ESGU vs. SELV

Last updated Jul 14, 2026

ESGU (iShares ESG Aware MSCI USA ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. ESGU is passively managed, while SELV is actively managed. Over the past 3 years, ESGU returned 19.89%/yr vs 11.44%/yr for SELV. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

ESGU vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA ETF (ESGU) 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, ESGU achieves a 10.95% return, which is significantly higher than SELV's 4.65% return.

ESGU

• 1D: -0.69%
• 1M: 1.69%
• 6M: 9.02%
• YTD: 10.95%
• 1Y: 22.19%
• 3Y*: 19.89%
• 5Y*: 11.88%
• 10Y*: —

SELV

• 1D: 0.81%
• 1M: 1.85%
• 6M: 3.60%
• YTD: 4.65%
• 1Y: 10.70%
• 3Y*: 11.44%
• 5Y*: —
• 10Y*: —

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

ESGU vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESGU iShares ESG Aware MSCI USA ETF	10.95%	16.90%	24.31%	25.79%	-5.74%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between ESGU and SELV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
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	0.69

Over the past year, the correlation between ESGU and SELV has dropped to 0.26 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

ESGU vs. SELV - Sectors Allocation Comparison

Sectors	ESGU	SELV
Technology	39.4%	21.4%
Financial Services	11.1%	4.8%
Communication Services	9.9%	15.8%
Consumer Cyclical	9.3%	4.9%
Healthcare	8.9%	17.0%
Industrials	8.0%	7.5%
Consumer Defensive	4.2%	12.3%
Energy	3.4%	4.3%
Real Estate	2.1%	0.1%
Basic Materials	1.9%	2.8%
Utilities	1.8%	7.6%

Return for Risk

ESGU vs. SELV — Risk / Return Rank

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

ESGU

ESGU Risk / Return Rank: 66
ESGU Sharpe Ratio Rank: 67
ESGU Sortino Ratio Rank: 65
ESGU Omega Ratio Rank: 66
ESGU Calmar Ratio Rank: 60
ESGU Martin Ratio Rank: 71

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 41
SELV Sortino Ratio Rank: 41
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 45
SELV Martin Ratio Rank: 39

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.

ESGU vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) 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.

	ESGU	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.16	+0.58
Sortino ratio: Return per unit of downside risk	2.38	1.71	+0.67
Omega ratio: Gain probability vs. loss probability	1.31	1.20	+0.11
Calmar ratio: Return relative to maximum drawdown	2.41	1.81	+0.60
Martin ratio: Return relative to average drawdown	10.32	4.84	+5.48

ESGU vs. SELV - Sharpe Ratio Comparison

The current ESGU Sharpe Ratio is 1.74, which is higher than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ESGU 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

ESGU vs. SELV - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for ESGU and SELV.

Drawdown Indicators

	ESGU	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-33.87%	-13.73%	-20.14%
Max Drawdown (1Y) Largest decline over 1 year	-9.26%	-5.92%	-3.34%
Max Drawdown (3Y) Largest decline over 3 years	-19.32%	-8.94%	-10.38%
Max Drawdown (5Y) Largest decline over 5 years	-26.15%	—	—
Current Drawdown Current decline from peak	-0.89%	-0.34%	-0.55%
Average Drawdown Average peak-to-trough decline	-4.86%	-2.37%	-2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.21%	-0.06%

Volatility

ESGU vs. SELV - Volatility Comparison

iShares ESG Aware MSCI USA ETF (ESGU) and SEI Enhanced Low Volatility US Large Cap ETF (SELV) have volatilities of 4.05% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGU	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	3.86%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	7.24%	+2.97%
Volatility (1Y) Calculated over the trailing 1-year period	12.84%	9.26%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	11.90%	+5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.57%	11.90%	+6.67%

ESGU vs. SELV - Expense Ratio Comparison

Both ESGU and SELV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

ESGU vs. SELV - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 0.93%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGU iShares ESG Aware MSCI USA ETF	0.93%	0.99%	1.18%	1.43%	1.58%	1.06%	1.27%	1.32%	1.73%	1.82%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.71%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGU and SELV in my portfolio?

ESGU and SELV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGU or SELV?

ESGU has higher volatility (4.05%) compared to SELV (3.86%). In terms of maximum drawdown, ESGU dropped -33.87% vs SELV's -13.73%.

Which ETF is better, ESGU or SELV?

On 3-year performance, ESGU leads with 19.89% vs 11.44% for SELV. Both ETFs have the same 0.15% expense ratio. On volatility, SELV has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGU or SELV?

Over the 3-year period, ESGU has performed better with a 19.89% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGU or SELV?

ESGU and SELV have the same expense ratio: 0.15% per year.

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

SELV has the higher dividend yield at 1.71%, compared with 0.93% for ESGU.

What is the main difference between ESGU and SELV?

They also come from different issuers: iShares and SEI.

Which has better risk-adjusted returns?

ESGU currently has the higher Sharpe Ratio (1.74 vs 1.16), 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.