GLRY vs. SEIM

Last updated Aug 2, 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 16.62%/yr vs 26.24%/yr for SEIM. Their correlation of 0.83 means they have usually moved in the same direction. 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

The year-to-date returns for both stocks are quite close, with GLRY having a 15.34% return and SEIM slightly lower at 15.26%.

GLRY

• 1D: 0.63%
• 1M: -0.99%
• 6M: 10.44%
• YTD: 15.34%
• 1Y: 24.79%
• 3Y*: 16.62%
• 5Y*: 8.55%
• 10Y*: —
• ALL TIME*: 10.56%

SEIM

• 1D: 0.47%
• 1M: -2.14%
• 6M: 12.15%
• YTD: 15.26%
• 1Y: 25.77%
• 3Y*: 26.24%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.51%

*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)
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	$644.72K	$797.28K	$987.16K
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	$5.57M	$6.94M	$5.12M

GLRY vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	15.34%	16.50%	16.59%	19.58%	0.08%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	15.26%	20.20%	39.12%	16.25%	-5.62%

Correlation

The correlation between GLRY and SEIM is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.83

The correlation between GLRY and SEIM has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

GLRY vs. SEIM - Sectors Allocation Comparison

Sectors	GLRY	SEIM
Technology	29.8%	29.5%
Industrials	23.7%	3.4%
Consumer Cyclical	13.3%	7.2%
Financial Services	11.5%	8.1%
Healthcare	8.3%	9.5%
Utilities	3.1%	2.4%
Real Estate	2.9%	7.2%
Energy	2.7%	11.8%
Basic Materials	1.8%	8.1%
Consumer Defensive	1.5%	7.9%
Communication Services	1.4%	4.4%

Return for Risk

GLRY vs. SEIM — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 53
GLRY Sharpe Ratio Rank: 49
GLRY Sortino Ratio Rank: 47
GLRY Omega Ratio Rank: 46
GLRY Calmar Ratio Rank: 65
GLRY Martin Ratio Rank: 58

SEIM

SEIM Risk / Return Rank: 60
SEIM Sharpe Ratio Rank: 54
SEIM Sortino Ratio Rank: 53
SEIM Omega Ratio Rank: 51
SEIM Calmar Ratio Rank: 69
SEIM Martin Ratio Rank: 71

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.

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.

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.

	GLRY	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	1.19	1.30	-0.11
Sortino ratio: Return per unit of downside risk	1.71	1.87	-0.15
Omega ratio: Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio: Return relative to maximum drawdown	2.26	2.40	-0.14
Martin ratio: Return relative to average drawdown	6.96	8.72	-1.76

GLRY vs. SEIM - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.19, which is comparable to the SEIM Sharpe Ratio of 1.30. 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.

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	-5.57%	-5.49%	-0.08%
Average Drawdown Average peak-to-trough decline	-15.67%	-3.97%	-11.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.76%	+0.77%

Volatility

GLRY vs. SEIM - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 7.70% compared to SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) at 6.28%. 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	7.70%	6.28%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	17.33%	15.62%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	20.71%	18.59%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.30%	19.18%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.56%	19.18%	+2.38%

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 0.17%, less than SEIM's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.17%	0.34%	0.52%	1.07%	1.04%	4.00%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.55%	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 0.86, 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 (7.70%) compared to SEIM (6.28%). 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 26.24% vs 16.62% for GLRY. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 6.28%. 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 26.24% return vs 16.62%. 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 0.55%, compared with 0.17% 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 (1.30 vs 1.19), 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.