SAMT vs. SEIM

Last updated Jun 4, 2026

SAMT (Strategas Macro Thematic Opportunities ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both exchange-traded funds - SAMT is a Large Cap Blend Equities fund actively managed by Strategas, while SEIM is a Momentum fund actively managed by SEI. Both are actively managed. Over the past 3 years, SAMT returned 28.84%/yr vs 29.67%/yr for SEIM. Their correlation of 0.83 suggests significant overlap in exposure. SAMT charges 0.66%/yr vs 0.15%/yr for SEIM.

Performance

SAMT vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Thematic Opportunities ETF (SAMT) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAMT achieves a 20.25% return, which is significantly higher than SEIM's 18.91% return.

SAMT

• 1D: -0.66%
• 1M: 6.66%
• YTD: 20.25%
• 6M: 23.92%
• 1Y: 42.07%
• 3Y*: 28.84%
• 5Y*: —
• 10Y*: —

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

SAMT vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SAMT Strategas Macro Thematic Opportunities ETF	20.25%	33.10%	28.15%	1.27%	-2.08%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	39.12%	16.25%	-2.39%

Correlation

The correlation between SAMT and SEIM is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.83

The correlation between SAMT and SEIM has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

SAMT vs. SEIM - Sectors Allocation Comparison

Sectors	SAMT	SEIM
Technology	27.8%	29.5%
Industrials	22.0%	6.8%
Consumer Defensive	12.0%	7.9%
Communication Services	7.8%	4.4%
Utilities	6.6%	2.4%
Consumer Cyclical	5.6%	7.2%
Financial Services	5.6%	8.1%
Healthcare	4.3%	9.5%
Energy	2.9%	11.8%
Real Estate	2.9%	7.2%
Basic Materials	2.7%	4.7%

Return for Risk

SAMT vs. SEIM — Risk / Return Rank

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

SAMT

SAMT Risk / Return Rank: 77
SAMT Sharpe Ratio Rank: 77
SAMT Sortino Ratio Rank: 74
SAMT Omega Ratio Rank: 70
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 75

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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.

SAMT vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) 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.

	SAMT	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	2.53	2.28	+0.26
Sortino ratio: Return per unit of downside risk	3.35	3.08	+0.27
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.03
Calmar ratio: Return relative to maximum drawdown	5.19	3.68	+1.50
Martin ratio: Return relative to average drawdown	14.30	16.18	-1.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMT vs. SEIM - Sharpe Ratio Comparison

The current SAMT Sharpe Ratio is 2.53, which is comparable to the SEIM Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SAMT and SEIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAMT	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	2.28	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	1.19	-0.21

Drawdowns

SAMT vs. SEIM - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for SAMT and SEIM.

Drawdown Indicators

	SAMT	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-20.57%	-22.17%	+1.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.15%	-10.07%	+1.92%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-22.17%	+3.90%
Current Drawdown Current decline from peak	-0.66%	-0.33%	-0.33%
Average Drawdown Average peak-to-trough decline	-7.72%	-3.98%	-3.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	2.29%	+0.66%

Volatility

SAMT vs. SEIM - Volatility Comparison

Strategas Macro Thematic Opportunities ETF (SAMT) has a higher volatility of 6.82% compared to SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) at 4.68%. This indicates that SAMT's price experiences larger fluctuations and is considered to be riskier than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMT	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	4.68%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	13.33%	-0.77%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	16.28%	+0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	18.86%	-1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	18.86%	-1.92%

SAMT vs. SEIM - Expense Ratio Comparison

SAMT has a 0.66% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

SAMT vs. SEIM - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 0.58%, more than SEIM's 0.52% yield.

Position	TTM	2025	2024	2023	2022
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%

Frequently Asked Questions

Can I hold both SAMT and SEIM in my portfolio?

SAMT and SEIM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMT or SEIM?

SAMT has higher volatility (6.82%) compared to SEIM (4.68%). In terms of maximum drawdown, SAMT dropped -20.57% vs SEIM's -22.17%.

Which ETF is better, SAMT or SEIM?

On 3-year performance, SEIM leads with 29.67% vs 28.84% for SAMT. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMT or SEIM?

Over the 3-year period, SEIM has performed better with a 29.67% return vs 28.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMT or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, SAMT or SEIM?

SAMT has the higher dividend yield at 0.58%, compared with 0.52% for SEIM.

What is the main difference between SAMT and SEIM?

SAMT is categorized as Large Cap Blend Equities, while SEIM is Momentum. They also come from different issuers: Strategas and SEI. Their fees differ too: 0.66% for SAMT and 0.15% for SEIM.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.53 vs 2.28), 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.