DFUS vs. SELV

Last updated Jul 15, 2026

DFUS (Dimensional U.S. Equity Market 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 3 years, DFUS returned 20.26%/yr vs 10.83%/yr for SELV. A 0.68 correlation means they provide meaningful diversification when combined. DFUS charges 0.09%/yr vs 0.15%/yr for SELV.

Performance

DFUS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) 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, DFUS achieves a 11.37% return, which is significantly higher than SELV's 2.97% return.

DFUS

• 1D: 0.39%
• 1M: 1.62%
• 6M: 9.17%
• YTD: 11.37%
• 1Y: 22.36%
• 3Y*: 20.26%
• 5Y*: 12.93%
• 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)

DFUS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUS Dimensional U.S. Equity Market ETF	11.37%	17.46%	24.34%	26.36%	-4.49%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.97%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between DFUS and SELV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.68

Over the past year, the correlation between DFUS and SELV has dropped to 0.25 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

DFUS vs. SELV - Sectors Allocation Comparison

Sectors	DFUS	SELV
Technology	37.7%	21.4%
Financial Services	11.7%	4.8%
Consumer Cyclical	10.2%	4.9%
Communication Services	10.1%	15.8%
Industrials	9.4%	7.5%
Healthcare	8.6%	17.0%
Consumer Defensive	4.4%	12.3%
Energy	3.5%	4.3%
Utilities	2.2%	7.6%
Basic Materials	2.0%	2.8%
Real Estate	0.1%	0.1%

Return for Risk

DFUS vs. SELV — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 67
DFUS Sharpe Ratio Rank: 67
DFUS Sortino Ratio Rank: 65
DFUS Omega Ratio Rank: 66
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

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.

DFUS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) 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.

	DFUS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.73	0.91	+0.83
Sortino ratio: Return per unit of downside risk	2.39	1.34	+1.05
Omega ratio: Gain probability vs. loss probability	1.31	1.16	+0.15
Calmar ratio: Return relative to maximum drawdown	2.51	1.44	+1.07
Martin ratio: Return relative to average drawdown	10.92	3.84	+7.08

DFUS vs. SELV - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 1.73, which is higher than the SELV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DFUS 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

DFUS vs. SELV - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for DFUS and SELV.

Drawdown Indicators

	DFUS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-13.73%	-10.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-5.92%	-3.04%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-8.94%	-10.50%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	—	—
Current Drawdown Current decline from peak	-0.55%	-1.95%	+1.40%
Average Drawdown Average peak-to-trough decline	-5.73%	-2.37%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.22%	-0.17%

Volatility

DFUS vs. SELV - Volatility Comparison

The current volatility for Dimensional U.S. Equity Market ETF (DFUS) is 3.81%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.22%. This indicates that DFUS 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

	DFUS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	4.22%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	7.43%	+2.81%
Volatility (1Y) Calculated over the trailing 1-year period	12.95%	9.39%	+3.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	11.92%	+5.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	11.92%	+5.27%

DFUS vs. SELV - Expense Ratio Comparison

DFUS has a 0.09% 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

DFUS vs. SELV - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.86%, less than SELV's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.86%	0.88%	1.04%	1.33%	1.48%	0.85%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.74%	1.74%	1.77%	2.06%	1.26%	0.00%

Frequently Asked Questions

Can I hold both DFUS and SELV in my portfolio?

DFUS and SELV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUS or SELV?

SELV has higher volatility (4.22%) compared to DFUS (3.81%). In terms of maximum drawdown, DFUS dropped -24.62% vs SELV's -13.73%.

Which ETF is better, DFUS or SELV?

On 3-year performance, DFUS leads with 20.26% vs 10.83% for SELV. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or SELV?

Over the 3-year period, DFUS has performed better with a 20.26% return vs 10.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or SELV?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.15% for SELV.

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

SELV has the higher dividend yield at 1.74%, compared with 0.86% for DFUS.

What is the main difference between DFUS and SELV?

They also come from different issuers: Dimensional and SEI. Their fees differ too: 0.09% for DFUS and 0.15% for SELV.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (1.73 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.