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SEIQ vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEIQ vs. FTAG - 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 First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEIQ achieves a 3.52% return, which is significantly lower than FTAG's 8.59% return.


SEIQ

1D
0.69%
1M
4.07%
YTD
3.52%
6M
4.51%
1Y
10.82%
3Y*
13.93%
5Y*
10Y*

FTAG

1D
-1.95%
1M
-5.52%
YTD
8.59%
6M
10.31%
1Y
11.54%
3Y*
4.49%
5Y*
0.27%
10Y*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIQ vs. FTAG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SEIQ
SEI Enhanced US Large Cap Quality Factor ETF
3.52%12.51%16.15%22.66%1.51%
FTAG
First Trust Indxx Global Agriculture ETF
8.59%14.82%-6.72%-7.28%-8.54%

Correlation

The correlation between SEIQ and FTAG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 19, 2022

0.49

The correlation between SEIQ and FTAG shifts across timeframes, from 0.36 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

SEIQ vs. FTAG - Sectors Allocation Comparison


Sectors
SEIQ
FTAG

Technology

32.8%

-

Healthcare

20.7%
7.8%

Consumer Defensive

13.1%
8.4%

Financial Services

10.3%

-

Consumer Cyclical

10.0%
4.2%

Industrials

6.7%
24.1%

Communication Services

5.3%

-

Basic Materials

0.9%
55.5%

Energy

-

-

Real Estate

-

-

Utilities

-

-

Technology

SEIQ
32.8%
FTAG

-

Healthcare

SEIQ
20.7%
FTAG
7.8%

Consumer Defensive

SEIQ
13.1%
FTAG
8.4%

Financial Services

SEIQ
10.3%
FTAG

-

Consumer Cyclical

SEIQ
10.0%
FTAG
4.2%

Industrials

SEIQ
6.7%
FTAG
24.1%

Communication Services

SEIQ
5.3%
FTAG

-

Basic Materials

SEIQ
0.9%
FTAG
55.5%

Energy

SEIQ

-

FTAG

-

Real Estate

SEIQ

-

FTAG

-

Utilities

SEIQ

-

FTAG

-

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Return for Risk

SEIQ vs. FTAG — Risk / Return Rank

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

SEIQ
SEIQ Risk / Return Rank: 2828
Overall Rank
SEIQ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SEIQ Sortino Ratio Rank: 2828
Sortino Ratio Rank
SEIQ Omega Ratio Rank: 2727
Omega Ratio Rank
SEIQ Calmar Ratio Rank: 2424
Calmar Ratio Rank
SEIQ Martin Ratio Rank: 3131
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 2424
Overall Rank
FTAG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 2424
Sortino Ratio Rank
FTAG Omega Ratio Rank: 2323
Omega Ratio Rank
FTAG Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTAG Martin Ratio Rank: 2424
Martin Ratio Rank
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. FTAG - 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 First Trust Indxx Global Agriculture ETF (FTAG). 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.


SEIQFTAGDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.12

1.25

-0.13

Martin ratioReturn relative to average drawdown

4.41

3.07

+1.34

SEIQ vs. FTAG - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.02, which is comparable to the FTAG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SEIQ and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEIQFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.82

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

-0.34

+1.28

Drawdowns

SEIQ vs. FTAG - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for SEIQ and FTAG.


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Drawdown Indicators


SEIQFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-90.89%

+76.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-9.25%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-21.87%

+7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-0.12%

-79.00%

+78.88%

Average Drawdown

Average peak-to-trough decline

-2.73%

-71.25%

+68.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.77%

-1.31%

Volatility

SEIQ vs. FTAG - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 2.35%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 3.58%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIQFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

3.58%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

10.73%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

14.07%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

17.40%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

19.67%

-5.08%

SEIQ vs. FTAG - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Dividends

SEIQ vs. FTAG - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.92%, less than FTAG's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
FTAG
First Trust Indxx Global Agriculture ETF
1.40%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%
SEIQ
SEI Enhanced US Large Cap Quality Factor ETF
0.92%0.94%0.97%1.08%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEIQ and FTAG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAG has higher volatility (3.58%) compared to SEIQ (2.35%). In terms of maximum drawdown, SEIQ dropped -14.87% vs FTAG's -90.89%.

On 3-year performance, SEIQ leads with 13.93% vs 4.49% for FTAG. On fees, SEIQ is cheaper at 0.15% per year. On volatility, SEIQ has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SEIQ has performed better with a 13.93% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.70% for FTAG.

FTAG has the higher dividend yield at 1.40%, compared with 0.92% for SEIQ.

They also come from different issuers: SEI and First Trust. Their fees differ too: 0.15% for SEIQ and 0.70% for FTAG.

SEIQ currently has the higher Sharpe Ratio (1.02 vs 0.82), 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.

Portfolio Optimizer

Find the right allocation for SEIQ and FTAG

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