HDUS vs. SELV

Last updated Jul 14, 2026

HDUS (Hartford Disciplined US Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. HDUS is passively managed, while SELV is actively managed. Over the past 3 years, HDUS returned 19.20%/yr vs 11.44%/yr for SELV. A 0.67 correlation means they provide meaningful diversification when combined. HDUS charges 0.19%/yr vs 0.15%/yr for SELV.

Performance

HDUS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Disciplined US Equity ETF (HDUS) 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, HDUS achieves a 10.72% return, which is significantly higher than SELV's 4.65% return.

HDUS

• 1D: -0.43%
• 1M: 1.49%
• 6M: 8.70%
• YTD: 10.72%
• 1Y: 21.43%
• 3Y*: 19.20%
• 5Y*: —
• 10Y*: —

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)

HDUS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HDUS Hartford Disciplined US Equity ETF	10.72%	17.17%	23.57%	21.17%	-1.39%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	0.82%

Correlation

The correlation between HDUS and SELV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.67

Over the past year, the correlation between HDUS and SELV has dropped to 0.32 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

HDUS vs. SELV - Sectors Allocation Comparison

Sectors	HDUS	SELV
Technology	36.4%	21.4%
Financial Services	11.9%	4.8%
Communication Services	11.3%	15.8%
Consumer Cyclical	10.2%	4.9%
Industrials	7.1%	7.5%
Healthcare	6.4%	17.0%
Consumer Defensive	5.4%	12.3%
Real Estate	4.9%	0.1%
Energy	3.0%	4.3%
Utilities	2.1%	7.6%
Basic Materials	1.4%	2.8%

Return for Risk

HDUS vs. SELV — Risk / Return Rank

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

HDUS

HDUS Risk / Return Rank: 75
HDUS Sharpe Ratio Rank: 76
HDUS Sortino Ratio Rank: 74
HDUS Omega Ratio Rank: 73
HDUS Calmar Ratio Rank: 72
HDUS Martin Ratio Rank: 81

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.

HDUS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Disciplined US Equity ETF (HDUS) 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.

	HDUS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.16	+0.75
Sortino ratio: Return per unit of downside risk	2.64	1.71	+0.93
Omega ratio: Gain probability vs. loss probability	1.34	1.20	+0.14
Calmar ratio: Return relative to maximum drawdown	2.88	1.81	+1.06
Martin ratio: Return relative to average drawdown	12.35	4.84	+7.51

HDUS vs. SELV - Sharpe Ratio Comparison

The current HDUS Sharpe Ratio is 1.92, which is higher than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of HDUS 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

HDUS vs. SELV - Drawdown Comparison

The maximum HDUS drawdown since its inception was -17.94%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for HDUS and SELV.

Drawdown Indicators

	HDUS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-17.94%	-13.73%	-4.21%
Max Drawdown (1Y) Largest decline over 1 year	-7.48%	-5.92%	-1.56%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	-8.94%	-9.00%
Current Drawdown Current decline from peak	-0.93%	-0.34%	-0.59%
Average Drawdown Average peak-to-trough decline	-2.03%	-2.37%	+0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	2.21%	-0.47%

Volatility

HDUS vs. SELV - Volatility Comparison

The current volatility for Hartford Disciplined US Equity ETF (HDUS) is 3.07%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 3.86%. This indicates that HDUS 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

	HDUS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.86%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	7.24%	+1.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.26%	9.26%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	11.90%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.10%	11.90%	+2.20%

HDUS vs. SELV - Expense Ratio Comparison

HDUS has a 0.19% expense ratio, which is higher than SELV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

HDUS vs. SELV - Dividend Comparison

HDUS's dividend yield for the trailing twelve months is around 1.31%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022
HDUS Hartford Disciplined US Equity ETF	1.31%	1.45%	1.58%	1.36%	0.33%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.71%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both HDUS and SELV in my portfolio?

HDUS and SELV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HDUS or SELV?

SELV has higher volatility (3.86%) compared to HDUS (3.07%). In terms of maximum drawdown, HDUS dropped -17.94% vs SELV's -13.73%.

Which ETF is better, HDUS or SELV?

On 3-year performance, HDUS leads with 19.20% vs 11.44% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, HDUS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HDUS or SELV?

Over the 3-year period, HDUS has performed better with a 19.20% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HDUS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.19% for HDUS.

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

SELV has the higher dividend yield at 1.71%, compared with 1.31% for HDUS.

What is the main difference between HDUS and SELV?

They also come from different issuers: Hartford and SEI. Their fees differ too: 0.19% for HDUS and 0.15% for SELV.

Which has better risk-adjusted returns?

HDUS currently has the higher Sharpe Ratio (1.92 vs 1.16), 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.