SEIM vs. SAMT

Last updated Jun 24, 2026

SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both exchange-traded funds - SEIM is a Momentum fund actively managed by SEI, while SAMT is a Large Cap Blend Equities fund actively managed by Strategas. Both are actively managed. Over the past 3 years, SEIM returned 29.06%/yr vs 26.92%/yr for SAMT. Their correlation of 0.83 suggests significant overlap in exposure. SEIM charges 0.15%/yr vs 0.66%/yr for SAMT.

Performance

SEIM vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIM achieves a 18.33% return, which is significantly higher than SAMT's 17.16% return.

SEIM

• 1D: -2.24%
• 1M: 2.95%
• YTD: 18.33%
• 6M: 16.44%
• 1Y: 34.90%
• 3Y*: 29.06%
• 5Y*: —
• 10Y*: —

SAMT

• 1D: -2.34%
• 1M: -1.40%
• YTD: 17.16%
• 6M: 15.02%
• 1Y: 34.58%
• 3Y*: 26.92%
• 5Y*: —
• 10Y*: —

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

SEIM vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.33%	20.20%	39.12%	16.25%	-5.62%
SAMT Strategas Macro Thematic Opportunities ETF	17.16%	33.10%	28.15%	1.27%	-5.40%

Correlation

The correlation between SEIM and SAMT is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.83

The correlation between SEIM and SAMT has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

SEIM vs. SAMT - Sectors Allocation Comparison

Sectors	SEIM	SAMT
Technology	29.5%	25.0%
Energy	11.8%	2.8%
Healthcare	9.5%	7.5%
Financial Services	8.1%	5.4%
Consumer Defensive	7.9%	12.1%
Consumer Cyclical	7.2%	5.8%
Real Estate	7.2%	2.8%
Industrials	6.8%	23.3%
Basic Materials	4.7%	2.7%
Communication Services	4.4%	5.7%
Utilities	2.4%	6.9%

Return for Risk

SEIM vs. SAMT — Risk / Return Rank

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

SEIM

SEIM Risk / Return Rank: 68
SEIM Sharpe Ratio Rank: 65
SEIM Sortino Ratio Rank: 62
SEIM Omega Ratio Rank: 62
SEIM Calmar Ratio Rank: 72
SEIM Martin Ratio Rank: 80

SAMT

SAMT Risk / Return Rank: 66
SAMT Sharpe Ratio Rank: 64
SAMT Sortino Ratio Rank: 60
SAMT Omega Ratio Rank: 58
SAMT Calmar Ratio Rank: 83
SAMT Martin Ratio Rank: 67

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.

SEIM vs. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.

	SEIM	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.97	+0.04
Sortino ratio: Return per unit of downside risk	2.72	2.63	+0.09
Omega ratio: Gain probability vs. loss probability	1.35	1.34	+0.02
Calmar ratio: Return relative to maximum drawdown	3.48	4.26	-0.78
Martin ratio: Return relative to average drawdown	14.90	11.48	+3.42

SEIM vs. SAMT - Sharpe Ratio Comparison

The current SEIM Sharpe Ratio is 2.01, which is comparable to the SAMT Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SEIM and SAMT, 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

SEIM vs. SAMT - Drawdown Comparison

The maximum SEIM drawdown since its inception was -22.17%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for SEIM and SAMT.

Drawdown Indicators

	SEIM	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-22.17%	-20.57%	-1.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-8.15%	-1.92%
Max Drawdown (3Y) Largest decline over 3 years	-22.17%	-18.27%	-3.90%
Current Drawdown Current decline from peak	-2.24%	-3.24%	+1.00%
Average Drawdown Average peak-to-trough decline	-3.97%	-7.66%	+3.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	3.02%	-0.67%

Volatility

SEIM vs. SAMT - Volatility Comparison

SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Strategas Macro Thematic Opportunities ETF (SAMT) have volatilities of 7.15% and 7.25%, 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

	SEIM	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.15%	7.25%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	14.49%	13.74%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	17.45%	17.66%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.09%	17.10%	+1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.09%	17.10%	+1.99%

SEIM vs. SAMT - Expense Ratio Comparison

SEIM has a 0.15% expense ratio, which is lower than SAMT's 0.66% expense ratio.

Dividends

SEIM vs. SAMT - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.52%, less than SAMT's 0.60% yield.

Position	TTM	2025	2024	2023	2022
SAMT Strategas Macro Thematic Opportunities ETF	0.60%	0.70%	1.40%	1.49%	0.73%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%

Frequently Asked Questions

Can I hold both SEIM and SAMT in my portfolio?

SEIM and SAMT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIM or SAMT?

SAMT has higher volatility (7.25%) compared to SEIM (7.15%). In terms of maximum drawdown, SEIM dropped -22.17% vs SAMT's -20.57%.

Which ETF is better, SEIM or SAMT?

On 3-year performance, SEIM leads with 29.06% vs 26.92% for SAMT. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 7.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIM or SAMT?

Over the 3-year period, SEIM has performed better with a 29.06% return vs 26.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIM or SAMT?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, SEIM or SAMT?

SAMT has the higher dividend yield at 0.60%, compared with 0.52% for SEIM.

What is the main difference between SEIM and SAMT?

SEIM is categorized as Momentum, while SAMT is Large Cap Blend Equities. They also come from different issuers: SEI and Strategas. Their fees differ too: 0.15% for SEIM and 0.66% for SAMT.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.01 vs 1.97), 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.