PortfoliosLab logoPortfoliosLab logo
SEIE vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEIE vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Select International Equity ETF (SEIE) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SEIE achieves a 10.50% return, which is significantly higher than FID's 6.47% return.


SEIE

1D
0.32%
1M
1.96%
YTD
10.50%
6M
10.86%
1Y
29.43%
3Y*
5Y*
10Y*

FID

1D
-0.52%
1M
-1.40%
YTD
6.47%
6M
7.25%
1Y
20.11%
3Y*
17.52%
5Y*
7.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIE vs. FID - Yearly Performance Comparison


2026 (YTD)20252024
SEIE
SEI Select International Equity ETF
10.50%39.84%-4.80%
FID
First Trust S&P International Dividend Aristocrats ETF
6.47%32.07%-4.90%

Correlation

The correlation between SEIE and FID is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.76

The correlation between SEIE and FID has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SEIE vs. FID — Risk / Return Rank

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

SEIE
SEIE Risk / Return Rank: 5757
Overall Rank
SEIE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SEIE Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEIE Omega Ratio Rank: 5959
Omega Ratio Rank
SEIE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SEIE Martin Ratio Rank: 5555
Martin Ratio Rank

FID
FID Risk / Return Rank: 5555
Overall Rank
FID Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FID Sortino Ratio Rank: 6161
Sortino Ratio Rank
FID Omega Ratio Rank: 5959
Omega Ratio Rank
FID Calmar Ratio Rank: 4747
Calmar Ratio Rank
FID Martin Ratio Rank: 4848
Martin Ratio Rank
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.

SEIE vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select International Equity ETF (SEIE) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


SEIEFIDDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.40

2.26

+0.14

Martin ratioReturn relative to average drawdown

9.22

7.81

+1.41

SEIE vs. FID - Sharpe Ratio Comparison

The current SEIE Sharpe Ratio is 1.97, which is comparable to the FID Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SEIE and FID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SEIE vs. FID - Drawdown Comparison

The maximum SEIE drawdown since its inception was -13.59%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for SEIE and FID.


Loading charts...

Drawdown Indicators


SEIEFIDDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-39.79%

+26.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-8.93%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

0.00%

-3.02%

+3.02%

Average Drawdown

Average peak-to-trough decline

-2.14%

-8.43%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.58%

+0.62%

Volatility

SEIE vs. FID - Volatility Comparison

SEI Select International Equity ETF (SEIE) has a higher volatility of 4.44% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 3.34%. This indicates that SEIE's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEIEFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

3.34%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

8.54%

+4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

10.31%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.05%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

18.93%

-2.45%

SEIE vs. FID - Expense Ratio Comparison

SEIE has a 0.50% expense ratio, which is lower than FID's 0.60% expense ratio.


Dividends

SEIE vs. FID - Dividend Comparison

SEIE's dividend yield for the trailing twelve months is around 2.27%, less than FID's 4.10% yield.


PositionTTM20252024202320222021202020192018
FID
First Trust S&P International Dividend Aristocrats ETF
4.10%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%
SEIE
SEI Select International Equity ETF
2.27%2.29%0.17%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEIE and FID have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEIE has higher volatility (4.44%) compared to FID (3.34%). In terms of maximum drawdown, SEIE dropped -13.59% vs FID's -39.79%.

On 1-year performance, SEIE leads with 29.43% vs 20.11% for FID. On fees, SEIE is cheaper at 0.50% per year. On volatility, FID has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SEIE has performed better with a 29.43% return vs 20.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEIE is cheaper with a 0.50% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.10%, compared with 2.27% for SEIE.

They also come from different issuers: SEI and First Trust. Their fees differ too: 0.50% for SEIE and 0.60% for FID.

SEIE currently has the higher Sharpe Ratio (1.97 vs 1.96), 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.

Portfolio Optimizer

Find the right allocation for SEIE and FID

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

Open Portfolio Optimizer