SEIE vs. SEIV

Last updated Jun 24, 2026

SEIE (SEI Select International Equity ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both exchange-traded funds - SEIE is a Foreign Large Cap Equities fund actively managed by SEI, while SEIV is a Large Cap Value Equities fund actively managed by SEI. Both are actively managed. Over the past year, SEIE returned 26.00% vs 39.83% for SEIV. A 0.63 correlation means they provide meaningful diversification when combined. SEIE charges 0.50%/yr vs 0.15%/yr for SEIV.

Performance

SEIE vs. SEIV - Performance Comparison

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

Returns By Period

In the year-to-date period, SEIE achieves a 8.76% return, which is significantly lower than SEIV's 15.71% return.

SEIE

• 1D: -1.57%
• 1M: 0.36%
• YTD: 8.76%
• 6M: 8.67%
• 1Y: 26.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: -0.31%
• 1M: 2.03%
• YTD: 15.71%
• 6M: 14.71%
• 1Y: 39.83%
• 3Y*: 25.68%
• 5Y*: —
• 10Y*: —

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

SEIE vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIE SEI Select International Equity ETF	8.76%	39.84%	-4.80%
SEIV SEI Enhanced US Large Cap Value Factor ETF	15.71%	27.43%	0.85%

Correlation

The correlation between SEIE and SEIV is 0.66, 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	0.66
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.63

The correlation between SEIE and SEIV has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

Return for Risk

SEIE vs. SEIV — Risk / Return Rank

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

SEIE

SEIE Risk / Return Rank: 53
SEIE Sharpe Ratio Rank: 56
SEIE Sortino Ratio Rank: 56
SEIE Omega Ratio Rank: 55
SEIE Calmar Ratio Rank: 46
SEIE Martin Ratio Rank: 52

SEIV

SEIV Risk / Return Rank: 92
SEIV Sharpe Ratio Rank: 93
SEIV Sortino Ratio Rank: 92
SEIV Omega Ratio Rank: 91
SEIV Calmar Ratio Rank: 92
SEIV Martin Ratio Rank: 93

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. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select International Equity ETF (SEIE) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). 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.

	SEIE	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	1.73	3.14	-1.41
Sortino ratio: Return per unit of downside risk	2.42	4.25	-1.83
Omega ratio: Gain probability vs. loss probability	1.31	1.56	-0.25
Calmar ratio: Return relative to maximum drawdown	2.12	5.76	-3.64
Martin ratio: Return relative to average drawdown	8.14	22.20	-14.06

SEIE vs. SEIV - Sharpe Ratio Comparison

The current SEIE Sharpe Ratio is 1.73, which is lower than the SEIV Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of SEIE and SEIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEIE vs. SEIV - Drawdown Comparison

The maximum SEIE drawdown since its inception was -13.59%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for SEIE and SEIV.

Drawdown Indicators

	SEIE	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-13.59%	-18.18%	+4.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.95%	-5.38%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	-1.57%	-3.00%	+1.43%
Average Drawdown Average peak-to-trough decline	-2.13%	-3.47%	+1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	1.80%	+1.40%

Volatility

SEIE vs. SEIV - Volatility Comparison

SEI Select International Equity ETF (SEIE) and SEI Enhanced US Large Cap Value Factor ETF (SEIV) have volatilities of 4.74% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIE	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	4.84%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	12.79%	9.64%	+3.15%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	12.77%	+2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	16.68%	-0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	16.68%	-0.17%

SEIE vs. SEIV - Expense Ratio Comparison

SEIE has a 0.50% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

SEIE vs. SEIV - Dividend Comparison

SEIE's dividend yield for the trailing twelve months is around 2.30%, more than SEIV's 1.37% yield.

Position	TTM	2025	2024	2023	2022
SEIE SEI Select International Equity ETF	2.30%	2.29%	0.17%	0.00%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.37%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both SEIE and SEIV in my portfolio?

SEIE and SEIV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIE or SEIV?

SEIV has higher volatility (4.84%) compared to SEIE (4.74%). In terms of maximum drawdown, SEIE dropped -13.59% vs SEIV's -18.18%.

Which ETF is better, SEIE or SEIV?

On 1-year performance, SEIV leads with 39.83% vs 26.00% for SEIE. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIE has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIE or SEIV?

Over the 1-year period, SEIV has performed better with a 39.83% return vs 26.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIE or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.50% for SEIE.

Which ETF pays a higher dividend yield, SEIE or SEIV?

SEIE has the higher dividend yield at 2.30%, compared with 1.37% for SEIV.

What is the main difference between SEIE and SEIV?

SEIE is categorized as Foreign Large Cap Equities, while SEIV is Large Cap Value Equities. Their fees differ too: 0.50% for SEIE and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.14 vs 1.73), 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.