IUSV vs. SEIV
Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and SEI Enhanced US Large Cap Value Factor ETF (SEIV).
IUSV and SEIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022.
Performance
IUSV vs. SEIV - Performance Comparison
Loading graphics...
IUSV vs. SEIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 0.10% | 12.85% | 12.18% | 21.73% | 2.62% |
SEIV SEI Enhanced US Large Cap Value Factor ETF | 0.14% | 27.43% | 19.73% | 21.90% | -3.71% |
Returns By Period
In the year-to-date period, IUSV achieves a 0.10% return, which is significantly lower than SEIV's 0.14% return.
IUSV
- 1D
- 1.77%
- 1M
- -4.59%
- YTD
- 0.10%
- 6M
- 3.24%
- 1Y
- 12.87%
- 3Y*
- 13.69%
- 5Y*
- 10.25%
- 10Y*
- 11.59%
SEIV
- 1D
- 2.44%
- 1M
- -3.28%
- YTD
- 0.14%
- 6M
- 7.66%
- 1Y
- 30.20%
- 3Y*
- 22.09%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSV vs. SEIV - Expense Ratio Comparison
IUSV has a 0.04% 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%.
Return for Risk
IUSV vs. SEIV — Risk / Return Rank
IUSV
SEIV
IUSV vs. SEIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) 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.
| IUSV | SEIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.66 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.33 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.42 | -1.27 |
Martin ratioReturn relative to average drawdown | 5.37 | 12.08 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IUSV | SEIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.66 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.98 | -0.39 |
Correlation
The correlation between IUSV and SEIV is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IUSV vs. SEIV - Dividend Comparison
IUSV's dividend yield for the trailing twelve months is around 1.81%, more than SEIV's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 1.81% | 1.78% | 2.15% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.67% | 1.93% | 4.44% | 7.63% |
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.51% | 1.51% | 1.66% | 2.08% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUSV vs. SEIV - Drawdown Comparison
The maximum IUSV drawdown since its inception was -56.88%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for IUSV and SEIV.
Loading graphics...
Drawdown Indicators
| IUSV | SEIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.88% | -18.18% | -38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.82% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | — | — |
Current DrawdownCurrent decline from peak | -4.64% | -4.68% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.60% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.57% | +0.03% |
Volatility
IUSV vs. SEIV - Volatility Comparison
The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.92%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.49%. This indicates that IUSV 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.
Loading graphics...
Volatility by Period
| IUSV | SEIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 4.49% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 9.49% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 18.25% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 16.82% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 16.82% | +0.27% |