QBIG vs. SELV

Last updated Jul 17, 2026

QBIG (Invesco Top QQQ ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, QBIG returned 20.43% vs 11.14% for SELV. At a 0.14 correlation, their price movements are largely independent. QBIG charges 0.29%/yr vs 0.15%/yr for SELV.

Performance

QBIG vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Top QQQ ETF (QBIG) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with QBIG having a 5.06% return and SELV slightly lower at 5.03%.

QBIG

• 1D: -1.51%
• 1M: 0.99%
• 6M: 5.93%
• YTD: 5.06%
• 1Y: 20.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: 2.00%
• 1M: 2.54%
• 6M: 3.27%
• YTD: 5.03%
• 1Y: 11.14%
• 3Y*: 11.58%
• 5Y*: —
• 10Y*: —

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

QBIG vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QBIG Invesco Top QQQ ETF	5.06%	21.46%	3.04%
SELV SEI Enhanced Low Volatility US Large Cap ETF	5.03%	12.86%	-4.67%

Correlation

The correlation between QBIG and SELV is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.14

The correlation between QBIG and SELV shifts across timeframes, from -0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

QBIG vs. SELV - Sectors Allocation Comparison

Sectors	QBIG	SELV
Technology	58.7%	21.4%
Consumer Cyclical	23.9%	4.9%
Communication Services	17.4%	15.8%
Financial Services	10.5%	4.8%
Basic Materials	-	2.8%
Consumer Defensive	-	12.3%
Energy	-	4.3%
Healthcare	-	17.0%
Industrials	-	7.5%
Real Estate	-	0.1%
Utilities	-	7.6%

Return for Risk

QBIG vs. SELV — Risk / Return Rank

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

QBIG

QBIG Risk / Return Rank: 30
QBIG Sharpe Ratio Rank: 33
QBIG Sortino Ratio Rank: 32
QBIG Omega Ratio Rank: 30
QBIG Calmar Ratio Rank: 26
QBIG Martin Ratio Rank: 27

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 40
SELV Sortino Ratio Rank: 40
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 46
SELV Martin Ratio Rank: 40

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.

QBIG vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Top QQQ ETF (QBIG) 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.

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.

	QBIG	SELV	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.18	-0.19
Sortino ratio: Return per unit of downside risk	1.43	1.74	-0.31
Omega ratio: Gain probability vs. loss probability	1.17	1.21	-0.03
Calmar ratio: Return relative to maximum drawdown	1.04	1.89	-0.85
Martin ratio: Return relative to average drawdown	2.93	5.03	-2.10

QBIG vs. SELV - Sharpe Ratio Comparison

The current QBIG Sharpe Ratio is 0.99, which is comparable to the SELV Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QBIG and SELV, 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

QBIG vs. SELV - Drawdown Comparison

The maximum QBIG drawdown since its inception was -30.33%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for QBIG and SELV.

Drawdown Indicators

	QBIG	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-30.33%	-13.73%	-16.60%
Max Drawdown (1Y) Largest decline over 1 year	-19.70%	-5.92%	-13.78%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-6.67%	0.00%	-6.67%
Average Drawdown Average peak-to-trough decline	-7.12%	-2.37%	-4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.98%	2.22%	+4.76%

Volatility

QBIG vs. SELV - Volatility Comparison

Invesco Top QQQ ETF (QBIG) has a higher volatility of 6.98% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 4.60%. This indicates that QBIG's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBIG	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	4.60%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	16.37%	7.67%	+8.70%
Volatility (1Y) Calculated over the trailing 1-year period	20.83%	9.53%	+11.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.20%	11.95%	+15.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.20%	11.95%	+15.25%

QBIG vs. SELV - Expense Ratio Comparison

QBIG has a 0.29% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

QBIG vs. SELV - Dividend Comparison

QBIG has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.70%.

Position	TTM	2025	2024	2023	2022
QBIG Invesco Top QQQ ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.70%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both QBIG and SELV in my portfolio?

QBIG and SELV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QBIG or SELV?

QBIG has higher volatility (6.98%) compared to SELV (4.60%). In terms of maximum drawdown, QBIG dropped -30.33% vs SELV's -13.73%.

Which ETF is better, QBIG or SELV?

On 1-year performance, QBIG leads with 20.43% vs 11.14% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QBIG or SELV?

Over the 1-year period, QBIG has performed better with a 20.43% return vs 11.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QBIG or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.29% for QBIG.

Which ETF pays a higher dividend yield, QBIG or SELV?

SELV has the higher dividend yield at 1.70%, compared with 0.00% for QBIG.

What is the main difference between QBIG and SELV?

They also come from different issuers: Invesco and SEI. Their fees differ too: 0.29% for QBIG and 0.15% for SELV.

Which has better risk-adjusted returns?

SELV currently has the higher Sharpe Ratio (1.18 vs 0.99), 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.