LCDS vs. SELV

Last updated Jul 15, 2026

LCDS (JPMorgan Fundamental Data Science Large Core ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, LCDS returned 21.46% vs 8.49% for SELV. At a 0.47 correlation, their price movements are largely independent. LCDS charges 0.30%/yr vs 0.15%/yr for SELV.

Performance

LCDS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Core ETF (LCDS) 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, LCDS achieves a 10.76% return, which is significantly higher than SELV's 2.97% return.

LCDS

• 1D: 0.45%
• 1M: 2.18%
• 6M: 9.14%
• YTD: 10.76%
• 1Y: 21.46%
• 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)

LCDS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LCDS JPMorgan Fundamental Data Science Large Core ETF	10.76%	17.66%	10.32%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.97%	12.86%	6.70%

Correlation

The correlation between LCDS and SELV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024	0.47

Over the past year, the correlation between LCDS and SELV has dropped to 0.25 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Return for Risk

LCDS vs. SELV — Risk / Return Rank

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

LCDS

LCDS Risk / Return Rank: 66
LCDS Sharpe Ratio Rank: 68
LCDS Sortino Ratio Rank: 66
LCDS Omega Ratio Rank: 66
LCDS Calmar Ratio Rank: 60
LCDS Martin Ratio Rank: 70

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.

LCDS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) 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.

	LCDS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	0.91	+0.86
Sortino ratio: Return per unit of downside risk	2.43	1.34	+1.09
Omega ratio: Gain probability vs. loss probability	1.32	1.16	+0.16
Calmar ratio: Return relative to maximum drawdown	2.39	1.44	+0.95
Martin ratio: Return relative to average drawdown	10.19	3.84	+6.35

LCDS vs. SELV - Sharpe Ratio Comparison

The current LCDS Sharpe Ratio is 1.77, which is higher than the SELV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LCDS 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

LCDS vs. SELV - Drawdown Comparison

The maximum LCDS drawdown since its inception was -18.39%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for LCDS and SELV.

Drawdown Indicators

	LCDS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-18.39%	-13.73%	-4.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-5.92%	-3.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-0.22%	-1.95%	+1.73%
Average Drawdown Average peak-to-trough decline	-2.16%	-2.37%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	2.22%	-0.11%

Volatility

LCDS vs. SELV - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Large Core ETF (LCDS) is 3.45%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.22%. This indicates that LCDS 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

	LCDS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	4.22%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	7.43%	+2.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	9.39%	+2.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	11.92%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	11.92%	+4.20%

LCDS vs. SELV - Expense Ratio Comparison

LCDS has a 0.30% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

LCDS vs. SELV - Dividend Comparison

LCDS's dividend yield for the trailing twelve months is around 0.86%, less than SELV's 1.74% yield.

Position	TTM	2025	2024	2023	2022
LCDS JPMorgan Fundamental Data Science Large Core ETF	0.86%	0.92%	0.48%	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

Can I hold both LCDS and SELV in my portfolio?

LCDS and SELV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCDS or SELV?

SELV has higher volatility (4.22%) compared to LCDS (3.45%). In terms of maximum drawdown, LCDS dropped -18.39% vs SELV's -13.73%.

Which ETF is better, LCDS or SELV?

On 1-year performance, LCDS leads with 21.46% vs 8.49% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, LCDS has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LCDS or SELV?

Over the 1-year period, LCDS has performed better with a 21.46% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LCDS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.30% for LCDS.

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

SELV has the higher dividend yield at 1.74%, compared with 0.86% for LCDS.

What is the main difference between LCDS and SELV?

They also come from different issuers: JPMorgan and SEI. Their fees differ too: 0.30% for LCDS and 0.15% for SELV.

Which has better risk-adjusted returns?

LCDS currently has the higher Sharpe Ratio (1.77 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.