SEIQ vs. FTIF

Last updated Aug 6, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both exchange-traded funds - SEIQ is a Quality Factor fund actively managed by SEI, while FTIF is a Large Cap Blend Equities fund tracking the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. SEIQ is actively managed, while FTIF is passively managed. Over the past 3 years, SEIQ returned 14.99%/yr vs 10.79%/yr for FTIF. Their 0.44 correlation means their historical movements had little consistent relationship. SEIQ charges 0.15%/yr vs 0.60%/yr for FTIF.

Performance

SEIQ vs. FTIF - 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 Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIQ achieves a 8.95% return, which is significantly lower than FTIF's 22.67% return.

SEIQ

• 1D: 0.36%
• 1M: 4.77%
• 6M: 8.79%
• YTD: 8.95%
• 1Y: 16.00%
• 3Y*: 14.99%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.55%

FTIF

• 1D: -1.04%
• 1M: 3.09%
• 6M: 8.80%
• YTD: 22.67%
• 1Y: 30.93%
• 3Y*: 10.79%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.52%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$67.49K	$76.24K	$51.93K
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$1.93M	$2.99M	$2.13M

SEIQ vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	8.95%	12.51%	16.15%	20.62%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	22.67%	7.79%	0.50%	12.31%

Correlation

The correlation between SEIQ and FTIF is 0.20, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.20
Correlation (3Y) Balances recent behavior with more history.	0.43
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.44

Over the past year, the correlation between SEIQ and FTIF has dropped to 0.20 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

SEIQ vs. FTIF - Sectors Allocation Comparison

Sectors	SEIQ	FTIF
Technology	34.1%	4.4%
Healthcare	19.4%	-
Consumer Defensive	13.1%	-
Financial Services	10.3%	-
Consumer Cyclical	10.0%	4.0%
Industrials	6.7%	18.2%
Communication Services	5.3%	-
Basic Materials	0.9%	20.6%
Energy	-	39.0%
Real Estate	-	13.8%
Utilities	-	-

Return for Risk

SEIQ vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEIQ

SEIQ Risk / Return Rank: 47
SEIQ Sharpe Ratio Rank: 49
SEIQ Sortino Ratio Rank: 49
SEIQ Omega Ratio Rank: 46
SEIQ Calmar Ratio Rank: 41
SEIQ Martin Ratio Rank: 49

FTIF

FTIF Risk / Return Rank: 84
FTIF Sharpe Ratio Rank: 82
FTIF Sortino Ratio Rank: 81
FTIF Omega Ratio Rank: 77
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEIQ vs. FTIF - 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 Bloomberg Inflation Sensitive Equity ETF (FTIF). 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	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.41	2.09	-0.68
Sortino ratio: Return per unit of downside risk	2.02	2.92	-0.90
Omega ratio: Gain probability vs. loss probability	1.25	1.36	-0.11
Calmar ratio: Return relative to maximum drawdown	1.66	4.90	-3.24
Martin ratio: Return relative to average drawdown	6.30	14.17	-7.88

SEIQ vs. FTIF - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.41, which is lower than the FTIF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SEIQ and FTIF, 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. FTIF - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SEIQ and FTIF.

Drawdown Indicators

	SEIQ	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-27.83%	+12.96%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-6.34%	-3.32%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-27.83%	+13.56%
Current Drawdown Current decline from peak	0.00%	-2.98%	+2.98%
Average Drawdown Average peak-to-trough decline	-2.68%	-5.89%	+3.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.19%	+0.36%

Volatility

SEIQ vs. FTIF - Volatility Comparison

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 4.18% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 3.03%. This indicates that SEIQ's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIQ	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	3.03%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	10.39%	-1.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	14.85%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	18.70%	-4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.58%	18.70%	-4.12%

SEIQ vs. FTIF - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

SEIQ vs. FTIF - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.88%, less than FTIF's 1.09% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.09%	1.45%	2.88%	1.55%	0.00%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.88%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both SEIQ and FTIF in my portfolio?

SEIQ and FTIF have a correlation of 0.20, 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 FTIF?

SEIQ has higher volatility (4.18%) compared to FTIF (3.03%). In terms of maximum drawdown, SEIQ dropped -14.87% vs FTIF's -27.83%.

Which ETF is better, SEIQ or FTIF?

On 3-year performance, SEIQ leads with 14.99% vs 10.79% for FTIF. On fees, SEIQ is cheaper at 0.15% per year. On volatility, FTIF has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or FTIF?

Over the 3-year period, SEIQ has performed better with a 14.99% return vs 10.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or FTIF?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.09%, compared with 0.88% for SEIQ.

What is the main difference between SEIQ and FTIF?

SEIQ is categorized as Quality Factor, while FTIF is Large Cap Blend Equities. They also come from different issuers: SEI and First Trust. Their fees differ too: 0.15% for SEIQ and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.09 vs 1.41), 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.