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SEIM vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

SEIM vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.97%
8.88%
SEIM
FTHI

Key characteristics

Sharpe Ratio

SEIM:

2.03

FTHI:

1.89

Sortino Ratio

SEIM:

2.71

FTHI:

2.51

Omega Ratio

SEIM:

1.35

FTHI:

1.39

Calmar Ratio

SEIM:

3.63

FTHI:

2.95

Martin Ratio

SEIM:

11.90

FTHI:

14.22

Ulcer Index

SEIM:

2.84%

FTHI:

1.20%

Daily Std Dev

SEIM:

16.71%

FTHI:

9.07%

Max Drawdown

SEIM:

-14.14%

FTHI:

-32.65%

Current Drawdown

SEIM:

-1.89%

FTHI:

-0.29%

Returns By Period

In the year-to-date period, SEIM achieves a 4.71% return, which is significantly higher than FTHI's 2.47% return.


SEIM

YTD

4.71%

1M

-0.29%

6M

17.97%

1Y

35.95%

5Y*

N/A

10Y*

N/A

FTHI

YTD

2.47%

1M

0.61%

6M

8.88%

1Y

17.54%

5Y*

8.18%

10Y*

7.49%

*Annualized

Compare stocks, funds, or ETFs

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


SEIM vs. FTHI - Expense Ratio Comparison

SEIM has a 0.15% expense ratio, which is lower than FTHI's 0.85% expense ratio.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for SEIM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SEIM vs. FTHI — Risk-Adjusted Performance Rank

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

SEIM
The Risk-Adjusted Performance Rank of SEIM is 8383
Overall Rank
The Sharpe Ratio Rank of SEIM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SEIM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SEIM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SEIM is 8282
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 8181
Overall Rank
The Sharpe Ratio Rank of FTHI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SEIM, currently valued at 2.03, compared to the broader market0.002.004.002.031.89
The chart of Sortino ratio for SEIM, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.712.51
The chart of Omega ratio for SEIM, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.39
The chart of Calmar ratio for SEIM, currently valued at 3.63, compared to the broader market0.005.0010.0015.003.632.95
The chart of Martin ratio for SEIM, currently valued at 11.90, compared to the broader market0.0020.0040.0060.0080.00100.0011.9014.22
SEIM
FTHI

The current SEIM Sharpe Ratio is 2.03, which is comparable to the FTHI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SEIM and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.03
1.89
SEIM
FTHI

Dividends

SEIM vs. FTHI - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.46%, less than FTHI's 7.85% yield.


TTM20242023202220212020201920182017201620152014
SEIM
SEI Enhanced US Large Cap Momentum Factor ETF
0.46%0.48%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
7.85%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.89%
-0.29%
SEIM
FTHI

Volatility

SEIM vs. FTHI - Volatility Comparison

SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 5.71% compared to First Trust BuyWrite Income ETF (FTHI) at 2.03%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.71%
2.03%
SEIM
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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