SEIM vs. SEEM

Last updated Jun 4, 2026

SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) and SEEM (SEI Select Emerging Markets Equity ETF) are both exchange-traded funds - SEIM is a Momentum fund actively managed by SEI, while SEEM is a Emerging Markets Diversified fund actively managed by SEI. Both are actively managed. Over the past year, SEIM returned 36.91% vs 61.31% for SEEM. A 0.62 correlation means they provide meaningful diversification when combined. SEIM charges 0.15%/yr vs 0.60%/yr for SEEM.

Performance

SEIM vs. SEEM - 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 SEI Select Emerging Markets Equity ETF (SEEM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIM achieves a 18.91% return, which is significantly lower than SEEM's 31.00% return.

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

SEEM

• 1D: -1.11%
• 1M: 9.98%
• YTD: 31.00%
• 6M: 34.54%
• 1Y: 61.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SEIM vs. SEEM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	5.74%
SEEM SEI Select Emerging Markets Equity ETF	31.00%	38.16%	-6.86%

Correlation

The correlation between SEIM and SEEM is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024	0.62

The correlation between SEIM and SEEM has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

Return for Risk

SEIM vs. SEEM — Risk / Return Rank

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

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

SEEM

SEEM Risk / Return Rank: 87
SEEM Sharpe Ratio Rank: 91
SEEM Sortino Ratio Rank: 87
SEEM Omega Ratio Rank: 89
SEEM Calmar Ratio Rank: 83
SEEM Martin Ratio Rank: 85

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. SEEM - 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 SEI Select Emerging Markets Equity ETF (SEEM). 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.

	SEIM	SEEM	Difference
Sharpe ratio: Return per unit of total volatility	2.28	3.13	-0.85
Sortino ratio: Return per unit of downside risk	3.08	3.94	-0.86
Omega ratio: Gain probability vs. loss probability	1.40	1.56	-0.16
Calmar ratio: Return relative to maximum drawdown	3.68	4.40	-0.72
Martin ratio: Return relative to average drawdown	16.18	17.46	-1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEIM vs. SEEM - Sharpe Ratio Comparison

The current SEIM Sharpe Ratio is 2.28, which is comparable to the SEEM Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of SEIM and SEEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SEIM	SEEM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	3.13	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	1.91	-0.72

Drawdowns

SEIM vs. SEEM - Drawdown Comparison

The maximum SEIM drawdown since its inception was -22.17%, which is greater than SEEM's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for SEIM and SEEM.

Drawdown Indicators

	SEIM	SEEM	Difference
Max Drawdown Largest peak-to-trough decline	-22.17%	-14.34%	-7.83%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-14.01%	+3.94%
Max Drawdown (3Y) Largest decline over 3 years	-22.17%	—	—
Current Drawdown Current decline from peak	-0.33%	-1.11%	+0.78%
Average Drawdown Average peak-to-trough decline	-3.98%	-2.64%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	3.52%	-1.23%

Volatility

SEIM vs. SEEM - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) is 4.68%, while SEI Select Emerging Markets Equity ETF (SEEM) has a volatility of 8.28%. This indicates that SEIM experiences smaller price fluctuations and is considered to be less risky than SEEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIM	SEEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	8.28%	-3.60%
Volatility (6M) Calculated over the trailing 6-month period	13.33%	17.02%	-3.69%
Volatility (1Y) Calculated over the trailing 1-year period	16.28%	19.69%	-3.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	19.80%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.86%	19.80%	-0.94%

SEIM vs. SEEM - Expense Ratio Comparison

SEIM has a 0.15% expense ratio, which is lower than SEEM's 0.60% expense ratio.

Dividends

SEIM vs. SEEM - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.52%, less than SEEM's 2.42% yield.

Position	TTM	2025	2024	2023	2022
SEEM SEI Select Emerging Markets Equity ETF	2.42%	3.31%	0.31%	0.00%	0.00%
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 SEEM in my portfolio?

SEIM and SEEM have a correlation of 0.70, 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 SEEM?

SEEM has higher volatility (8.28%) compared to SEIM (4.68%). In terms of maximum drawdown, SEIM dropped -22.17% vs SEEM's -14.34%.

Which ETF is better, SEIM or SEEM?

On 1-year performance, SEEM leads with 61.31% vs 36.91% for SEIM. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIM or SEEM?

Over the 1-year period, SEEM has performed better with a 61.31% return vs 36.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIM or SEEM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.60% for SEEM.

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

SEEM has the higher dividend yield at 2.42%, compared with 0.52% for SEIM.

What is the main difference between SEIM and SEEM?

SEIM is categorized as Momentum, while SEEM is Emerging Markets Diversified. Their fees differ too: 0.15% for SEIM and 0.60% for SEEM.

Which has better risk-adjusted returns?

SEEM currently has the higher Sharpe Ratio (3.13 vs 2.28), 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.