PTF vs. SEIM

Last updated Aug 5, 2026

PTF (Invesco Dorsey Wright Technology Momentum ETF) and SEIM (SEI QiM U.S. Large Cap Momentum Active ETF) are both Momentum funds. PTF is passively managed, while SEIM is actively managed. Over the past 3 years, PTF returned 30.70%/yr vs 28.92%/yr for SEIM. Their correlation of 0.84 means they have usually moved in the same direction. PTF charges 0.60%/yr vs 0.15%/yr for SEIM.

Performance

PTF vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dorsey Wright Technology Momentum ETF (PTF) and SEI QiM U.S. Large Cap Momentum Active ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTF achieves a 41.44% return, which is significantly higher than SEIM's 20.27% return.

PTF

• 1D: 6.41%
• 1M: -4.61%
• 6M: 23.32%
• YTD: 41.44%
• 1Y: 53.98%
• 3Y*: 30.70%
• 5Y*: 16.16%
• 10Y*: 23.35%
• ALL TIME*: 13.87%

SEIM

• 1D: 2.77%
• 1M: 2.11%
• 6M: 15.75%
• YTD: 20.27%
• 1Y: 28.83%
• 3Y*: 28.92%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.66%

*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)
PTF Invesco Dorsey Wright Technology Momentum ETF	$25.15M	$20.80M	$16.47M
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	$5.90M	$6.85M	$5.18M

PTF vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PTF Invesco Dorsey Wright Technology Momentum ETF	41.44%	5.68%	43.65%	33.73%	-4.94%
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	20.27%	20.20%	39.12%	16.25%	-5.62%

Correlation

The correlation between PTF and SEIM is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.84

The correlation between PTF and SEIM has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

PTF vs. SEIM - Sectors Allocation Comparison

Sectors	PTF	SEIM
Technology	94.7%	29.5%
Communication Services	4.5%	4.4%
Industrials	1.8%	3.4%
Energy	1.6%	11.8%
Financial Services	0.8%	8.1%
Basic Materials	-	8.1%
Consumer Cyclical	-	7.2%
Consumer Defensive	-	7.9%
Healthcare	-	9.5%
Real Estate	-	7.2%
Utilities	-	2.4%

Return for Risk

PTF vs. SEIM — Risk / Return Rank

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

PTF

PTF Risk / Return Rank: 40
PTF Sharpe Ratio Rank: 38
PTF Sortino Ratio Rank: 38
PTF Omega Ratio Rank: 40
PTF Calmar Ratio Rank: 37
PTF Martin Ratio Rank: 48

SEIM

SEIM Risk / Return Rank: 63
SEIM Sharpe Ratio Rank: 57
SEIM Sortino Ratio Rank: 56
SEIM Omega Ratio Rank: 54
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 74

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.

PTF vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dorsey Wright Technology Momentum ETF (PTF) and SEI QiM U.S. Large Cap Momentum Active ETF (SEIM). 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.

	PTF	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	1.06	1.55	-0.49
Sortino ratio: Return per unit of downside risk	1.58	2.18	-0.61
Omega ratio: Gain probability vs. loss probability	1.21	1.27	-0.06
Calmar ratio: Return relative to maximum drawdown	1.41	2.88	-1.47
Martin ratio: Return relative to average drawdown	6.17	10.42	-4.25

PTF vs. SEIM - Sharpe Ratio Comparison

The current PTF Sharpe Ratio is 1.06, which is lower than the SEIM Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PTF and SEIM, 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

PTF vs. SEIM - Drawdown Comparison

The maximum PTF drawdown since its inception was -55.38%, which is greater than SEIM's maximum drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for PTF and SEIM.

Drawdown Indicators

	PTF	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-55.38%	-22.17%	-33.21%
Max Drawdown (1Y) Largest decline over 1 year	-38.59%	-10.07%	-28.52%
Max Drawdown (3Y) Largest decline over 3 years	-38.59%	-22.17%	-16.42%
Max Drawdown (5Y) Largest decline over 5 years	-44.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.88%	—	—
Current Drawdown Current decline from peak	-21.81%	-1.38%	-20.43%
Average Drawdown Average peak-to-trough decline	-13.29%	-3.96%	-9.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.81%	2.78%	+6.03%

Volatility

PTF vs. SEIM - Volatility Comparison

Invesco Dorsey Wright Technology Momentum ETF (PTF) has a higher volatility of 27.09% compared to SEI QiM U.S. Large Cap Momentum Active ETF (SEIM) at 6.85%. This indicates that PTF's price experiences larger fluctuations and is considered to be riskier than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTF	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.09%	6.85%	+20.24%
Volatility (6M) Calculated over the trailing 6-month period	43.61%	15.78%	+27.83%
Volatility (1Y) Calculated over the trailing 1-year period	51.31%	18.78%	+32.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.11%	19.22%	+18.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.66%	19.22%	+15.44%

PTF vs. SEIM - Expense Ratio Comparison

PTF has a 0.60% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

PTF vs. SEIM - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, less than SEIM's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PTF Invesco Dorsey Wright Technology Momentum ETF	0.01%	0.21%	0.00%	0.07%	0.00%	0.00%	0.00%	0.00%	0.08%	0.04%	0.26%
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	0.53%	0.56%	0.48%	0.89%	1.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PTF and SEIM in my portfolio?

PTF and SEIM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTF or SEIM?

PTF has higher volatility (27.09%) compared to SEIM (6.85%). In terms of maximum drawdown, PTF dropped -55.38% vs SEIM's -22.17%.

Which ETF is better, PTF or SEIM?

On 3-year performance, PTF leads with 30.70% vs 28.92% for SEIM. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 6.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTF or SEIM?

Over the 3-year period, PTF has performed better with a 30.70% return vs 28.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTF or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.60% for PTF.

Which ETF pays a higher dividend yield, PTF or SEIM?

SEIM has the higher dividend yield at 0.53%, compared with 0.01% for PTF.

What is the main difference between PTF and SEIM?

They also come from different issuers: Invesco and SEI. Their fees differ too: 0.60% for PTF and 0.15% for SEIM.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (1.55 vs 1.06), 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.