ESLV vs. SEIV

Last updated Aug 2, 2026

ESLV (Eventide Large Cap Value ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. Both are actively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. ESLV charges 0.39%/yr vs 0.15%/yr for SEIV.

Performance

ESLV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Large Cap Value ETF (ESLV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESLV achieves a 13.53% return, which is significantly lower than SEIV's 19.61% return.

ESLV

• 1D: -0.18%
• 1M: -0.42%
• 6M: 8.39%
• YTD: 13.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESLV Eventide Large Cap Value ETF	$99.80K	$95.38K	$90.98K
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

ESLV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
ESLV Eventide Large Cap Value ETF	13.53%	1.96%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	7.76%

Correlation

The correlation between ESLV and SEIV is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.68

Return for Risk

ESLV vs. SEIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESLV

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

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESLV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Value ETF (ESLV) and SEI QiM U.S. Large Cap Value Active 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.

	ESLV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	—	3.07	—
Sortino ratio: Return per unit of downside risk	—	4.18	—
Omega ratio: Gain probability vs. loss probability	—	1.55	—
Calmar ratio: Return relative to maximum drawdown	—	5.66	—
Martin ratio: Return relative to average drawdown	—	21.01	—

Drawdowns

ESLV vs. SEIV - Drawdown Comparison

The maximum ESLV drawdown since its inception was -5.65%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for ESLV and SEIV.

Drawdown Indicators

	ESLV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-5.65%	-18.18%	+12.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.95%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	-1.30%	-0.83%	-0.47%
Average Drawdown Average peak-to-trough decline	-1.17%	-3.42%	+2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	ESLV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.74%	12.82%	-3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.74%	16.54%	-6.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.74%	16.54%	-6.80%

ESLV vs. SEIV - Expense Ratio Comparison

ESLV has a 0.39% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

ESLV vs. SEIV - Dividend Comparison

ESLV's dividend yield for the trailing twelve months is around 0.91%, less than SEIV's 1.44% yield.

Position	TTM	2025	2024	2023	2022
ESLV Eventide Large Cap Value ETF	0.91%	0.32%	0.00%	0.00%	0.00%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both ESLV and SEIV in my portfolio?

ESLV and SEIV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESLV or SEIV?

On fees, SEIV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESLV or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.39% for ESLV.

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

SEIV has the higher dividend yield at 1.44%, compared with 0.91% for ESLV.

What is the main difference between ESLV and SEIV?

They also come from different issuers: Eventide and SEI. Their fees differ too: 0.39% for ESLV and 0.15% for SEIV.