SEIM vs. SELV

Last updated Jun 4, 2026

SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - SEIM is a Momentum fund actively managed by SEI, while SELV is a Large Cap Blend Equities fund actively managed by SEI. Both are actively managed. Over the past 3 years, SEIM returned 29.67%/yr vs 11.27%/yr for SELV. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

SEIM vs. SELV - 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 Enhanced Low Volatility US Large Cap ETF (SELV). 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 higher than SELV's 1.68% return.

SEIM

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

SELV

• 1D: -0.88%
• 1M: 0.77%
• YTD: 1.68%
• 6M: 2.49%
• 1Y: 7.13%
• 3Y*: 11.27%
• 5Y*: —
• 10Y*: —

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

SEIM vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	39.12%	16.25%	-2.39%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.68%	12.86%	14.71%	6.58%	1.38%

Correlation

The correlation between SEIM and SELV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.63

Over the past year, the correlation between SEIM and SELV has dropped to 0.29 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

SEIM vs. SELV - Sectors Allocation Comparison

Sectors	SEIM	SELV
Technology	29.5%	21.4%
Energy	11.8%	4.3%
Healthcare	9.5%	17.0%
Financial Services	8.1%	4.8%
Consumer Defensive	7.9%	12.3%
Consumer Cyclical	7.2%	4.9%
Real Estate	7.2%	0.1%
Industrials	6.8%	7.5%
Basic Materials	4.7%	2.8%
Communication Services	4.4%	15.8%
Utilities	2.4%	7.6%

Return for Risk

SEIM vs. SELV — 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

SELV

SELV Risk / Return Rank: 24
SELV Sharpe Ratio Rank: 23
SELV Sortino Ratio Rank: 23
SELV Omega Ratio Rank: 21
SELV Calmar Ratio Rank: 26
SELV Martin Ratio Rank: 26

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. SELV - 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 Enhanced Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	2.28	0.81	+1.46
Sortino ratio: Return per unit of downside risk	3.08	1.21	+1.87
Omega ratio: Gain probability vs. loss probability	1.40	1.14	+0.26
Calmar ratio: Return relative to maximum drawdown	3.68	1.21	+2.48
Martin ratio: Return relative to average drawdown	16.18	3.50	+12.68
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. SELV - Sharpe Ratio Comparison

The current SEIM Sharpe Ratio is 2.28, which is higher than the SELV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SEIM and SELV, 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	SELV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	0.81	+1.46
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	0.77	+0.42

Drawdowns

SEIM vs. SELV - Drawdown Comparison

The maximum SEIM drawdown since its inception was -22.17%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for SEIM and SELV.

Drawdown Indicators

	SEIM	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-22.17%	-13.73%	-8.44%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-5.92%	-4.15%
Max Drawdown (3Y) Largest decline over 3 years	-22.17%	-8.94%	-13.23%
Current Drawdown Current decline from peak	-0.33%	-3.17%	+2.84%
Average Drawdown Average peak-to-trough decline	-3.98%	-2.36%	-1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.04%	+0.25%

Volatility

SEIM vs. SELV - Volatility Comparison

SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 4.68% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 2.76%. This indicates that SEIM's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIM	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	2.76%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	13.33%	6.35%	+6.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.28%	8.78%	+7.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	11.85%	+7.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.86%	11.85%	+7.01%

SEIM vs. SELV - Expense Ratio Comparison

Both SEIM and SELV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SEIM vs. SELV - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.52%, less than SELV's 1.76% yield.

Position	TTM	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.76%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SEIM and SELV in my portfolio?

SEIM and SELV have a correlation of 0.29, 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 SELV?

SEIM has higher volatility (4.68%) compared to SELV (2.76%). In terms of maximum drawdown, SEIM dropped -22.17% vs SELV's -13.73%.

Which ETF is better, SEIM or SELV?

On 3-year performance, SEIM leads with 29.67% vs 11.27% for SELV. Both ETFs have the same 0.15% expense ratio. On volatility, SELV has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIM or SELV?

Over the 3-year period, SEIM has performed better with a 29.67% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIM or SELV?

SEIM and SELV have the same expense ratio: 0.15% per year.

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

SELV has the higher dividend yield at 1.76%, compared with 0.52% for SEIM.

What is the main difference between SEIM and SELV?

SEIM is categorized as Momentum, while SELV is Large Cap Blend Equities.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.28 vs 0.81), 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.