SEIM vs. FTHI
Compare and contrast key facts about SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and First Trust BuyWrite Income ETF (FTHI).
SEIM and FTHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIM is an actively managed fund by SEI. It was launched on May 16, 2022. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIM or FTHI.
Key characteristics
| SEIM | FTHI | |
|---|---|---|
| YTD Return | 25.21% | 13.55% |
| 1Y Return | 36.04% | 18.63% |
| Sharpe Ratio | 2.33 | 2.10 |
| Daily Std Dev | 15.34% | 8.81% |
| Max Drawdown | -14.14% | -32.65% |
| Current Drawdown | -0.34% | -0.22% |
Correlation
The correlation between SEIM and FTHI is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEIM vs. FTHI - Performance Comparison
In the year-to-date period, SEIM achieves a 25.21% return, which is significantly higher than FTHI's 13.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEIM vs. FTHI - Expense Ratio Comparison
SEIM has a 0.15% expense ratio, which is lower than FTHI's 0.85% expense ratio.
Risk-Adjusted Performance
SEIM vs. FTHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and First Trust BuyWrite Income ETF (FTHI). 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.
Dividends
SEIM vs. FTHI - Dividend Comparison
SEIM's dividend yield for the trailing twelve months is around 0.47%, less than FTHI's 8.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 0.47% | 0.89% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.46% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% | 3.96% |
Drawdowns
SEIM vs. FTHI - Drawdown Comparison
The maximum SEIM drawdown since its inception was -14.14%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for SEIM and FTHI. For additional features, visit the drawdowns tool.
Volatility
SEIM vs. FTHI - Volatility Comparison
SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 5.00% compared to First Trust BuyWrite Income ETF (FTHI) at 2.44%. This indicates that SEIM's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.