SEIQ vs. FJUN

Last updated Jun 23, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. SEIQ is actively managed, while FJUN is passively managed. Over the past 3 years, SEIQ returned 12.04%/yr vs 13.60%/yr for FJUN. Their correlation of 0.89 suggests significant overlap in exposure. SEIQ charges 0.15%/yr vs 0.85%/yr for FJUN.

Performance

SEIQ vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIQ achieves a -0.11% return, which is significantly lower than FJUN's 4.84% return.

SEIQ

• 1D: -1.05%
• 1M: -3.40%
• YTD: -0.11%
• 6M: -0.74%
• 1Y: 9.05%
• 3Y*: 12.04%
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

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

SEIQ vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	-0.11%	12.51%	16.15%	22.66%	1.51%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	11.05%	16.38%	22.30%	1.89%

Correlation

The correlation between SEIQ and FJUN is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.89

The correlation between SEIQ and FJUN shifts across timeframes, from 0.77 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

SEIQ vs. FJUN - Sectors Allocation Comparison

Sectors	SEIQ	FJUN
Technology	41.4%	39.0%
Consumer Cyclical	15.0%	9.9%
Industrials	9.8%	7.8%
Consumer Defensive	9.1%	4.5%
Healthcare	8.8%	8.3%
Communication Services	8.2%	10.6%
Financial Services	7.8%	11.1%
Basic Materials	0.9%	1.7%
Energy	-	3.1%
Real Estate	-	1.8%
Utilities	-	2.1%

Return for Risk

SEIQ vs. FJUN — Risk / Return Rank

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

SEIQ

SEIQ Risk / Return Rank: 23
SEIQ Sharpe Ratio Rank: 24
SEIQ Sortino Ratio Rank: 22
SEIQ Omega Ratio Rank: 22
SEIQ Calmar Ratio Rank: 21
SEIQ Martin Ratio Rank: 27

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

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.

SEIQ vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.

	SEIQ	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	0.83	2.54	-1.71
Sortino ratio: Return per unit of downside risk	1.21	3.89	-2.68
Omega ratio: Gain probability vs. loss probability	1.15	1.55	-0.40
Calmar ratio: Return relative to maximum drawdown	0.94	3.44	-2.50
Martin ratio: Return relative to average drawdown	3.64	19.85	-16.21

SEIQ vs. FJUN - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 0.83, which is lower than the FJUN Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SEIQ and FJUN, 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

SEIQ vs. FJUN - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SEIQ and FJUN.

Drawdown Indicators

	SEIQ	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-13.26%	-1.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-4.13%	-5.53%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-13.26%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-3.63%	-0.17%	-3.46%
Average Drawdown Average peak-to-trough decline	-2.72%	-1.66%	-1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	0.72%	+1.77%

Volatility

SEIQ vs. FJUN - Volatility Comparison

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 3.73% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.44%. This indicates that SEIQ's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIQ	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	0.44%	+3.29%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	4.33%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	10.94%	5.61%	+5.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	10.55%	+4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.60%	10.24%	+4.36%

SEIQ vs. FJUN - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

SEIQ vs. FJUN - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.95%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.95%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both SEIQ and FJUN in my portfolio?

SEIQ and FJUN have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIQ or FJUN?

SEIQ has higher volatility (3.73%) compared to FJUN (0.44%). In terms of maximum drawdown, SEIQ dropped -14.87% vs FJUN's -13.26%.

Which ETF is better, SEIQ or FJUN?

On 3-year performance, FJUN leads with 13.60% vs 12.04% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, FJUN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or FJUN?

Over the 3-year period, FJUN has performed better with a 13.60% return vs 12.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or FJUN?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, SEIQ or FJUN?

SEIQ has the higher dividend yield at 0.95%, compared with 0.00% for FJUN.

What is the main difference between SEIQ and FJUN?

They also come from different issuers: SEI and First Trust. Their fees differ too: 0.15% for SEIQ and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.54 vs 0.83), 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.