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INRO vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INRO vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock U.S. Industry Rotation ETF (INRO) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INRO achieves a 13.09% return, which is significantly higher than SELV's 2.97% return.


INRO

1D
0.54%
1M
1.23%
6M
11.17%
YTD
13.09%
1Y
24.77%
3Y*
5Y*
10Y*

SELV

1D
-1.61%
1M
0.21%
6M
2.08%
YTD
2.97%
1Y
8.49%
3Y*
10.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRO vs. SELV - Yearly Performance Comparison


2026 (YTD)20252024
INRO
Blackrock U.S. Industry Rotation ETF
13.09%16.67%10.92%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
2.97%12.86%7.19%

Correlation

The correlation between INRO and SELV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2024

0.44

Over the past year, the correlation between INRO and SELV has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

INRO vs. SELV - Sectors Allocation Comparison


Sectors
INRO
SELV

Technology

40.7%
21.4%

Consumer Cyclical

11.2%
4.9%

Financial Services

9.9%
4.8%

Healthcare

8.6%
17.0%

Industrials

8.6%
7.5%

Communication Services

8.1%
15.8%

Consumer Defensive

6.4%
12.3%

Energy

2.6%
4.3%

Basic Materials

1.8%
2.8%

Utilities

1.3%
7.6%

Real Estate

0.4%
0.1%

Technology

INRO
40.7%
SELV
21.4%

Consumer Cyclical

INRO
11.2%
SELV
4.9%

Financial Services

INRO
9.9%
SELV
4.8%

Healthcare

INRO
8.6%
SELV
17.0%

Industrials

INRO
8.6%
SELV
7.5%

Communication Services

INRO
8.1%
SELV
15.8%

Consumer Defensive

INRO
6.4%
SELV
12.3%

Energy

INRO
2.6%
SELV
4.3%

Basic Materials

INRO
1.8%
SELV
2.8%

Utilities

INRO
1.3%
SELV
7.6%

Real Estate

INRO
0.4%
SELV
0.1%

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Return for Risk

INRO vs. SELV — Risk / Return Rank

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

INRO
INRO Risk / Return Rank: 7070
Overall Rank
INRO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
INRO Sortino Ratio Rank: 6767
Sortino Ratio Rank
INRO Omega Ratio Rank: 6868
Omega Ratio Rank
INRO Calmar Ratio Rank: 6666
Calmar Ratio Rank
INRO Martin Ratio Rank: 7979
Martin Ratio Rank

SELV
SELV Risk / Return Rank: 3131
Overall Rank
SELV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 2929
Sortino Ratio Rank
SELV Omega Ratio Rank: 2727
Omega Ratio Rank
SELV Calmar Ratio Rank: 3535
Calmar Ratio Rank
SELV Martin Ratio Rank: 3232
Martin Ratio Rank
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.

INRO vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) 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.


INROSELVDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratioReturn relative to maximum drawdown

2.66

1.44

+1.22

Martin ratioReturn relative to average drawdown

11.80

3.84

+7.97

INRO vs. SELV - Sharpe Ratio Comparison

The current INRO Sharpe Ratio is 1.78, which is higher than the SELV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of INRO 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.


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Drawdowns

INRO vs. SELV - Drawdown Comparison

The maximum INRO drawdown since its inception was -20.02%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for INRO and SELV.


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Drawdown Indicators


INROSELVDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-13.73%

-6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-5.92%

-3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

Current Drawdown

Current decline from peak

-1.14%

-1.95%

+0.81%

Average Drawdown

Average peak-to-trough decline

-2.55%

-2.37%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.22%

-0.12%

Volatility

INRO vs. SELV - Volatility Comparison

Blackrock U.S. Industry Rotation ETF (INRO) has a higher volatility of 4.83% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 4.22%. This indicates that INRO's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INROSELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.22%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

7.43%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

9.39%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

11.92%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

11.92%

+5.28%

INRO vs. SELV - Expense Ratio Comparison

INRO has a 0.42% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

INRO vs. SELV - Dividend Comparison

INRO's dividend yield for the trailing twelve months is around 0.60%, less than SELV's 1.74% yield.


PositionTTM2025202420232022
INRO
Blackrock U.S. Industry Rotation ETF
0.60%0.68%0.50%0.00%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.74%1.74%1.77%2.06%1.26%

Frequently Asked Questions


INRO and SELV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INRO has higher volatility (4.83%) compared to SELV (4.22%). In terms of maximum drawdown, INRO dropped -20.02% vs SELV's -13.73%.

On 1-year performance, INRO leads with 24.77% vs 8.49% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 4.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INRO has performed better with a 24.77% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SELV is cheaper with a 0.15% expense ratio, compared with 0.42% for INRO.

SELV has the higher dividend yield at 1.74%, compared with 0.60% for INRO.

They also come from different issuers: BlackRock and SEI. Their fees differ too: 0.42% for INRO and 0.15% for SELV.

INRO currently has the higher Sharpe Ratio (1.78 vs 0.91), 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.

Portfolio Optimizer

Find the right allocation for INRO and SELV

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