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QALT vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QALT vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI DBi Multi-Strategy Alternative ETF (QALT) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QALT achieves a 2.10% return, which is significantly lower than SELV's 2.27% return.


QALT

1D
-0.12%
1M
-0.13%
YTD
2.10%
6M
4.50%
1Y
3Y*
5Y*
10Y*

SELV

1D
0.77%
1M
1.74%
YTD
2.27%
6M
5.55%
1Y
14.13%
3Y*
11.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QALT vs. SELV - Yearly Performance Comparison


Correlation

The correlation between QALT and SELV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 26, 2025

0.21

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Return for Risk

QALT vs. SELV — Risk / Return Rank

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

QALT

SELV
SELV Risk / Return Rank: 3333
Overall Rank
SELV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 3232
Sortino Ratio Rank
SELV Omega Ratio Rank: 3030
Omega Ratio Rank
SELV Calmar Ratio Rank: 3333
Calmar Ratio Rank
SELV Martin Ratio Rank: 3636
Martin Ratio Rank
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.

QALT vs. SELV - 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 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QALT vs. SELV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QALTSELVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.81

+0.58

Drawdowns

QALT vs. SELV - Drawdown Comparison

The maximum QALT drawdown since its inception was -4.85%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for QALT and SELV.


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Drawdown Indicators


QALTSELVDifference

Max Drawdown

Largest peak-to-trough decline

-4.85%

-13.73%

+8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

Current Drawdown

Current decline from peak

-4.14%

-2.61%

-1.53%

Average Drawdown

Average peak-to-trough decline

-1.19%

-2.32%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

Volatility

QALT vs. SELV - Volatility Comparison


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Volatility by Period


QALTSELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.16%

9.31%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

11.93%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.16%

11.93%

-3.77%

QALT vs. SELV - Expense Ratio Comparison

QALT has a 0.80% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

QALT vs. SELV - Dividend Comparison

QALT's dividend yield for the trailing twelve months is around 5.68%, more than SELV's 1.75% yield.


TTM2025202420232022
QALT
SEI DBi Multi-Strategy Alternative ETF
5.68%5.15%0.00%0.00%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.75%1.74%1.77%2.06%1.26%