DVAL vs. SEIV

Last updated Apr 1, 2026

Compare and contrast key facts about BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and SEI Enhanced US Large Cap Value Factor ETF (SEIV).

DVAL and SEIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVAL is an actively managed fund by BrandywineGLOBAL. It was launched on Oct 31, 2014. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022.

Performance

DVAL vs. SEIV - Performance Comparison

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

DVAL vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	2.49%	8.74%	12.84%	8.73%	1.78%
SEIV SEI Enhanced US Large Cap Value Factor ETF	0.14%	27.43%	19.73%	21.90%	0.83%

Returns By Period

In the year-to-date period, DVAL achieves a 2.49% return, which is significantly higher than SEIV's 0.14% return.

DVAL

• 1D: 1.57%
• 1M: -3.40%
• YTD: 2.49%
• 6M: 3.51%
• 1Y: 11.25%
• 3Y*: 10.89%
• 5Y*: —
• 10Y*: —

SEIV

• 1D: 2.44%
• 1M: -3.28%
• YTD: 0.14%
• 6M: 7.66%
• 1Y: 30.20%
• 3Y*: 22.09%
• 5Y*: —
• 10Y*: —

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

DVAL vs. SEIV - Expense Ratio Comparison

DVAL has a 0.49% expense ratio, which is higher than SEIV's 0.15% expense ratio.

DVAL

BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF

SEIV

SEI Enhanced US Large Cap Value Factor ETF

Return for Risk

DVAL vs. SEIV — Risk / Return Rank

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

DVAL

DVAL Risk / Return Rank: 40
DVAL Sharpe Ratio Rank: 37
DVAL Sortino Ratio Rank: 38
DVAL Omega Ratio Rank: 38
DVAL Calmar Ratio Rank: 39
DVAL Martin Ratio Rank: 48

SEIV

SEIV Risk / Return Rank: 87
SEIV Sharpe Ratio Rank: 85
SEIV Sortino Ratio Rank: 87
SEIV Omega Ratio Rank: 89
SEIV Calmar Ratio Rank: 84
SEIV Martin Ratio Rank: 91

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.

DVAL vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) 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.

	DVAL	SEIV	Difference
Sharpe ratio Return per unit of total volatility	0.72	1.66	-0.94
Sortino ratio Return per unit of downside risk	1.12	2.33	-1.21
Omega ratio Gain probability vs. loss probability	1.16	1.36	-0.21
Calmar ratio Return relative to maximum drawdown	1.01	2.42	-1.41
Martin ratio Return relative to average drawdown	4.68	12.08	-7.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVAL vs. SEIV - Sharpe Ratio Comparison

The current DVAL Sharpe Ratio is 0.72, which is lower than the SEIV Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DVAL and SEIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DVAL	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	1.66	-0.94
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.98	-0.27

Correlation

The correlation between DVAL and SEIV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DVAL vs. SEIV - Dividend Comparison

DVAL's dividend yield for the trailing twelve months is around 1.95%, more than SEIV's 1.51% yield.

	TTM	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.95%	2.00%	2.82%	1.16%	13.13%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.51%	1.51%	1.66%	2.08%	1.63%

Drawdowns

DVAL vs. SEIV - Drawdown Comparison

The maximum DVAL drawdown since its inception was -18.11%, roughly equal to the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for DVAL and SEIV.

Drawdown Indicators

	DVAL	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-18.18%	+0.07%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-12.82%	+0.61%
Current Drawdown Current decline from peak	-4.50%	-4.68%	+0.18%
Average Drawdown Average peak-to-trough decline	-3.73%	-3.60%	-0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.57%	+0.07%

Volatility

DVAL vs. SEIV - Volatility Comparison

The current volatility for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) is 3.47%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.49%. This indicates that DVAL 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

	DVAL	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	4.49%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	7.77%	9.49%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.68%	18.25%	-2.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	16.82%	-2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	16.82%	-2.41%