JDVL vs. SEIV

Last updated Jun 27, 2026

JDVL (John Hancock Disciplined Value Select ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. JDVL charges 0.56%/yr vs 0.15%/yr for SEIV.

Performance

JDVL vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Select ETF (JDVL) and SEI Enhanced US Large Cap Value Factor 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 JDVL having a 16.39% return and SEIV slightly lower at 16.12%.

JDVL

• 1D: -0.81%
• 1M: 3.42%
• YTD: 16.39%
• 6M: 14.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: 0.08%
• 1M: 0.90%
• YTD: 16.12%
• 6M: 14.68%
• 1Y: 37.95%
• 3Y*: 25.21%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JDVL vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
JDVL John Hancock Disciplined Value Select ETF	16.39%	10.04%
SEIV SEI Enhanced US Large Cap Value Factor ETF	16.12%	16.52%

Correlation

The correlation between JDVL and SEIV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 6, 2025	0.82

Return for Risk

JDVL vs. SEIV — Risk / Return Rank

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

JDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SEIV

SEIV Risk / Return Rank: 93
SEIV Sharpe Ratio Rank: 94
SEIV Sortino Ratio Rank: 93
SEIV Omega Ratio Rank: 92
SEIV Calmar Ratio Rank: 92
SEIV Martin Ratio Rank: 93

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.

JDVL vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Select ETF (JDVL) 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.

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.

	JDVL	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	—	3.01	—
Sortino ratio: Return per unit of downside risk	—	4.08	—
Omega ratio: Gain probability vs. loss probability	—	1.54	—
Calmar ratio: Return relative to maximum drawdown	—	5.49	—
Martin ratio: Return relative to average drawdown	—	20.85	—

Drawdowns

JDVL vs. SEIV - Drawdown Comparison

The maximum JDVL drawdown since its inception was -9.17%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for JDVL and SEIV.

Drawdown Indicators

	JDVL	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-9.17%	-18.18%	+9.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.95%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	-1.08%	-2.66%	+1.58%
Average Drawdown Average peak-to-trough decline	-1.29%	-3.46%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.82%	—

Volatility

Volatility by Period

	JDVL	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	12.72%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	16.66%	-2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	16.66%	-2.25%

JDVL vs. SEIV - Expense Ratio Comparison

JDVL has a 0.56% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

JDVL vs. SEIV - Dividend Comparison

JDVL's dividend yield for the trailing twelve months is around 1.47%, more than SEIV's 1.37% yield.

Position	TTM	2025	2024	2023	2022
JDVL John Hancock Disciplined Value Select ETF	1.47%	1.71%	0.00%	0.00%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.37%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both JDVL and SEIV in my portfolio?

JDVL and SEIV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JDVL or SEIV?

On fees, SEIV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JDVL or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.56% for JDVL.

Which ETF pays a higher dividend yield, JDVL or SEIV?

JDVL has the higher dividend yield at 1.47%, compared with 1.37% for SEIV.

What is the main difference between JDVL and SEIV?

They also come from different issuers: John Hancock and SEI. Their fees differ too: 0.56% for JDVL and 0.15% for SEIV.