GVUS vs. SEIV

Last updated Jun 4, 2026

GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. GVUS is passively managed, while SEIV is actively managed. Over the past year, GVUS returned 28.22% vs 44.72% for SEIV. Their correlation of 0.88 suggests significant overlap in exposure. GVUS charges 0.12%/yr vs 0.15%/yr for SEIV.

Performance

GVUS vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVUS achieves a 14.24% return, which is significantly lower than SEIV's 18.28% return.

GVUS

• 1D: 0.03%
• 1M: 4.34%
• YTD: 14.24%
• 6M: 14.89%
• 1Y: 28.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: -0.85%
• 1M: 10.69%
• YTD: 18.28%
• 6M: 21.23%
• 1Y: 44.72%
• 3Y*: 27.80%
• 5Y*: —
• 10Y*: —

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

GVUS vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	14.24%	15.90%	14.08%	5.51%
SEIV SEI Enhanced US Large Cap Value Factor ETF	18.28%	27.43%	19.73%	6.29%

Correlation

The correlation between GVUS and SEIV is 0.88, 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	0.88
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023	0.88

The correlation between GVUS and SEIV has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

GVUS vs. SEIV - Sectors Allocation Comparison

Sectors	GVUS	SEIV
Financial Services	19.2%	23.0%
Technology	15.0%	17.0%
Industrials	13.1%	3.0%
Healthcare	10.8%	18.1%
Communication Services	8.5%	6.5%
Consumer Cyclical	7.3%	18.5%
Consumer Defensive	7.1%	3.9%
Energy	6.9%	0.9%
Utilities	4.3%	2.4%
Real Estate	4.0%	1.2%
Basic Materials	3.8%	5.1%

Return for Risk

GVUS vs. SEIV — Risk / Return Rank

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

GVUS

GVUS Risk / Return Rank: 82
GVUS Sharpe Ratio Rank: 81
GVUS Sortino Ratio Rank: 83
GVUS Omega Ratio Rank: 80
GVUS Calmar Ratio Rank: 82
GVUS Martin Ratio Rank: 85

SEIV

SEIV Risk / Return Rank: 93
SEIV Sharpe Ratio Rank: 93
SEIV Sortino Ratio Rank: 94
SEIV Omega Ratio Rank: 93
SEIV Calmar Ratio Rank: 92
SEIV Martin Ratio Rank: 94

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.

GVUS vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and SEI Enhanced US Large Cap Value Factor 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.

	GVUS	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.61	3.60	-0.99
Sortino ratio: Return per unit of downside risk	3.71	4.91	-1.20
Omega ratio: Gain probability vs. loss probability	1.47	1.64	-0.17
Calmar ratio: Return relative to maximum drawdown	4.24	6.47	-2.22
Martin ratio: Return relative to average drawdown	17.70	26.41	-8.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GVUS vs. SEIV - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 2.61, which is comparable to the SEIV Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of GVUS and SEIV, 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

	GVUS	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	3.60	-0.99
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	1.23	+0.32

Drawdowns

GVUS vs. SEIV - Drawdown Comparison

The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for GVUS and SEIV.

Drawdown Indicators

	GVUS	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-15.82%	-18.18%	+2.36%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-6.95%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	0.00%	-0.85%	+0.85%
Average Drawdown Average peak-to-trough decline	-2.01%	-3.48%	+1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.70%	-0.10%

Volatility

GVUS vs. SEIV - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 3.01%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.10%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVUS	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	4.10%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	9.08%	-0.94%
Volatility (1Y) Calculated over the trailing 1-year period	10.86%	12.49%	-1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	16.68%	-3.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.28%	16.68%	-3.40%

GVUS vs. SEIV - Expense Ratio Comparison

GVUS has a 0.12% expense ratio, which is lower than SEIV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GVUS vs. SEIV - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.58%, more than SEIV's 1.34% yield.

Position	TTM	2025	2024	2023	2022
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.58%	1.77%	2.04%	0.00%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.34%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both GVUS and SEIV in my portfolio?

GVUS and SEIV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GVUS or SEIV?

SEIV has higher volatility (4.10%) compared to GVUS (3.01%). In terms of maximum drawdown, GVUS dropped -15.82% vs SEIV's -18.18%.

Which ETF is better, GVUS or SEIV?

On 1-year performance, SEIV leads with 44.72% vs 28.22% for GVUS. On fees, GVUS is cheaper at 0.12% per year. On volatility, GVUS has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVUS or SEIV?

Over the 1-year period, SEIV has performed better with a 44.72% return vs 28.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GVUS or SEIV?

GVUS is cheaper with a 0.12% expense ratio, compared with 0.15% for SEIV.

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

GVUS has the higher dividend yield at 1.58%, compared with 1.34% for SEIV.

What is the main difference between GVUS and SEIV?

They also come from different issuers: Goldman Sachs and SEI. Their fees differ too: 0.12% for GVUS and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.60 vs 2.61), 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.