DFUV vs. SEIV

Last updated Jul 14, 2026

DFUV (Dimensional US Marketwide Value ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, DFUV returned 18.39%/yr vs 24.47%/yr for SEIV. Their correlation of 0.91 suggests significant overlap in exposure. DFUV charges 0.21%/yr vs 0.15%/yr for SEIV.

Performance

DFUV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Marketwide Value ETF (DFUV) 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, DFUV achieves a 18.93% return, which is significantly higher than SEIV's 17.27% return.

DFUV

• 1D: 0.00%
• 1M: 0.58%
• 6M: 14.77%
• YTD: 18.93%
• 1Y: 30.15%
• 3Y*: 18.39%
• 5Y*: —
• 10Y*: —

SEIV

• 1D: -0.39%
• 1M: -0.07%
• 6M: 15.93%
• YTD: 17.27%
• 1Y: 36.04%
• 3Y*: 24.47%
• 5Y*: —
• 10Y*: —

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

DFUV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	18.93%	15.77%	11.79%	13.25%	-1.97%
SEIV SEI Enhanced US Large Cap Value Factor ETF	17.27%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between DFUV and SEIV is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.91

The correlation between DFUV and SEIV has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

DFUV vs. SEIV - Sectors Allocation Comparison

Sectors	DFUV	SEIV
Financial Services	22.1%	14.0%
Technology	16.8%	37.6%
Healthcare	14.7%	9.9%
Industrials	13.5%	3.7%
Energy	10.9%	2.5%
Consumer Cyclical	7.6%	10.1%
Basic Materials	5.6%	1.6%
Communication Services	4.8%	10.5%
Consumer Defensive	3.7%	3.7%
Real Estate	0.3%	0.3%
Utilities	0.1%	6.0%

Return for Risk

DFUV vs. SEIV — Risk / Return Rank

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

DFUV

DFUV Risk / Return Rank: 91
DFUV Sharpe Ratio Rank: 92
DFUV Sortino Ratio Rank: 92
DFUV Omega Ratio Rank: 89
DFUV Calmar Ratio Rank: 93
DFUV Martin Ratio Rank: 92

SEIV

SEIV Risk / Return Rank: 94
SEIV Sharpe Ratio Rank: 95
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.

DFUV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) 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.

	DFUV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.50	2.86	-0.36
Sortino ratio: Return per unit of downside risk	3.52	3.93	-0.41
Omega ratio: Gain probability vs. loss probability	1.44	1.52	-0.08
Calmar ratio: Return relative to maximum drawdown	5.04	5.21	-0.17
Martin ratio: Return relative to average drawdown	18.17	19.31	-1.14

DFUV vs. SEIV - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 2.50, which is comparable to the SEIV Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of DFUV 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

DFUV vs. SEIV - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, roughly equal to the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DFUV and SEIV.

Drawdown Indicators

	DFUV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-18.18%	+0.58%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-6.95%	+0.94%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-17.71%	+0.11%
Current Drawdown Current decline from peak	-0.54%	-1.69%	+1.15%
Average Drawdown Average peak-to-trough decline	-3.58%	-3.45%	-0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	1.87%	-0.21%

Volatility

DFUV vs. SEIV - Volatility Comparison

Dimensional US Marketwide Value ETF (DFUV) has a higher volatility of 3.48% compared to SEI Enhanced US Large Cap Value Factor ETF (SEIV) at 3.16%. This indicates that DFUV's price experiences larger fluctuations and is considered to be riskier than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	3.16%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	8.75%	9.51%	-0.76%
Volatility (1Y) Calculated over the trailing 1-year period	12.12%	12.67%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	16.59%	-0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	16.59%	-0.39%

DFUV vs. SEIV - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is higher than SEIV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFUV vs. SEIV - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.31%, less than SEIV's 1.47% yield.

Position	TTM	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	1.31%	1.55%	1.64%	1.72%	1.34%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.47%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both DFUV and SEIV in my portfolio?

DFUV and SEIV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUV or SEIV?

DFUV has higher volatility (3.48%) compared to SEIV (3.16%). In terms of maximum drawdown, DFUV dropped -17.60% vs SEIV's -18.18%.

Which ETF is better, DFUV or SEIV?

On 3-year performance, SEIV leads with 24.47% vs 18.39% for DFUV. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUV or SEIV?

Over the 3-year period, SEIV has performed better with a 24.47% return vs 18.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUV or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.21% for DFUV.

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

SEIV has the higher dividend yield at 1.47%, compared with 1.31% for DFUV.

What is the main difference between DFUV and SEIV?

They also come from different issuers: Dimensional and SEI. Their fees differ too: 0.21% for DFUV and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (2.86 vs 2.50), 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.