DEW vs. SEIV

Last updated Jul 15, 2026

DEW (WisdomTree Global High Dividend Fund) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. DEW is passively managed, while SEIV is actively managed. Over the past 3 years, DEW returned 18.82%/yr vs 24.41%/yr for SEIV. A 0.79 correlation means they provide meaningful diversification when combined. DEW charges 0.58%/yr vs 0.15%/yr for SEIV.

Performance

DEW vs. SEIV - Performance Comparison

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

Returns By Period

In the year-to-date period, DEW achieves a 15.67% return, which is significantly lower than SEIV's 17.10% return.

DEW

• 1D: 0.06%
• 1M: 1.25%
• 6M: 13.68%
• YTD: 15.67%
• 1Y: 24.94%
• 3Y*: 18.82%
• 5Y*: 12.12%
• 10Y*: 9.29%

SEIV

• 1D: -0.15%
• 1M: -0.22%
• 6M: 16.18%
• YTD: 17.10%
• 1Y: 35.43%
• 3Y*: 24.41%
• 5Y*: —
• 10Y*: —

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

DEW vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DEW WisdomTree Global High Dividend Fund	15.67%	22.39%	11.58%	9.39%	-2.16%
SEIV SEI Enhanced US Large Cap Value Factor ETF	17.10%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between DEW and SEIV is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.79

The correlation between DEW and SEIV shifts across timeframes, from 0.60 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

DEW vs. SEIV - Sectors Allocation Comparison

Sectors	DEW	SEIV
Financial Services	19.7%	14.0%
Energy	14.7%	2.5%
Utilities	10.8%	6.0%
Real Estate	10.8%	0.3%
Healthcare	9.5%	9.9%
Consumer Defensive	9.0%	3.7%
Industrials	4.3%	3.7%
Communication Services	4.1%	10.5%
Consumer Cyclical	3.0%	10.1%
Basic Materials	2.8%	1.6%
Technology	2.5%	37.6%

Return for Risk

DEW vs. SEIV — Risk / Return Rank

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

DEW

DEW Risk / Return Rank: 90
DEW Sharpe Ratio Rank: 92
DEW Sortino Ratio Rank: 92
DEW Omega Ratio Rank: 90
DEW Calmar Ratio Rank: 87
DEW Martin Ratio Rank: 89

SEIV

SEIV Risk / Return Rank: 93
SEIV Sharpe Ratio Rank: 94
SEIV Sortino Ratio Rank: 94
SEIV Omega Ratio Rank: 93
SEIV Calmar Ratio Rank: 93
SEIV Martin Ratio Rank: 93

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.

DEW vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global High Dividend Fund (DEW) 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.

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.

	DEW	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.81	-0.24
Sortino ratio: Return per unit of downside risk	3.64	3.87	-0.23
Omega ratio: Gain probability vs. loss probability	1.46	1.51	-0.05
Calmar ratio: Return relative to maximum drawdown	3.95	5.12	-1.17
Martin ratio: Return relative to average drawdown	15.49	18.97	-3.49

DEW vs. SEIV - Sharpe Ratio Comparison

The current DEW Sharpe Ratio is 2.58, which is comparable to the SEIV Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of DEW 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

DEW vs. SEIV - Drawdown Comparison

The maximum DEW drawdown since its inception was -65.55%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DEW and SEIV.

Drawdown Indicators

	DEW	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-65.55%	-18.18%	-47.37%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-6.95%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-11.80%	-17.71%	+5.91%
Max Drawdown (5Y) Largest decline over 5 years	-18.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	—	—
Current Drawdown Current decline from peak	0.00%	-1.84%	+1.84%
Average Drawdown Average peak-to-trough decline	-12.37%	-3.45%	-8.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.87%	-0.25%

Volatility

DEW vs. SEIV - Volatility Comparison

WisdomTree Global High Dividend Fund (DEW) and SEI Enhanced US Large Cap Value Factor ETF (SEIV) have volatilities of 2.69% and 2.62%, 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

	DEW	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	2.62%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	7.40%	9.51%	-2.11%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	12.65%	-2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.95%	16.58%	-3.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.37%	16.58%	-1.21%

DEW vs. SEIV - Expense Ratio Comparison

DEW has a 0.58% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

DEW vs. SEIV - Dividend Comparison

DEW's dividend yield for the trailing twelve months is around 3.21%, more than SEIV's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.21%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.47%	1.51%	1.66%	2.08%	1.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEW and SEIV in my portfolio?

DEW and SEIV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEW or SEIV?

DEW has higher volatility (2.69%) compared to SEIV (2.62%). In terms of maximum drawdown, DEW dropped -65.55% vs SEIV's -18.18%.

Which ETF is better, DEW or SEIV?

On 3-year performance, SEIV leads with 24.41% vs 18.82% for DEW. On fees, SEIV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEW or SEIV?

Over the 3-year period, SEIV has performed better with a 24.41% return vs 18.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEW or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.58% for DEW.

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

DEW has the higher dividend yield at 3.21%, compared with 1.47% for SEIV.

What is the main difference between DEW and SEIV?

They also come from different issuers: WisdomTree and SEI. Their fees differ too: 0.58% for DEW and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (2.81 vs 2.58), 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.