GLRY vs. SEIM

Last updated Jun 3, 2026

GLRY (Inspire Faithward Mid Cap Momentum ESG ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both Momentum funds. Both are actively managed. Over the past 3 years, GLRY returned 20.80%/yr vs 29.67%/yr for SEIM. Their correlation of 0.82 suggests significant overlap in exposure. GLRY charges 0.85%/yr vs 0.15%/yr for SEIM.

Performance

GLRY vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLRY achieves a 16.65% return, which is significantly lower than SEIM's 18.91% return.

GLRY

• 1D: 1.71%
• 1M: 1.63%
• YTD: 16.65%
• 6M: 15.36%
• 1Y: 30.29%
• 3Y*: 20.80%
• 5Y*: 8.85%
• 10Y*: —

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

GLRY vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	16.65%	16.50%	16.59%	19.58%	4.27%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	39.12%	16.25%	-2.39%

Correlation

The correlation between GLRY and SEIM is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.82

The correlation between GLRY and SEIM has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

GLRY vs. SEIM - Sectors Allocation Comparison

Sectors	GLRY	SEIM
Technology	32.3%	29.5%
Industrials	24.6%	6.8%
Consumer Cyclical	11.9%	7.2%
Financial Services	10.2%	8.1%
Healthcare	8.1%	9.5%
Utilities	3.0%	2.4%
Real Estate	2.6%	7.2%
Energy	2.5%	11.8%
Basic Materials	1.8%	4.7%
Communication Services	1.6%	4.4%
Consumer Defensive	1.4%	7.9%

Return for Risk

GLRY vs. SEIM — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 50
GLRY Sharpe Ratio Rank: 48
GLRY Sortino Ratio Rank: 46
GLRY Omega Ratio Rank: 47
GLRY Calmar Ratio Rank: 56
GLRY Martin Ratio Rank: 56

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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.

GLRY vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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.

	GLRY	SEIM	Difference
Sharpe ratio Return per unit of total volatility	1.67	2.28	-0.61
Sortino ratio Return per unit of downside risk	2.28	3.08	-0.80
Omega ratio Gain probability vs. loss probability	1.30	1.40	-0.10
Calmar ratio Return relative to maximum drawdown	2.82	3.68	-0.86
Martin ratio Return relative to average drawdown	9.83	16.18	-6.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLRY vs. SEIM - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.67, which is comparable to the SEIM Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of GLRY and SEIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GLRY	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	2.28	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.19	-0.67

Drawdowns

GLRY vs. SEIM - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, which is greater than SEIM's maximum drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for GLRY and SEIM.

Drawdown Indicators

	GLRY	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-40.60%	-22.17%	-18.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-10.07%	-0.82%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-22.17%	+1.67%
Max Drawdown (5Y) Largest decline over 5 years	-34.63%	—	—
Current Drawdown Current decline from peak	-0.31%	-0.33%	+0.02%
Average Drawdown Average peak-to-trough decline	-16.05%	-3.98%	-12.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.29%	+0.84%

Volatility

GLRY vs. SEIM - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 5.63% compared to SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) at 4.68%. This indicates that GLRY's price experiences larger fluctuations and is considered to be riskier than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLRY	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	4.68%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	15.18%	13.33%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.19%	16.28%	+1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	18.86%	+1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	18.86%	+2.55%

GLRY vs. SEIM - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

GLRY vs. SEIM - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.24%, less than SEIM's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.24%	0.34%	0.52%	1.07%	1.04%	4.00%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%	0.00%

Frequently Asked Questions

Can I hold both GLRY and SEIM in my portfolio?

GLRY and SEIM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLRY or SEIM?

GLRY has higher volatility (5.63%) compared to SEIM (4.68%). In terms of maximum drawdown, GLRY dropped -40.60% vs SEIM's -22.17%.

Which ETF is better, GLRY or SEIM?

On 3-year performance, SEIM leads with 29.67% vs 20.80% for GLRY. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLRY or SEIM?

Over the 3-year period, SEIM has performed better with a 29.67% return vs 20.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLRY or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.85% for GLRY.

Which ETF pays a higher dividend yield, GLRY or SEIM?

SEIM has the higher dividend yield at 0.52%, compared with 0.24% for GLRY.

What is the main difference between GLRY and SEIM?

They also come from different issuers: Inspire and SEI. Their fees differ too: 0.85% for GLRY and 0.15% for SEIM.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.28 vs 1.67), 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.