JPUS vs. SELV

Last updated Jul 15, 2026

JPUS (JPMorgan Diversified Return US Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. JPUS is passively managed, while SELV is actively managed. Over the past 3 years, JPUS returned 15.02%/yr vs 10.83%/yr for SELV. Their correlation of 0.83 suggests significant overlap in exposure. JPUS charges 0.18%/yr vs 0.15%/yr for SELV.

Performance

JPUS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) 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, JPUS achieves a 14.38% return, which is significantly higher than SELV's 2.97% return.

JPUS

• 1D: -0.20%
• 1M: 0.42%
• 6M: 11.13%
• YTD: 14.38%
• 1Y: 19.96%
• 3Y*: 15.02%
• 5Y*: 10.16%
• 10Y*: 11.34%

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)

JPUS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JPUS JPMorgan Diversified Return US Equity ETF	14.38%	11.18%	13.48%	10.98%	-3.55%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.97%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between JPUS and SELV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.83

Over the past year, the correlation between JPUS and SELV has dropped to 0.58 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

JPUS vs. SELV - Sectors Allocation Comparison

Sectors	JPUS	SELV
Technology	12.7%	21.4%
Healthcare	11.6%	17.0%
Consumer Defensive	11.0%	12.3%
Real Estate	10.5%	0.1%
Industrials	10.3%	7.5%
Utilities	9.1%	7.6%
Consumer Cyclical	8.6%	4.9%
Financial Services	7.8%	4.8%
Basic Materials	7.0%	2.8%
Energy	6.8%	4.3%
Communication Services	4.6%	15.8%

Return for Risk

JPUS vs. SELV — Risk / Return Rank

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

JPUS

JPUS Risk / Return Rank: 76
JPUS Sharpe Ratio Rank: 76
JPUS Sortino Ratio Rank: 79
JPUS Omega Ratio Rank: 72
JPUS Calmar Ratio Rank: 72
JPUS Martin Ratio Rank: 79

SELV

SELV Risk / Return Rank: 31
SELV Sharpe Ratio Rank: 30
SELV Sortino Ratio Rank: 29
SELV Omega Ratio Rank: 27
SELV Calmar Ratio Rank: 35
SELV Martin Ratio Rank: 32

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.

JPUS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) 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.

	JPUS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.93	0.91	+1.02
Sortino ratio: Return per unit of downside risk	2.80	1.34	+1.46
Omega ratio: Gain probability vs. loss probability	1.34	1.16	+0.18
Calmar ratio: Return relative to maximum drawdown	2.91	1.44	+1.47
Martin ratio: Return relative to average drawdown	11.71	3.84	+7.87

JPUS vs. SELV - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 1.93, which is higher than the SELV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JPUS 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

JPUS vs. SELV - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for JPUS and SELV.

Drawdown Indicators

	JPUS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-13.73%	-24.96%
Max Drawdown (1Y) Largest decline over 1 year	-6.90%	-5.92%	-0.98%
Max Drawdown (3Y) Largest decline over 3 years	-15.96%	-8.94%	-7.02%
Max Drawdown (5Y) Largest decline over 5 years	-19.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.69%	—	—
Current Drawdown Current decline from peak	-0.28%	-1.95%	+1.67%
Average Drawdown Average peak-to-trough decline	-3.79%	-2.37%	-1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	2.22%	-0.51%

Volatility

JPUS vs. SELV - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 2.42%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.22%. This indicates that JPUS 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

	JPUS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	4.22%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	7.43%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	9.39%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	11.92%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.71%	11.92%	+4.79%

JPUS vs. SELV - Expense Ratio Comparison

JPUS has a 0.18% 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

JPUS vs. SELV - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 1.99%, more than SELV's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPUS JPMorgan Diversified Return US Equity ETF	1.99%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.74%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JPUS and SELV in my portfolio?

JPUS and SELV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JPUS or SELV?

SELV has higher volatility (4.22%) compared to JPUS (2.42%). In terms of maximum drawdown, JPUS dropped -38.69% vs SELV's -13.73%.

Which ETF is better, JPUS or SELV?

On 3-year performance, JPUS leads with 15.02% vs 10.83% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, JPUS has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JPUS or SELV?

Over the 3-year period, JPUS has performed better with a 15.02% return vs 10.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JPUS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.18% for JPUS.

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

JPUS has the higher dividend yield at 1.99%, compared with 1.74% for SELV.

What is the main difference between JPUS and SELV?

They also come from different issuers: JPMorgan and SEI. Their fees differ too: 0.18% for JPUS and 0.15% for SELV.

Which has better risk-adjusted returns?

JPUS currently has the higher Sharpe Ratio (1.93 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.