LRGF vs. SELV

Last updated Jul 14, 2026

LRGF (iShares MSCI USA Multifactor ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. LRGF is passively managed, while SELV is actively managed. Over the past 3 years, LRGF returned 20.36%/yr vs 11.44%/yr for SELV. A 0.69 correlation means they provide meaningful diversification when combined. LRGF charges 0.20%/yr vs 0.15%/yr for SELV.

Performance

LRGF vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) 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, LRGF achieves a 9.81% return, which is significantly higher than SELV's 4.65% return.

LRGF

• 1D: -0.78%
• 1M: 0.87%
• 6M: 8.30%
• YTD: 9.81%
• 1Y: 18.87%
• 3Y*: 20.36%
• 5Y*: 13.48%
• 10Y*: 13.70%

SELV

• 1D: 0.81%
• 1M: 1.85%
• 6M: 3.60%
• YTD: 4.65%
• 1Y: 10.70%
• 3Y*: 11.44%
• 5Y*: —
• 10Y*: —

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

LRGF vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LRGF iShares MSCI USA Multifactor ETF	9.81%	16.48%	26.59%	25.85%	-4.48%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between LRGF and SELV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.69

Over the past year, the correlation between LRGF and SELV has dropped to 0.27 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

LRGF vs. SELV - Sectors Allocation Comparison

Sectors	LRGF	SELV
Technology	38.9%	21.4%
Financial Services	11.7%	4.8%
Consumer Cyclical	11.0%	4.9%
Healthcare	8.8%	17.0%
Communication Services	7.9%	15.8%
Industrials	7.8%	7.5%
Consumer Defensive	5.3%	12.3%
Energy	3.3%	4.3%
Utilities	2.1%	7.6%
Basic Materials	1.9%	2.8%
Real Estate	1.3%	0.1%

Return for Risk

LRGF vs. SELV — Risk / Return Rank

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

LRGF

LRGF Risk / Return Rank: 55
LRGF Sharpe Ratio Rank: 56
LRGF Sortino Ratio Rank: 54
LRGF Omega Ratio Rank: 54
LRGF Calmar Ratio Rank: 53
LRGF Martin Ratio Rank: 60

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 41
SELV Sortino Ratio Rank: 41
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 45
SELV Martin Ratio Rank: 39

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.

LRGF vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) 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.

	LRGF	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.16	+0.34
Sortino ratio: Return per unit of downside risk	2.10	1.71	+0.39
Omega ratio: Gain probability vs. loss probability	1.27	1.20	+0.07
Calmar ratio: Return relative to maximum drawdown	2.13	1.81	+0.31
Martin ratio: Return relative to average drawdown	8.37	4.84	+3.53

LRGF vs. SELV - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.51, which is comparable to the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of LRGF 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

LRGF vs. SELV - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for LRGF and SELV.

Drawdown Indicators

	LRGF	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-13.73%	-22.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-5.92%	-3.00%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-8.94%	-10.50%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.03%	—	—
Current Drawdown Current decline from peak	-1.33%	-0.34%	-0.99%
Average Drawdown Average peak-to-trough decline	-4.52%	-2.37%	-2.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	2.21%	+0.05%

Volatility

LRGF vs. SELV - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) and SEI Enhanced Low Volatility US Large Cap ETF (SELV) have volatilities of 3.79% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRGF	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	3.86%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	7.24%	+2.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	9.26%	+3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	11.90%	+5.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	11.90%	+6.39%

LRGF vs. SELV - Expense Ratio Comparison

LRGF has a 0.20% 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

LRGF vs. SELV - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.08%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LRGF iShares MSCI USA Multifactor ETF	1.08%	1.16%	1.23%	1.49%	1.78%	1.05%	1.35%	1.76%	3.27%	1.68%	1.56%	0.83%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.71%	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 LRGF and SELV in my portfolio?

LRGF and SELV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LRGF or SELV?

SELV has higher volatility (3.86%) compared to LRGF (3.79%). In terms of maximum drawdown, LRGF dropped -36.03% vs SELV's -13.73%.

Which ETF is better, LRGF or SELV?

On 3-year performance, LRGF leads with 20.36% vs 11.44% for SELV. On fees, SELV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGF or SELV?

Over the 3-year period, LRGF has performed better with a 20.36% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGF or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.20% for LRGF.

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

SELV has the higher dividend yield at 1.71%, compared with 1.08% for LRGF.

What is the main difference between LRGF and SELV?

They also come from different issuers: iShares and SEI. Their fees differ too: 0.20% for LRGF and 0.15% for SELV.

Which has better risk-adjusted returns?

LRGF currently has the higher Sharpe Ratio (1.51 vs 1.16), 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.