LYLD vs. SEIV

Last updated Aug 1, 2026

LYLD (Cambria Large Cap Shareholder Yield ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, LYLD returned 27.34% vs 41.26% for SEIV. Their 0.76 correlation means they have sometimes moved together and sometimes differently. LYLD charges 0.59%/yr vs 0.15%/yr for SEIV.

Performance

LYLD vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Large Cap Shareholder Yield ETF (LYLD) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYLD achieves a 17.01% return, which is significantly lower than SEIV's 19.61% return.

LYLD

• 1D: -0.14%
• 1M: 5.96%
• 6M: 12.69%
• YTD: 17.01%
• 1Y: 27.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.21%

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LYLD Cambria Large Cap Shareholder Yield ETF	$18.64K	$15.81K	$24.70K
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

LYLD vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LYLD Cambria Large Cap Shareholder Yield ETF	17.01%	12.90%	1.20%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	5.84%

Correlation

The correlation between LYLD and SEIV is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Jul 12, 2024	0.76

The correlation between LYLD and SEIV has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Return for Risk

LYLD vs. SEIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LYLD

LYLD Risk / Return Rank: 88
LYLD Sharpe Ratio Rank: 90
LYLD Sortino Ratio Rank: 92
LYLD Omega Ratio Rank: 88
LYLD Calmar Ratio Rank: 86
LYLD Martin Ratio Rank: 83

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LYLD vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Large Cap Shareholder Yield ETF (LYLD) and SEI QiM U.S. Large Cap Value Active 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.

	LYLD	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.26	3.07	-0.81
Sortino ratio: Return per unit of downside risk	3.35	4.18	-0.83
Omega ratio: Gain probability vs. loss probability	1.40	1.55	-0.16
Calmar ratio: Return relative to maximum drawdown	3.35	5.66	-2.31
Martin ratio: Return relative to average drawdown	11.47	21.01	-9.54

LYLD vs. SEIV - Sharpe Ratio Comparison

The current LYLD Sharpe Ratio is 2.26, which is comparable to the SEIV Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of LYLD and SEIV, 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

LYLD vs. SEIV - Drawdown Comparison

The maximum LYLD drawdown since its inception was -18.64%, roughly equal to the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for LYLD and SEIV.

Drawdown Indicators

	LYLD	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-18.64%	-18.18%	-0.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-6.95%	-0.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	-0.72%	-0.83%	+0.11%
Average Drawdown Average peak-to-trough decline	-3.45%	-3.42%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	1.87%	+0.38%

Volatility

LYLD vs. SEIV - Volatility Comparison

Cambria Large Cap Shareholder Yield ETF (LYLD) has a higher volatility of 3.48% compared to SEI QiM U.S. Large Cap Value Active ETF (SEIV) at 3.31%. This indicates that LYLD's price experiences larger fluctuations and is considered to be riskier than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYLD	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	3.31%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	7.95%	9.48%	-1.53%
Volatility (1Y) Calculated over the trailing 1-year period	11.42%	12.82%	-1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.35%	16.54%	-1.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.35%	16.54%	-1.19%

LYLD vs. SEIV - Expense Ratio Comparison

LYLD has a 0.59% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

LYLD vs. SEIV - Dividend Comparison

LYLD's dividend yield for the trailing twelve months is around 2.00%, more than SEIV's 1.44% yield.

Position	TTM	2025	2024	2023	2022
LYLD Cambria Large Cap Shareholder Yield ETF	2.00%	2.79%	0.72%	0.00%	0.00%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both LYLD and SEIV in my portfolio?

LYLD and SEIV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LYLD or SEIV?

LYLD has higher volatility (3.48%) compared to SEIV (3.31%). In terms of maximum drawdown, LYLD dropped -18.64% vs SEIV's -18.18%.

Which ETF is better, LYLD or SEIV?

On 1-year performance, SEIV leads with 41.26% vs 27.34% for LYLD. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LYLD or SEIV?

Over the 1-year period, SEIV has performed better with a 41.26% return vs 27.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LYLD or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.59% for LYLD.

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

LYLD has the higher dividend yield at 2.00%, compared with 1.44% for SEIV.

What is the main difference between LYLD and SEIV?

They also come from different issuers: Cambria and SEI. Their fees differ too: 0.59% for LYLD and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.07 vs 2.26), 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.