SEIM vs. SMOM

Last updated Jul 14, 2026

SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - SEIM is a Momentum fund actively managed by SEI, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. SEIM charges 0.15%/yr vs 0.63%/yr for SMOM.

Performance

SEIM vs. SMOM - 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 Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIM achieves a 17.37% return, which is significantly higher than SMOM's 8.50% return.

SEIM

• 1D: -1.77%
• 1M: -0.38%
• 6M: 13.68%
• YTD: 17.37%
• 1Y: 29.35%
• 3Y*: 27.16%
• 5Y*: —
• 10Y*: —

SMOM

• 1D: 0.07%
• 1M: -0.16%
• 6M: 6.81%
• YTD: 8.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SEIM vs. SMOM - Yearly Performance Comparison

	2026 (YTD)	2025
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	17.37%	4.55%
SMOM Symmetry Panoramic Sector Momentum ETF	8.50%	2.78%

Correlation

The correlation between SEIM and SMOM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.83

Return for Risk

SEIM vs. SMOM — Risk / Return Rank

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

SEIM

SEIM Risk / Return Rank: 67
SEIM Sharpe Ratio Rank: 63
SEIM Sortino Ratio Rank: 61
SEIM Omega Ratio Rank: 60
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 80

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SMOM - 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 Symmetry Panoramic Sector Momentum ETF (SMOM). 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	SMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.65	—	—
Sortino ratio: Return per unit of downside risk	2.27	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.93	—	—
Martin ratio: Return relative to average drawdown	12.15	—	—

Drawdowns

SEIM vs. SMOM - Drawdown Comparison

The maximum SEIM drawdown since its inception was -22.17%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for SEIM and SMOM.

Drawdown Indicators

	SEIM	SMOM	Difference
Max Drawdown Largest peak-to-trough decline	-22.17%	-7.45%	-14.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.17%	—	—
Current Drawdown Current decline from peak	-3.76%	-1.20%	-2.56%
Average Drawdown Average peak-to-trough decline	-3.95%	-1.52%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	SEIM	SMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	12.55%	+5.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.12%	12.55%	+6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.12%	12.55%	+6.57%

SEIM vs. SMOM - Expense Ratio Comparison

SEIM has a 0.15% expense ratio, which is lower than SMOM's 0.63% expense ratio.

Dividends

SEIM vs. SMOM - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.54%, more than SMOM's 0.15% yield.

Position	TTM	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.54%	0.56%	0.48%	0.89%	1.01%
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEIM and SMOM in my portfolio?

SEIM and SMOM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SEIM or SMOM?

On fees, SEIM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SEIM or SMOM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.63% for SMOM.

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

SEIM has the higher dividend yield at 0.54%, compared with 0.15% for SMOM.

What is the main difference between SEIM and SMOM?

SEIM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: SEI and Symmetry Partners. Their fees differ too: 0.15% for SEIM and 0.63% for SMOM.