GVUS vs. SEIV

Last updated Aug 2, 2026

GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. GVUS is passively managed, while SEIV is actively managed. Over the past year, GVUS returned 32.63% vs 41.26% for SEIV. Their correlation of 0.87 means they have usually moved in the same direction. 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 QiM U.S. Large Cap Value Active ETF (SEIV). 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 GVUS having a 20.44% return and SEIV slightly lower at 19.61%.

GVUS

• 1D: 0.40%
• 1M: 1.97%
• 6M: 15.29%
• YTD: 20.44%
• 1Y: 32.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.48%

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

*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)
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	$3.81M	$1.84M	$668.69K
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

GVUS vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	20.44%	15.90%	14.08%	5.51%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	19.73%	7.13%

Correlation

The correlation between GVUS and SEIV is 0.85, 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.	0.85
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023	0.87

The correlation between GVUS and SEIV has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

GVUS vs. SEIV - Sectors Allocation Comparison

Sectors	GVUS	SEIV
Technology	19.6%	17.0%
Financial Services	19.3%	23.0%
Healthcare	12.6%	18.1%
Industrials	10.3%	1.9%
Consumer Cyclical	10.2%	18.5%
Consumer Defensive	7.3%	3.9%
Energy	6.1%	0.9%
Utilities	3.9%	2.4%
Real Estate	3.8%	1.2%
Basic Materials	3.5%	6.1%
Communication Services	3.2%	6.5%

Return for Risk

GVUS vs. SEIV — Risk / Return Rank

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

GVUS

GVUS Risk / Return Rank: 94
GVUS Sharpe Ratio Rank: 95
GVUS Sortino Ratio Rank: 94
GVUS Omega Ratio Rank: 94
GVUS Calmar Ratio Rank: 94
GVUS Martin Ratio Rank: 95

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

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.

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 QiM U.S. Large Cap Value Active 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.

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.

	GVUS	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.76	3.07	-0.31
Sortino ratio: Return per unit of downside risk	3.88	4.18	-0.30
Omega ratio: Gain probability vs. loss probability	1.50	1.55	-0.05
Calmar ratio: Return relative to maximum drawdown	4.67	5.66	-0.99
Martin ratio: Return relative to average drawdown	19.95	21.01	-1.06

GVUS vs. SEIV - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 2.76, which is comparable to the SEIV Sharpe Ratio of 3.07. 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.

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	-0.18%	-0.83%	+0.65%
Average Drawdown Average peak-to-trough decline	-1.92%	-3.42%	+1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	1.87%	-0.31%

Volatility

GVUS vs. SEIV - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 2.93%, while SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a volatility of 3.31%. 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	2.93%	3.31%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	9.48%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	11.34%	12.82%	-1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	16.54%	-3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.21%	16.54%	-3.33%

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 1.49%, more than SEIV's 1.44% yield.

Position	TTM	2025	2024	2023	2022
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.49%	1.77%	2.04%	0.00%	0.00%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	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 0.85, 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 (3.31%) compared to GVUS (2.93%). 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 41.26% vs 32.63% for GVUS. On fees, GVUS is cheaper at 0.12% per year. On volatility, GVUS has been the lower-risk option at 2.93%. 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 41.26% return vs 32.63%. 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 1.49%, compared with 1.44% 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 (3.07 vs 2.76), 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.