SELV Sharpe Ratio Rank: 30
SELV Sortino Ratio Rank: 29
SELV Omega Ratio Rank: 27
SELV Calmar Ratio Rank: 35
SELV Martin Ratio Rank: 32

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.

DCOR vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) 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.

	DCOR	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.87	0.91	+0.96
Sortino ratio: Return per unit of downside risk	2.59	1.34	+1.25
Omega ratio: Gain probability vs. loss probability	1.34	1.16	+0.18
Calmar ratio: Return relative to maximum drawdown	2.77	1.44	+1.34
Martin ratio: Return relative to average drawdown	12.08	3.84	+8.25

DCOR vs. SELV - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 1.87, which is higher than the SELV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DCOR 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

DCOR vs. SELV - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for DCOR and SELV.

Drawdown Indicators

	DCOR	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-13.73%	-5.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-5.92%	-2.34%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-0.23%	-1.95%	+1.72%
Average Drawdown Average peak-to-trough decline	-2.15%	-2.37%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.22%	-0.33%

Volatility

DCOR vs. SELV - Volatility Comparison

The current volatility for Dimensional US Core Equity 1 ETF (DCOR) is 2.99%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.22%. This indicates that DCOR 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

	DCOR	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	4.22%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	7.43%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	12.27%	9.39%	+2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.09%	11.92%	+3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.09%	11.92%	+3.17%

DCOR vs. SELV - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than SELV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DCOR vs. SELV - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.93%, less than SELV's 1.74% yield.

Position	TTM	2025	2024	2023	2022
DCOR Dimensional US Core Equity 1 ETF	0.93%	0.97%	0.98%	0.40%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.74%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both DCOR and SELV in my portfolio?

DCOR and SELV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCOR or SELV?

SELV has higher volatility (4.22%) compared to DCOR (2.99%). In terms of maximum drawdown, DCOR dropped -19.10% vs SELV's -13.73%.

Which ETF is better, DCOR or SELV?

On 1-year performance, DCOR leads with 22.82% vs 8.49% for SELV. On fees, DCOR is cheaper at 0.14% per year. On volatility, DCOR has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCOR or SELV?

Over the 1-year period, DCOR has performed better with a 22.82% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or SELV?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.15% for SELV.

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

SELV has the higher dividend yield at 1.74%, compared with 0.93% for DCOR.

What is the main difference between DCOR and SELV?

They also come from different issuers: Dimensional and SEI. Their fees differ too: 0.14% for DCOR and 0.15% for SELV.

Which has better risk-adjusted returns?

DCOR currently has the higher Sharpe Ratio (1.87 vs 0.91), 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.