FTCS vs. SELV

Last updated Jul 14, 2026

FTCS (First Trust Capital Strength ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. FTCS is passively managed, while SELV is actively managed. Over the past 3 years, FTCS returned 10.17%/yr vs 11.44%/yr for SELV. Their correlation of 0.90 suggests significant overlap in exposure. FTCS charges 0.53%/yr vs 0.15%/yr for SELV.

Performance

FTCS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) 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, FTCS achieves a 5.41% return, which is significantly higher than SELV's 4.65% return.

FTCS

• 1D: 0.34%
• 1M: 2.84%
• 6M: 2.28%
• YTD: 5.41%
• 1Y: 7.84%
• 3Y*: 10.17%
• 5Y*: 6.07%
• 10Y*: 10.37%

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)

FTCS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FTCS First Trust Capital Strength ETF	5.41%	6.46%	11.19%	8.48%	2.31%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between FTCS and SELV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.90

The correlation between FTCS and SELV has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

FTCS vs. SELV - Sectors Allocation Comparison

Sectors	FTCS	SELV
Financial Services	20.0%	4.8%
Industrials	19.6%	7.5%
Healthcare	18.5%	17.0%
Consumer Defensive	14.2%	12.3%
Technology	13.6%	21.4%
Consumer Cyclical	7.7%	4.9%
Communication Services	2.3%	15.8%
Energy	2.1%	4.3%
Basic Materials	2.1%	2.8%
Real Estate	-	0.1%
Utilities	-	7.6%

Return for Risk

FTCS vs. SELV — Risk / Return Rank

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

FTCS

FTCS Risk / Return Rank: 25
FTCS Sharpe Ratio Rank: 27
FTCS Sortino Ratio Rank: 27
FTCS Omega Ratio Rank: 24
FTCS Calmar Ratio Rank: 26
FTCS Martin Ratio Rank: 23

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.

FTCS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) 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.

	FTCS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.16	-0.39
Sortino ratio: Return per unit of downside risk	1.22	1.71	-0.49
Omega ratio: Gain probability vs. loss probability	1.14	1.20	-0.07
Calmar ratio: Return relative to maximum drawdown	1.02	1.81	-0.80
Martin ratio: Return relative to average drawdown	2.27	4.84	-2.57

FTCS vs. SELV - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.77, which is lower than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FTCS 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

FTCS vs. SELV - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FTCS and SELV.

Drawdown Indicators

	FTCS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-13.73%	-39.91%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-5.92%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-8.94%	-3.68%
Max Drawdown (5Y) Largest decline over 5 years	-20.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.93%	—	—
Current Drawdown Current decline from peak	-1.93%	-0.34%	-1.59%
Average Drawdown Average peak-to-trough decline	-6.91%	-2.37%	-4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	2.21%	+1.24%

Volatility

FTCS vs. SELV - Volatility Comparison

The current volatility for First Trust Capital Strength ETF (FTCS) is 3.60%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 3.86%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	3.86%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	7.51%	7.24%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	9.26%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.18%	11.90%	+1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.52%	11.90%	+3.62%

FTCS vs. SELV - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

FTCS vs. SELV - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.10%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTCS First Trust Capital Strength ETF	1.10%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTCS and SELV in my portfolio?

FTCS and SELV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTCS or SELV?

SELV has higher volatility (3.86%) compared to FTCS (3.60%). In terms of maximum drawdown, FTCS dropped -53.64% vs SELV's -13.73%.

Which ETF is better, FTCS or SELV?

On 3-year performance, SELV leads with 11.44% vs 10.17% for FTCS. On fees, SELV is cheaper at 0.15% per year. On volatility, FTCS has been the lower-risk option at 3.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCS or SELV?

Over the 3-year period, SELV has performed better with a 11.44% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTCS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.53% for FTCS.

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

SELV has the higher dividend yield at 1.71%, compared with 1.10% for FTCS.

What is the main difference between FTCS and SELV?

They also come from different issuers: First Trust and SEI. Their fees differ too: 0.53% for FTCS and 0.15% for SELV.

Which has better risk-adjusted returns?

SELV currently has the higher Sharpe Ratio (1.16 vs 0.77), 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.