DHLX vs. SEIV

Last updated Apr 2, 2026

Compare and contrast key facts about Diamond Hill Large Cap Concentrated ETF (DHLX) and SEI Enhanced US Large Cap Value Factor ETF (SEIV).

DHLX and SEIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHLX is a passively managed fund by Diamond Hill that tracks the performance of the Actively Managed. It was launched on Feb 26, 2021. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022.

Performance

DHLX vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Large Cap Concentrated ETF (DHLX) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

DHLX vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
DHLX Diamond Hill Large Cap Concentrated ETF	-2.84%	1.24%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.08%	7.76%

Returns By Period

In the year-to-date period, DHLX achieves a -2.84% return, which is significantly lower than SEIV's 1.08% return.

DHLX

• 1D: 0.31%
• 1M: -6.17%
• YTD: -2.84%
• 6M: -1.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: 0.42%
• 1M: -1.36%
• YTD: 1.08%
• 6M: 8.03%
• 1Y: 29.70%
• 3Y*: 22.17%
• 5Y*: —
• 10Y*: —

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

DHLX vs. SEIV - Expense Ratio Comparison

DHLX has a 0.55% expense ratio, which is higher than SEIV's 0.15% expense ratio.

DHLX

Diamond Hill Large Cap Concentrated ETF

SEIV

SEI Enhanced US Large Cap Value Factor ETF

Return for Risk

DHLX vs. SEIV — Risk / Return Rank

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

SEIV

SEIV Risk / Return Rank: 83
SEIV Sharpe Ratio Rank: 81
SEIV Sortino Ratio Rank: 83
SEIV Omega Ratio Rank: 85
SEIV Calmar Ratio Rank: 76
SEIV Martin Ratio Rank: 87

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.

DHLX vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Concentrated ETF (DHLX) 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.

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

Sharpe Ratios by Period

	DHLX	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	0.99	-1.27

Correlation

The correlation between DHLX and SEIV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DHLX vs. SEIV - Dividend Comparison

DHLX's dividend yield for the trailing twelve months is around 0.42%, less than SEIV's 1.49% yield.

	TTM	2025	2024	2023	2022
DHLX Diamond Hill Large Cap Concentrated ETF	0.42%	0.15%	0.00%	0.00%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.49%	1.51%	1.66%	2.08%	1.63%

Drawdowns

DHLX vs. SEIV - Drawdown Comparison

The maximum DHLX drawdown since its inception was -8.40%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DHLX and SEIV.

Drawdown Indicators

	DHLX	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-8.40%	-18.18%	+9.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.85%	—
Current Drawdown Current decline from peak	-6.64%	-3.78%	-2.86%
Average Drawdown Average peak-to-trough decline	-1.91%	-3.60%	+1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.59%	—

Volatility

Volatility by Period

	DHLX	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	18.25%	-6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.68%	16.80%	-5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.68%	16.80%	-5.12%