FCUS vs. SELV

Last updated Aug 6, 2026

FCUS (Pinnacle Focused Opportunities ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - FCUS is a Mid Cap Growth Equities fund actively managed by Pinnacle, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Over the past 3 years, FCUS returned 24.04%/yr vs 13.17%/yr for SELV. Their 0.26 correlation means their historical movements had little consistent relationship. FCUS charges 0.79%/yr vs 0.15%/yr for SELV.

Performance

FCUS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) 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, FCUS achieves a 18.26% return, which is significantly higher than SELV's 8.08% return.

FCUS

• 1D: -3.02%
• 1M: -8.75%
• 6M: 2.85%
• YTD: 18.26%
• 1Y: 40.09%
• 3Y*: 24.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.63%

SELV

• 1D: -0.16%
• 1M: 4.58%
• 6M: 4.77%
• YTD: 8.08%
• 1Y: 14.83%
• 3Y*: 13.17%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.78%

*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)
FCUS Pinnacle Focused Opportunities ETF	$956.27K	$910.42K	$1.11M
SELV SEI Enhanced Low Volatility US Large Cap ETF	$562.11K	$491.64K	$527.59K

FCUS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FCUS Pinnacle Focused Opportunities ETF	18.26%	13.69%	30.59%	21.13%	0.87%
SELV SEI Enhanced Low Volatility US Large Cap ETF	8.08%	12.86%	14.71%	6.58%	-0.43%

Correlation

The correlation between FCUS and SELV is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.19
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (All Time) Calculated using the full available price history since Dec 30, 2022	0.26

The correlation between FCUS and SELV shifts across timeframes, from -0.19 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

FCUS vs. SELV - Sectors Allocation Comparison

Sectors	FCUS	SELV
Technology	50.3%	29.3%
Energy	22.8%	2.5%
Industrials	11.7%	7.8%
Basic Materials	10.9%	0.4%
Healthcare	2.6%	18.3%
Consumer Defensive	2.3%	12.2%
Communication Services	2.2%	11.4%
Consumer Cyclical	2.1%	2.4%
Financial Services	-	10.5%
Real Estate	-	0.1%
Utilities	-	5.1%

Return for Risk

FCUS vs. SELV — Risk / Return Rank

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

FCUS

FCUS Risk / Return Rank: 35
FCUS Sharpe Ratio Rank: 34
FCUS Sortino Ratio Rank: 33
FCUS Omega Ratio Rank: 34
FCUS Calmar Ratio Rank: 33
FCUS Martin Ratio Rank: 40

SELV

SELV Risk / Return Rank: 56
SELV Sharpe Ratio Rank: 54
SELV Sortino Ratio Rank: 58
SELV Omega Ratio Rank: 53
SELV Calmar Ratio Rank: 63
SELV Martin Ratio Rank: 51

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.

FCUS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) 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.

	FCUS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	0.96	1.52	-0.55
Sortino ratio: Return per unit of downside risk	1.41	2.25	-0.83
Omega ratio: Gain probability vs. loss probability	1.18	1.27	-0.09
Calmar ratio: Return relative to maximum drawdown	1.29	2.51	-1.23
Martin ratio: Return relative to average drawdown	4.90	6.73	-1.83

FCUS vs. SELV - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 0.96, which is lower than the SELV Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FCUS 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

FCUS vs. SELV - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FCUS and SELV.

Drawdown Indicators

	FCUS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-13.73%	-26.16%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-5.92%	-25.34%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-8.94%	-30.95%
Current Drawdown Current decline from peak	-21.19%	-0.16%	-21.03%
Average Drawdown Average peak-to-trough decline	-7.83%	-2.34%	-5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.20%	2.21%	+5.99%

Volatility

FCUS vs. SELV - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 19.30% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 4.29%. This indicates that FCUS's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.30%	4.29%	+15.01%
Volatility (6M) Calculated over the trailing 6-month period	33.85%	7.94%	+25.91%
Volatility (1Y) Calculated over the trailing 1-year period	41.79%	9.84%	+31.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.17%	11.97%	+20.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.17%	11.97%	+20.20%

FCUS vs. SELV - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

FCUS vs. SELV - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 3.66%, more than SELV's 1.65% yield.

Position	TTM	2025	2024	2023	2022
FCUS Pinnacle Focused Opportunities ETF	3.66%	4.33%	11.19%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.65%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both FCUS and SELV in my portfolio?

FCUS and SELV have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or SELV?

FCUS has higher volatility (19.30%) compared to SELV (4.29%). In terms of maximum drawdown, FCUS dropped -39.89% vs SELV's -13.73%.

Which ETF is better, FCUS or SELV?

On 3-year performance, FCUS leads with 24.04% vs 13.17% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 4.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or SELV?

Over the 3-year period, FCUS has performed better with a 24.04% return vs 13.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.79% for FCUS.

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

FCUS has the higher dividend yield at 3.66%, compared with 1.65% for SELV.

What is the main difference between FCUS and SELV?

FCUS is categorized as Mid Cap Growth Equities, while SELV is Low Volatility. They also come from different issuers: Pinnacle and SEI. Their fees differ too: 0.79% for FCUS and 0.15% for SELV.

Which has better risk-adjusted returns?

SELV currently has the higher Sharpe Ratio (1.52 vs 0.96), 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.