LGLV vs. SEIQ
Compare and contrast key facts about SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ).
LGLV and SEIQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGLV is a passively managed fund by State Street that tracks the performance of the SSGA US Large Cap Low Volatility (TR). It was launched on Feb 20, 2013. SEIQ is an actively managed fund by SEI. It was launched on May 16, 2022.
Performance
LGLV vs. SEIQ - Performance Comparison
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LGLV vs. SEIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.00% | 8.37% | 16.22% | 9.19% | 3.79% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | -6.47% | 12.51% | 16.15% | 22.66% | 1.51% |
Returns By Period
In the year-to-date period, LGLV achieves a 2.00% return, which is significantly higher than SEIQ's -6.47% return.
LGLV
- 1D
- 1.10%
- 1M
- -5.28%
- YTD
- 2.00%
- 6M
- 1.06%
- 1Y
- 4.45%
- 3Y*
- 11.46%
- 5Y*
- 9.25%
- 10Y*
- 11.24%
SEIQ
- 1D
- 2.05%
- 1M
- -6.43%
- YTD
- -6.47%
- 6M
- -5.45%
- 1Y
- 5.28%
- 3Y*
- 11.39%
- 5Y*
- —
- 10Y*
- —
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LGLV vs. SEIQ - Expense Ratio Comparison
LGLV has a 0.12% expense ratio, which is lower than SEIQ'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
LGLV vs. SEIQ — Risk / Return Rank
LGLV
SEIQ
LGLV vs. SEIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). 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.
| LGLV | SEIQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.35 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.58 | 0.62 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.61 | -0.03 |
Martin ratioReturn relative to average drawdown | 2.44 | 2.49 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGLV | SEIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.35 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.78 | -0.01 |
Correlation
The correlation between LGLV and SEIQ is 0.75, 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
LGLV vs. SEIQ - Dividend Comparison
LGLV's dividend yield for the trailing twelve months is around 2.02%, more than SEIQ's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.02% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 1.00% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LGLV vs. SEIQ - Drawdown Comparison
The maximum LGLV drawdown since its inception was -36.64%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for LGLV and SEIQ.
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Drawdown Indicators
| LGLV | SEIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -14.87% | -21.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -10.25% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | — | — |
Current DrawdownCurrent decline from peak | -5.52% | -7.58% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -2.76% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.53% | -0.23% |
Volatility
LGLV vs. SEIQ - Volatility Comparison
The current volatility for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is 3.11%, while SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a volatility of 4.43%. This indicates that LGLV experiences smaller price fluctuations and is considered to be less risky than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGLV | SEIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 4.43% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.63% | 7.86% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 15.03% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 14.73% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 14.73% | +1.37% |