DJD vs. SEIV

Last updated Jun 21, 2026

DJD (Invesco Dow Jones Industrial Average Dividend ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. DJD is passively managed, while SEIV is actively managed. Over the past 3 years, DJD returned 16.39%/yr vs 25.00%/yr for SEIV. A 0.79 correlation means they provide meaningful diversification when combined. DJD charges 0.07%/yr vs 0.15%/yr for SEIV.

Performance

DJD vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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, DJD achieves a 10.48% return, which is significantly lower than SEIV's 15.64% return.

DJD

• 1D: -0.48%
• 1M: 0.71%
• YTD: 10.48%
• 6M: 11.05%
• 1Y: 24.57%
• 3Y*: 16.39%
• 5Y*: 11.20%
• 10Y*: 12.22%

SEIV

• 1D: 0.15%
• 1M: 3.67%
• YTD: 15.64%
• 6M: 15.32%
• 1Y: 40.80%
• 3Y*: 25.00%
• 5Y*: —
• 10Y*: —

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

DJD vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DJD Invesco Dow Jones Industrial Average Dividend ETF	10.48%	15.83%	13.66%	9.41%	-2.65%
SEIV SEI Enhanced US Large Cap Value Factor ETF	15.64%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between DJD and SEIV is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.79

The correlation between DJD and SEIV shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

DJD vs. SEIV - Sectors Allocation Comparison

Sectors	DJD	SEIV
Healthcare	20.1%	9.9%
Financial Services	15.6%	14.0%
Technology	14.4%	37.6%
Communication Services	11.6%	10.5%
Consumer Cyclical	11.3%	10.1%
Consumer Defensive	10.5%	3.7%
Industrials	8.8%	3.7%
Energy	6.1%	2.5%
Basic Materials	1.6%	1.6%
Real Estate	-	0.3%
Utilities	-	6.0%

Return for Risk

DJD vs. SEIV — Risk / Return Rank

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

DJD

DJD Risk / Return Rank: 80
DJD Sharpe Ratio Rank: 80
DJD Sortino Ratio Rank: 86
DJD Omega Ratio Rank: 76
DJD Calmar Ratio Rank: 84
DJD Martin Ratio Rank: 72

SEIV

SEIV Risk / Return Rank: 93
SEIV Sharpe Ratio Rank: 94
SEIV Sortino Ratio Rank: 93
SEIV Omega Ratio Rank: 92
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.

DJD vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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.

	DJD	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.41	3.25	-0.84
Sortino ratio: Return per unit of downside risk	3.63	4.38	-0.75
Omega ratio: Gain probability vs. loss probability	1.42	1.58	-0.16
Calmar ratio: Return relative to maximum drawdown	4.38	5.96	-1.58
Martin ratio: Return relative to average drawdown	12.91	23.22	-10.32

DJD vs. SEIV - Sharpe Ratio Comparison

The current DJD Sharpe Ratio is 2.41, which is comparable to the SEIV Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of DJD 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

DJD vs. SEIV - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DJD and SEIV.

Drawdown Indicators

	DJD	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-34.66%	-18.18%	-16.48%
Max Drawdown (1Y) Largest decline over 1 year	-5.64%	-6.95%	+1.31%
Max Drawdown (3Y) Largest decline over 3 years	-12.28%	-17.71%	+5.43%
Max Drawdown (5Y) Largest decline over 5 years	-19.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	-1.74%	-3.06%	+1.32%
Average Drawdown Average peak-to-trough decline	-3.73%	-3.47%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.78%	+0.13%

Volatility

DJD vs. SEIV - Volatility Comparison

The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 2.98%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.97%. This indicates that DJD experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJD	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	4.97%	-1.99%
Volatility (6M) Calculated over the trailing 6-month period	7.47%	9.65%	-2.18%
Volatility (1Y) Calculated over the trailing 1-year period	10.25%	12.76%	-2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.33%	16.69%	-3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	16.69%	-0.05%

DJD vs. SEIV - Expense Ratio Comparison

DJD has a 0.07% expense ratio, which is lower than SEIV'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

DJD vs. SEIV - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.43%, more than SEIV's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DJD Invesco Dow Jones Industrial Average Dividend ETF	2.43%	2.62%	3.00%	3.49%	3.16%	2.82%	3.47%	2.80%	2.66%	2.75%	2.46%	0.08%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.37%	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 DJD and SEIV in my portfolio?

DJD and SEIV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJD or SEIV?

SEIV has higher volatility (4.97%) compared to DJD (2.98%). In terms of maximum drawdown, DJD dropped -34.66% vs SEIV's -18.18%.

Which ETF is better, DJD or SEIV?

On 3-year performance, SEIV leads with 25.00% vs 16.39% for DJD. On fees, DJD is cheaper at 0.07% per year. On volatility, DJD has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJD or SEIV?

Over the 3-year period, SEIV has performed better with a 25.00% return vs 16.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJD or SEIV?

DJD is cheaper with a 0.07% expense ratio, compared with 0.15% for SEIV.

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

DJD has the higher dividend yield at 2.43%, compared with 1.37% for SEIV.

What is the main difference between DJD and SEIV?

They also come from different issuers: Invesco and SEI. Their fees differ too: 0.07% for DJD and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.25 vs 2.41), 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.