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SEEM vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEEM vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Select Emerging Markets Equity ETF (SEEM) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEEM achieves a 21.89% return, which is significantly higher than VEXC's 17.98% return.


SEEM

1D
0.46%
1M
-2.18%
6M
11.47%
YTD
21.89%
1Y
41.57%
3Y*
5Y*
10Y*
ALL TIME*
28.48%

VEXC

1D
0.60%
1M
-1.95%
6M
10.20%
YTD
17.98%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.35M$2.55M$2.06M
$2.18M$2.18M$2.89M

SEEM vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between SEEM and VEXC is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.91

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Return for Risk

SEEM vs. VEXC — Risk / Return Rank

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

SEEM
SEEM Risk / Return Rank: 7474
Overall Rank
SEEM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SEEM Sortino Ratio Rank: 6868
Sortino Ratio Rank
SEEM Omega Ratio Rank: 7575
Omega Ratio Rank
SEEM Calmar Ratio Rank: 8080
Calmar Ratio Rank
SEEM Martin Ratio Rank: 7373
Martin Ratio Rank

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SEEM vs. VEXC - Risk-Adjusted Trends Comparison

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


SEEMVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

9.13

SEEM vs. VEXC - Sharpe Ratio Comparison


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Drawdowns

SEEM vs. VEXC - Drawdown Comparison

The maximum SEEM drawdown since its inception was -14.34%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for SEEM and VEXC.


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Drawdown Indicators


SEEMVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-12.42%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

Current Drawdown

Current decline from peak

-9.06%

-5.48%

-3.58%

Average Drawdown

Average peak-to-trough decline

-2.95%

-2.62%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

Volatility

SEEM vs. VEXC - Volatility Comparison


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Volatility by Period


SEEMVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.71%

20.39%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

20.39%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

20.39%

+1.20%

SEEM vs. VEXC - Expense Ratio Comparison

SEEM has a 0.60% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

SEEM vs. VEXC - Dividend Comparison

SEEM's dividend yield for the trailing twelve months is around 2.73%, more than VEXC's 1.46% yield.


PositionTTM20252024
SEEM
SEI Select Emerging Markets Equity ETF
2.73%3.31%0.31%
VEXC
Vanguard Emerging Markets Ex-China ETF
1.46%0.43%0.00%

Frequently Asked Questions


With a correlation of 0.91, SEEM and VEXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.60% for SEEM.

SEEM has the higher dividend yield at 2.73%, compared with 1.46% for VEXC.

They also come from different issuers: SEI and Vanguard. Their fees differ too: 0.60% for SEEM and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for SEEM and VEXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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