HIS vs. SELV
HIS (Humilis US Focused Opportunities ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - HIS is a Large Cap Blend Equities fund actively managed by Humilis Investment Strategies, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Their -0.01 correlation means they have often moved in opposite directions in the past. HIS charges 0.54%/yr vs 0.15%/yr for SELV.
Performance
HIS vs. SELV - Performance Comparison
Loading charts...
Returns By Period
HIS
- 1D
- 0.30%
- 1M
- 1.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SELV
- 1D
- 0.92%
- 1M
- 4.41%
- 6M
- 4.00%
- YTD
- 6.00%
- 1Y
- 10.54%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $222.84K | $293.04K | $1.05M | |
| $769.31K | $901.63K | $539.21K |
HIS vs. SELV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HIS Humilis US Focused Opportunities ETF | 0.24% |
SELV SEI Enhanced Low Volatility US Large Cap ETF | 3.22% |
Correlation
The correlation between HIS and SELV is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 19, 2026 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HIS vs. SELV — Risk / Return Rank
HIS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SELV
HIS vs. SELV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Humilis US Focused Opportunities ETF (HIS) 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.
| HIS | SELV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.79 | — |
| Martin ratioReturn relative to average drawdown | — | 4.78 | — |
Loading charts...
Drawdowns
HIS vs. SELV - Drawdown Comparison
The maximum HIS drawdown since its inception was -6.38%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for HIS and SELV.
Loading charts...
Drawdown Indicators
| HIS | SELV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -13.73% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.92% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.94% | — |
Current DrawdownCurrent decline from peak | -4.14% | 0.00% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -2.35% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.22% | — |
Volatility
HIS vs. SELV - Volatility Comparison
Loading charts...
Volatility by Period
| HIS | SELV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 9.68% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 11.95% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.11% | 11.95% | +2.16% |
HIS vs. SELV - Expense Ratio Comparison
HIS has a 0.54% expense ratio, which is higher than SELV's 0.15% expense ratio.
Dividends
HIS vs. SELV - Dividend Comparison
HIS has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HIS Humilis US Focused Opportunities ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.69% | 1.74% | 1.77% | 2.06% | 1.26% |
Frequently Asked Questions
HIS and SELV have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SELV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SELV is cheaper with a 0.15% expense ratio, compared with 0.54% for HIS.
SELV has the higher dividend yield at 1.69%, compared with 0.00% for HIS.
HIS is categorized as Large Cap Blend Equities, while SELV is Low Volatility. They also come from different issuers: Humilis Investment Strategies and SEI. Their fees differ too: 0.54% for HIS and 0.15% for SELV.
Find the right allocation for HIS and SELV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer