SEEM vs. SELV

Last updated Jun 5, 2026

SEEM (SEI Select Emerging Markets Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - SEEM is a Emerging Markets Diversified fund actively managed by SEI, while SELV is a Large Cap Blend Equities fund actively managed by SEI. Both are actively managed. Over the past year, SEEM returned 57.95% vs 8.37% for SELV. At a 0.25 correlation, their price movements are largely independent. SEEM charges 0.60%/yr vs 0.15%/yr for SELV.

Performance

SEEM vs. SELV - Performance Comparison

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

Returns By Period

In the year-to-date period, SEEM achieves a 29.50% return, which is significantly higher than SELV's 2.37% return.

SEEM

• 1D: -1.14%
• 1M: 6.25%
• YTD: 29.50%
• 6M: 33.05%
• 1Y: 57.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: 0.67%
• 1M: 1.14%
• YTD: 2.37%
• 6M: 3.42%
• 1Y: 8.37%
• 3Y*: 11.56%
• 5Y*: —
• 10Y*: —

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

SEEM vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEEM SEI Select Emerging Markets Equity ETF	29.50%	38.16%	-6.86%
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.37%	12.86%	0.02%

Correlation

The correlation between SEEM and SELV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024	0.25

Return for Risk

SEEM vs. SELV — Risk / Return Rank

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

SEEM

SEEM Risk / Return Rank: 85
SEEM Sharpe Ratio Rank: 89
SEEM Sortino Ratio Rank: 85
SEEM Omega Ratio Rank: 87
SEEM Calmar Ratio Rank: 81
SEEM Martin Ratio Rank: 83

SELV

SELV Risk / Return Rank: 27
SELV Sharpe Ratio Rank: 27
SELV Sortino Ratio Rank: 26
SELV Omega Ratio Rank: 25
SELV Calmar Ratio Rank: 30
SELV Martin Ratio Rank: 29

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.

SEEM vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select Emerging Markets Equity ETF (SEEM) 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.

	SEEM	SELV	Difference
Sharpe ratio: Return per unit of total volatility	2.95	0.96	+2.00
Sortino ratio: Return per unit of downside risk	3.76	1.41	+2.35
Omega ratio: Gain probability vs. loss probability	1.53	1.17	+0.36
Calmar ratio: Return relative to maximum drawdown	4.16	1.42	+2.74
Martin ratio: Return relative to average drawdown	16.48	4.11	+12.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEEM vs. SELV - Sharpe Ratio Comparison

The current SEEM Sharpe Ratio is 2.95, which is higher than the SELV Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SEEM 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.

Sharpe Ratios by Period

	SEEM	SELV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	0.96	+2.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.85	0.79	+1.07

Drawdowns

SEEM vs. SELV - Drawdown Comparison

The maximum SEEM drawdown since its inception was -14.34%, roughly equal to the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for SEEM and SELV.

Drawdown Indicators

	SEEM	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-14.34%	-13.73%	-0.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-5.92%	-8.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-2.24%	-2.52%	+0.28%
Average Drawdown Average peak-to-trough decline	-2.64%	-2.36%	-0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.04%	+1.49%

Volatility

SEEM vs. SELV - Volatility Comparison

SEI Select Emerging Markets Equity ETF (SEEM) has a higher volatility of 8.19% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 2.82%. This indicates that SEEM'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

	SEEM	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.19%	2.82%	+5.37%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	6.38%	+10.69%
Volatility (1Y) Calculated over the trailing 1-year period	19.74%	8.81%	+10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.80%	11.85%	+7.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.80%	11.85%	+7.95%

SEEM vs. SELV - Expense Ratio Comparison

SEEM has a 0.60% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

SEEM vs. SELV - Dividend Comparison

SEEM's dividend yield for the trailing twelve months is around 2.45%, more than SELV's 1.75% yield.

Position	TTM	2025	2024	2023	2022
SEEM SEI Select Emerging Markets Equity ETF	2.45%	3.31%	0.31%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.75%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SEEM and SELV in my portfolio?

SEEM and SELV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEEM or SELV?

SEEM has higher volatility (8.19%) compared to SELV (2.82%). In terms of maximum drawdown, SEEM dropped -14.34% vs SELV's -13.73%.

Which ETF is better, SEEM or SELV?

On 1-year performance, SEEM leads with 57.95% vs 8.37% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEEM or SELV?

Over the 1-year period, SEEM has performed better with a 57.95% return vs 8.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEEM or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.60% for SEEM.

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

SEEM has the higher dividend yield at 2.45%, compared with 1.75% for SELV.

What is the main difference between SEEM and SELV?

SEEM is categorized as Emerging Markets Diversified, while SELV is Large Cap Blend Equities. Their fees differ too: 0.60% for SEEM and 0.15% for SELV.

Which has better risk-adjusted returns?

SEEM currently has the higher Sharpe Ratio (2.95 vs 0.96), 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.