PWV vs. SEIV
PWV (Invesco Dynamic Large Cap Value ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. PWV is passively managed, while SEIV is actively managed. Over the past 3 years, PWV returned 20.79%/yr vs 27.80%/yr for SEIV. Their correlation of 0.82 suggests significant overlap in exposure. PWV charges 0.58%/yr vs 0.15%/yr for SEIV.
Performance
PWV vs. SEIV - Performance Comparison
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Returns By Period
In the year-to-date period, PWV achieves a 12.10% return, which is significantly lower than SEIV's 18.28% return.
PWV
- 1D
- -0.14%
- 1M
- 2.43%
- YTD
- 12.10%
- 6M
- 12.38%
- 1Y
- 25.33%
- 3Y*
- 20.79%
- 5Y*
- 12.50%
- 10Y*
- 11.81%
SEIV
- 1D
- -0.85%
- 1M
- 10.69%
- YTD
- 18.28%
- 6M
- 21.23%
- 1Y
- 44.72%
- 3Y*
- 27.80%
- 5Y*
- —
- 10Y*
- —
PWV vs. SEIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PWV Invesco Dynamic Large Cap Value ETF | 12.10% | 19.65% | 14.48% | 10.36% | 4.05% |
SEIV SEI Enhanced US Large Cap Value Factor ETF | 18.28% | 27.43% | 19.73% | 21.90% | -3.71% |
Correlation
The correlation between PWV and SEIV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.82 |
The correlation between PWV and SEIV shifts across timeframes, from 0.68 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PWV vs. SEIV — Risk / Return Rank
PWV
SEIV
PWV vs. SEIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Value ETF (PWV) and SEI Enhanced US Large Cap Value Factor 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.
| PWV | SEIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.64 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 6.28 | 6.47 | -0.19 |
| Martin ratioReturn relative to average drawdown | 21.16 | 26.41 | -5.25 |
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
| PWV | SEIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 3.60 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.23 | -0.82 |
Drawdowns
PWV vs. SEIV - Drawdown Comparison
The maximum PWV drawdown since its inception was -49.04%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for PWV and SEIV.
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Drawdown Indicators
| PWV | SEIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.04% | -18.18% | -30.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -6.95% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | -17.71% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.67% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.85% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -3.48% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.70% | -0.50% |
Volatility
PWV vs. SEIV - Volatility Comparison
The current volatility for Invesco Dynamic Large Cap Value ETF (PWV) is 2.35%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.10%. This indicates that PWV experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWV | SEIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 4.10% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.62% | 9.08% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 12.49% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 16.68% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 16.68% | +0.48% |
PWV vs. SEIV - Expense Ratio Comparison
PWV has a 0.58% expense ratio, which is higher than SEIV's 0.15% expense ratio.
Dividends
PWV vs. SEIV - Dividend Comparison
PWV's dividend yield for the trailing twelve months is around 1.81%, more than SEIV's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWV Invesco Dynamic Large Cap Value ETF | 1.81% | 2.12% | 2.08% | 2.16% | 2.29% | 1.89% | 2.66% | 2.24% | 2.34% | 1.55% | 2.35% | 2.42% |
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.34% | 1.51% | 1.66% | 2.08% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PWV 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.
SEIV has higher volatility (4.10%) compared to PWV (2.35%). In terms of maximum drawdown, PWV dropped -49.04% vs SEIV's -18.18%.
On 3-year performance, SEIV leads with 27.80% vs 20.79% for PWV. On fees, SEIV is cheaper at 0.15% per year. On volatility, PWV has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SEIV has performed better with a 27.80% return vs 20.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEIV is cheaper with a 0.15% expense ratio, compared with 0.58% for PWV.
PWV has the higher dividend yield at 1.81%, compared with 1.34% for SEIV.
They also come from different issuers: Invesco and SEI. Their fees differ too: 0.58% for PWV and 0.15% for SEIV.
SEIV currently has the higher Sharpe Ratio (3.60 vs 2.74), 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.
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