SEIQ vs. GARP

In the year-to-date period, SEIQ achieves a 4.43% return, which is significantly higher than GARP's 1.16% return.

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Both SEIQ and GARP 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%.

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and iShares MSCI USA Quality GARP ETF (GARP). 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.

The current SEIQ Sharpe Ratio is 1.06, which is higher than the GARP Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SEIQ and GARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEIQ's dividend yield for the trailing twelve months is around 1.01%, more than GARP's 0.41% yield.

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for SEIQ and GARP.

The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 3.71%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 6.32%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.