ROE vs. SEIQ

Last updated Aug 6, 2026

ROE (Astoria US Equal Weight Quality Kings ETF) and SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) are both Quality Factor funds. Both are actively managed. Over the past 3 years, ROE returned 22.06%/yr vs 14.99%/yr for SEIQ. Their 0.73 correlation means they have sometimes moved together and sometimes differently. ROE charges 0.49%/yr vs 0.15%/yr for SEIQ.

Performance

ROE vs. SEIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Equal Weight Quality Kings ETF (ROE) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROE achieves a 24.04% return, which is significantly higher than SEIQ's 8.95% return.

ROE

• 1D: -0.06%
• 1M: 2.68%
• 6M: 19.97%
• YTD: 24.04%
• 1Y: 36.08%
• 3Y*: 22.06%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.43%

SEIQ

• 1D: 0.36%
• 1M: 4.77%
• 6M: 8.79%
• YTD: 8.95%
• 1Y: 16.00%
• 3Y*: 14.99%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.55%

*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)
ROE Astoria US Equal Weight Quality Kings ETF	$1.10M	$1.09M	$951.90K
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$1.93M	$2.99M	$2.13M

ROE vs. SEIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ROE Astoria US Equal Weight Quality Kings ETF	24.04%	17.20%	18.34%	4.31%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	8.95%	12.51%	16.15%	4.09%

Correlation

The correlation between ROE and SEIQ is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.73

The correlation between ROE and SEIQ shifts across timeframes, from 0.53 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

ROE vs. SEIQ - Sectors Allocation Comparison

Sectors	ROE	SEIQ
Technology	33.9%	34.1%
Financial Services	11.9%	10.3%
Communication Services	11.1%	5.3%
Consumer Cyclical	11.0%	10.0%
Healthcare	10.2%	19.4%
Industrials	9.0%	6.7%
Consumer Defensive	4.9%	13.1%
Energy	2.9%	-
Real Estate	2.0%	-
Utilities	2.0%	-
Basic Materials	1.0%	0.9%

Return for Risk

ROE vs. SEIQ — Risk / Return Rank

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

ROE

ROE Risk / Return Rank: 89
ROE Sharpe Ratio Rank: 90
ROE Sortino Ratio Rank: 87
ROE Omega Ratio Rank: 87
ROE Calmar Ratio Rank: 90
ROE Martin Ratio Rank: 93

SEIQ

SEIQ Risk / Return Rank: 47
SEIQ Sharpe Ratio Rank: 49
SEIQ Sortino Ratio Rank: 49
SEIQ Omega Ratio Rank: 46
SEIQ Calmar Ratio Rank: 41
SEIQ Martin Ratio Rank: 49

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.

ROE vs. SEIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). 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.

	ROE	SEIQ	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.41	+1.00
Sortino ratio: Return per unit of downside risk	3.20	2.02	+1.18
Omega ratio: Gain probability vs. loss probability	1.42	1.25	+0.17
Calmar ratio: Return relative to maximum drawdown	4.19	1.66	+2.52
Martin ratio: Return relative to average drawdown	17.82	6.30	+11.52

ROE vs. SEIQ - Sharpe Ratio Comparison

The current ROE Sharpe Ratio is 2.41, which is higher than the SEIQ Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ROE and SEIQ, 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

ROE vs. SEIQ - Drawdown Comparison

The maximum ROE drawdown since its inception was -19.10%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for ROE and SEIQ.

Drawdown Indicators

	ROE	SEIQ	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-14.87%	-4.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.66%	-9.66%	+1.00%
Max Drawdown (3Y) Largest decline over 3 years	-19.10%	-14.27%	-4.83%
Current Drawdown Current decline from peak	-0.06%	0.00%	-0.06%
Average Drawdown Average peak-to-trough decline	-2.53%	-2.68%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.55%	-0.52%

Volatility

ROE vs. SEIQ - Volatility Comparison

The current volatility for Astoria US Equal Weight Quality Kings ETF (ROE) is 3.90%, while SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a volatility of 4.18%. This indicates that ROE experiences smaller price fluctuations and is considered to be less risky than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROE	SEIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	4.18%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	9.25%	+2.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	11.50%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	14.58%	+1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	14.58%	+1.32%

ROE vs. SEIQ - Expense Ratio Comparison

ROE has a 0.49% expense ratio, which is higher than SEIQ's 0.15% expense ratio.

Dividends

ROE vs. SEIQ - Dividend Comparison

ROE's dividend yield for the trailing twelve months is around 0.98%, more than SEIQ's 0.88% yield.

Position	TTM	2025	2024	2023	2022
ROE Astoria US Equal Weight Quality Kings ETF	0.98%	0.97%	1.18%	0.68%	0.00%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.88%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both ROE and SEIQ in my portfolio?

ROE and SEIQ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROE or SEIQ?

SEIQ has higher volatility (4.18%) compared to ROE (3.90%). In terms of maximum drawdown, ROE dropped -19.10% vs SEIQ's -14.87%.

Which ETF is better, ROE or SEIQ?

On 3-year performance, ROE leads with 22.06% vs 14.99% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, ROE has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROE or SEIQ?

Over the 3-year period, ROE has performed better with a 22.06% return vs 14.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROE or SEIQ?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.49% for ROE.

Which ETF pays a higher dividend yield, ROE or SEIQ?

ROE has the higher dividend yield at 0.98%, compared with 0.88% for SEIQ.

What is the main difference between ROE and SEIQ?

They also come from different issuers: Astoria and SEI. Their fees differ too: 0.49% for ROE and 0.15% for SEIQ.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.41 vs 1.41), 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.