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SEIE vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEIE vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Select International Equity ETF (SEIE) and JPMorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEIE achieves a 10.20% return, which is significantly lower than JIVE's 15.36% return.


SEIE

1D
-0.88%
1M
0.79%
6M
7.35%
YTD
10.20%
1Y
25.09%
3Y*
5Y*
10Y*

JIVE

1D
-0.85%
1M
-1.06%
6M
11.81%
YTD
15.36%
1Y
36.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIE vs. JIVE - Yearly Performance Comparison


2026 (YTD)20252024
SEIE
SEI Select International Equity ETF
10.20%39.84%-4.80%
JIVE
JPMorgan International Value ETF
15.36%49.80%-4.32%

Correlation

The correlation between SEIE and JIVE is 0.92, 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

0.92

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

0.90

The correlation between SEIE and JIVE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

SEIE vs. JIVE — Risk / Return Rank

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

SEIE
SEIE Risk / Return Rank: 5959
Overall Rank
SEIE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SEIE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SEIE Omega Ratio Rank: 6262
Omega Ratio Rank
SEIE Calmar Ratio Rank: 5151
Calmar Ratio Rank
SEIE Martin Ratio Rank: 5757
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8989
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8282
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8484
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. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select International Equity ETF (SEIE) and JPMorgan International Value ETF (JIVE). 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.


SEIEJIVEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratioReturn relative to maximum drawdown

2.04

3.51

-1.46

Martin ratioReturn relative to average drawdown

7.87

13.18

-5.30

SEIE vs. JIVE - Sharpe Ratio Comparison

The current SEIE Sharpe Ratio is 1.67, which is lower than the JIVE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SEIE and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEIE vs. JIVE - Drawdown Comparison

The maximum SEIE drawdown since its inception was -13.59%, roughly equal to the maximum JIVE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for SEIE and JIVE.


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Drawdown Indicators


SEIEJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-13.79%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-10.57%

-1.76%

Current Drawdown

Current decline from peak

-1.64%

-2.06%

+0.42%

Average Drawdown

Average peak-to-trough decline

-2.10%

-1.95%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.81%

+0.38%

Volatility

SEIE vs. JIVE - Volatility Comparison

The current volatility for SEI Select International Equity ETF (SEIE) is 4.43%, while JPMorgan International Value ETF (JIVE) has a volatility of 5.03%. This indicates that SEIE experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIEJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

5.03%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

13.13%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

15.17%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

15.10%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

15.10%

+1.32%

SEIE vs. JIVE - Expense Ratio Comparison

SEIE has a 0.50% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Dividends

SEIE vs. JIVE - Dividend Comparison

SEIE's dividend yield for the trailing twelve months is around 2.29%, less than JIVE's 2.49% yield.


PositionTTM202520242023
JIVE
JPMorgan International Value ETF
2.49%2.88%2.48%0.74%
SEIE
SEI Select International Equity ETF
2.29%2.29%0.17%0.00%

Frequently Asked Questions


With a correlation of 0.92, SEIE and JIVE 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.

JIVE has higher volatility (5.03%) compared to SEIE (4.43%). In terms of maximum drawdown, SEIE dropped -13.59% vs JIVE's -13.79%.

On 1-year performance, JIVE leads with 36.88% vs 25.09% for SEIE. On fees, SEIE is cheaper at 0.50% per year. On volatility, SEIE has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JIVE has performed better with a 36.88% return vs 25.09%. 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 0.55% for JIVE.

JIVE has the higher dividend yield at 2.49%, compared with 2.29% for SEIE.

They also come from different issuers: SEI and JPMorgan. Their fees differ too: 0.50% for SEIE and 0.55% for JIVE.

JIVE currently has the higher Sharpe Ratio (2.45 vs 1.67), 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

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