QALT vs. SEIM
QALT (SEI DBi Multi-Strategy Alternative ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both exchange-traded funds - QALT is a Multistrategy fund actively managed by SEI, while SEIM is a Momentum fund actively managed by SEI. Both are actively managed. Their 0.69 correlation means they have sometimes moved together and sometimes differently. QALT charges 0.80%/yr vs 0.15%/yr for SEIM.
Performance
QALT vs. SEIM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QALT achieves a 7.15% return, which is significantly lower than SEIM's 15.26% return.
QALT
- 1D
- 0.14%
- 1M
- 0.83%
- 6M
- 4.68%
- YTD
- 7.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SEIM
- 1D
- 0.47%
- 1M
- -2.14%
- 6M
- 12.15%
- YTD
- 15.26%
- 1Y
- 25.77%
- 3Y*
- 26.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $670.75K | $485.66K | $308.26K | |
| $5.57M | $6.94M | $5.12M |
QALT vs. SEIM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QALT SEI DBi Multi-Strategy Alternative ETF | 7.15% | 53.86% |
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 15.26% | 6.38% |
Correlation
The correlation between QALT and SEIM is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 25, 2025 | 0.69 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QALT vs. SEIM — Risk / Return Rank
QALT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SEIM
QALT vs. SEIM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI DBi Multi-Strategy Alternative ETF (QALT) and SEI Enhanced US Large Cap Momentum Factor 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.
| QALT | SEIM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.40 | — |
| Martin ratioReturn relative to average drawdown | — | 8.72 | — |
Loading charts...
Drawdowns
QALT vs. SEIM - Drawdown Comparison
The maximum QALT drawdown since its inception was -4.85%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for QALT and SEIM.
Loading charts...
Drawdown Indicators
| QALT | SEIM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.85% | -22.17% | +17.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.07% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.17% | — |
Current DrawdownCurrent decline from peak | -0.62% | -5.49% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -3.97% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.76% | — |
Volatility
QALT vs. SEIM - Volatility Comparison
Loading charts...
Volatility by Period
| QALT | SEIM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 48.83% | 18.59% | +30.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.83% | 19.18% | +29.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.83% | 19.18% | +29.65% |
QALT vs. SEIM - Expense Ratio Comparison
QALT has a 0.80% expense ratio, which is higher than SEIM's 0.15% expense ratio.
Dividends
QALT vs. SEIM - Dividend Comparison
QALT's dividend yield for the trailing twelve months is around 6.02%, more than SEIM's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
QALT SEI DBi Multi-Strategy Alternative ETF | 6.02% | 5.15% | 0.00% | 0.00% | 0.00% |
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 0.55% | 0.56% | 0.48% | 0.89% | 1.01% |
Frequently Asked Questions
QALT and SEIM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEIM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEIM is cheaper with a 0.15% expense ratio, compared with 0.80% for QALT.
QALT has the higher dividend yield at 6.02%, compared with 0.55% for SEIM.
QALT is categorized as Multistrategy, while SEIM is Momentum. Their fees differ too: 0.80% for QALT and 0.15% for SEIM.
Find the right allocation for QALT and SEIM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer