RPV vs. SEIV

Last updated Aug 2, 2026

RPV (Invesco S&P 500® Pure Value ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. RPV is passively managed, while SEIV is actively managed. Over the past 3 years, RPV returned 16.76%/yr vs 24.62%/yr for SEIV. Their correlation of 0.83 means they have usually moved in the same direction. RPV charges 0.35%/yr vs 0.15%/yr for SEIV.

Performance

RPV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RPV achieves a 16.52% return, which is significantly lower than SEIV's 19.61% return.

RPV

• 1D: -0.36%
• 1M: 2.75%
• 6M: 12.21%
• YTD: 16.52%
• 1Y: 34.20%
• 3Y*: 16.76%
• 5Y*: 12.24%
• 10Y*: 11.15%
• ALL TIME*: 9.47%

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

*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)
RPV Invesco S&P 500® Pure Value ETF	$14.78M	$14.37M	$15.41M
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

RPV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RPV Invesco S&P 500® Pure Value ETF	16.52%	17.70%	12.41%	7.98%	-5.13%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	19.73%	21.90%	-5.02%

Correlation

The correlation between RPV and SEIV is 0.64, 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.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.83

The correlation between RPV and SEIV shifts across timeframes, from 0.64 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

RPV vs. SEIV - Sectors Allocation Comparison

Sectors	RPV	SEIV
Financial Services	18.8%	23.0%
Healthcare	18.3%	18.1%
Consumer Defensive	13.0%	3.9%
Consumer Cyclical	11.4%	18.5%
Energy	9.6%	0.9%
Basic Materials	7.5%	6.1%
Industrials	7.3%	1.9%
Communication Services	5.2%	6.5%
Utilities	4.1%	2.4%
Technology	3.4%	17.0%
Real Estate	1.6%	1.2%

Return for Risk

RPV vs. SEIV — Risk / Return Rank

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

RPV

RPV Risk / Return Rank: 93
RPV Sharpe Ratio Rank: 94
RPV Sortino Ratio Rank: 94
RPV Omega Ratio Rank: 92
RPV Calmar Ratio Rank: 92
RPV Martin Ratio Rank: 92

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

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.

RPV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and SEI QiM U.S. Large Cap Value Active 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.

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.

	RPV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.63	3.07	-0.44
Sortino ratio: Return per unit of downside risk	3.77	4.18	-0.41
Omega ratio: Gain probability vs. loss probability	1.45	1.55	-0.10
Calmar ratio: Return relative to maximum drawdown	4.23	5.66	-1.43
Martin ratio: Return relative to average drawdown	15.58	21.01	-5.43

RPV vs. SEIV - Sharpe Ratio Comparison

The current RPV Sharpe Ratio is 2.63, which is comparable to the SEIV Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of RPV and SEIV, 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

RPV vs. SEIV - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for RPV and SEIV.

Drawdown Indicators

	RPV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-75.32%	-18.18%	-57.14%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-6.95%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-14.90%	-17.71%	+2.81%
Max Drawdown (5Y) Largest decline over 5 years	-22.64%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.67%	—	—
Current Drawdown Current decline from peak	-1.82%	-0.83%	-0.99%
Average Drawdown Average peak-to-trough decline	-10.61%	-3.42%	-7.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.87%	+0.23%

Volatility

RPV vs. SEIV - Volatility Comparison

The current volatility for Invesco S&P 500® Pure Value ETF (RPV) is 3.12%, while SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a volatility of 3.31%. This indicates that RPV 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.

Volatility by Period

	RPV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	3.31%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.20%	9.48%	-1.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.50%	12.82%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.60%	16.54%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	16.54%	+5.26%

RPV vs. SEIV - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

RPV vs. SEIV - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.28%, more than SEIV's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPV Invesco S&P 500® Pure Value ETF	2.28%	2.50%	2.16%	2.38%	2.29%	1.92%	2.11%	2.28%	2.49%	1.73%	1.73%	2.39%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	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

Can I hold both RPV and SEIV in my portfolio?

RPV and SEIV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RPV or SEIV?

SEIV has higher volatility (3.31%) compared to RPV (3.12%). In terms of maximum drawdown, RPV dropped -75.32% vs SEIV's -18.18%.

Which ETF is better, RPV or SEIV?

On 3-year performance, SEIV leads with 24.62% vs 16.76% for RPV. On fees, SEIV is cheaper at 0.15% per year. On volatility, RPV has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RPV or SEIV?

Over the 3-year period, SEIV has performed better with a 24.62% return vs 16.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RPV or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.35% for RPV.

Which ETF pays a higher dividend yield, RPV or SEIV?

RPV has the higher dividend yield at 2.28%, compared with 1.44% for SEIV.

What is the main difference between RPV and SEIV?

They also come from different issuers: Invesco and SEI. Their fees differ too: 0.35% for RPV and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.07 vs 2.63), 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.