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DFTT vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFTT vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Tactical 30 ETF (DFTT) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFTT achieves a 17.89% return, which is significantly higher than SELV's 5.03% return.


DFTT

1D
-3.68%
1M
-6.57%
6M
13.63%
YTD
17.89%
1Y
3Y*
5Y*
10Y*

SELV

1D
2.00%
1M
2.54%
6M
3.27%
YTD
5.03%
1Y
11.14%
3Y*
11.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTT vs. SELV - Yearly Performance Comparison


2026 (YTD)2025
DFTT
DF Tactical 30 ETF
17.89%-0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
5.03%1.84%

Correlation

The correlation between DFTT and SELV is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 12, 2025

-0.10

DFTT vs. SELV - Sectors Allocation Comparison


Sectors
DFTT
SELV

Technology

51.0%
21.4%

Communication Services

17.2%
15.8%

Financial Services

16.1%
4.8%

Industrials

11.3%
7.5%

Healthcare

2.2%
17.0%

Utilities

1.9%
7.6%

Basic Materials

-

2.8%

Consumer Cyclical

-

4.9%

Consumer Defensive

-

12.3%

Energy

-

4.3%

Real Estate

-

0.1%

Technology

DFTT
51.0%
SELV
21.4%

Communication Services

DFTT
17.2%
SELV
15.8%

Financial Services

DFTT
16.1%
SELV
4.8%

Industrials

DFTT
11.3%
SELV
7.5%

Healthcare

DFTT
2.2%
SELV
17.0%

Utilities

DFTT
1.9%
SELV
7.6%

Basic Materials

DFTT

-

SELV
2.8%

Consumer Cyclical

DFTT

-

SELV
4.9%

Consumer Defensive

DFTT

-

SELV
12.3%

Energy

DFTT

-

SELV
4.3%

Real Estate

DFTT

-

SELV
0.1%

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Return for Risk

DFTT vs. SELV — Risk / Return Rank

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

DFTT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SELV
SELV Risk / Return Rank: 4141
Overall Rank
SELV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SELV Omega Ratio Rank: 3838
Omega Ratio Rank
SELV Calmar Ratio Rank: 4646
Calmar Ratio Rank
SELV Martin Ratio Rank: 4040
Martin Ratio Rank
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.

DFTT vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Tactical 30 ETF (DFTT) 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.


DFTTSELVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

5.03

DFTT vs. SELV - Sharpe Ratio Comparison


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Drawdowns

DFTT vs. SELV - Drawdown Comparison

The maximum DFTT drawdown since its inception was -10.46%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for DFTT and SELV.


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Drawdown Indicators


DFTTSELVDifference

Max Drawdown

Largest peak-to-trough decline

-10.46%

-13.73%

+3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

Current Drawdown

Current decline from peak

-9.03%

0.00%

-9.03%

Average Drawdown

Average peak-to-trough decline

-2.44%

-2.37%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

DFTT vs. SELV - Volatility Comparison


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Volatility by Period


DFTTSELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

25.69%

9.53%

+16.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

11.95%

+13.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

11.95%

+13.74%

DFTT vs. SELV - Expense Ratio Comparison

DFTT has a 0.70% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

DFTT vs. SELV - Dividend Comparison

DFTT's dividend yield for the trailing twelve months is around 0.14%, less than SELV's 1.70% yield.


PositionTTM2025202420232022
DFTT
DF Tactical 30 ETF
0.14%0.00%0.00%0.00%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.70%1.74%1.77%2.06%1.26%

Frequently Asked Questions


DFTT and SELV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELV is cheaper with a 0.15% expense ratio, compared with 0.70% for DFTT.

SELV has the higher dividend yield at 1.70%, compared with 0.14% for DFTT.

They also come from different issuers: Donoghue Forlines and SEI. Their fees differ too: 0.70% for DFTT and 0.15% for SELV.

Portfolio Optimizer

Find the right allocation for DFTT and SELV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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