SEIQ vs. LEND

Last updated Aug 2, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and LEND (SEI High Yield Bond & Alternative Credit ETF) are both exchange-traded funds - SEIQ is a Quality Factor fund actively managed by SEI, while LEND is a High Yield Bonds fund actively managed by SEI. Both are actively managed. Their 0.19 correlation means their historical movements had little consistent relationship. SEIQ charges 0.15%/yr vs 0.65%/yr for LEND.

Performance

SEIQ vs. LEND - 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 SEI High Yield Bond & Alternative Credit ETF (LEND). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SEIQ

• 1D: 0.32%
• 1M: 2.35%
• 6M: 6.00%
• YTD: 6.22%
• 1Y: 13.02%
• 3Y*: 13.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.90%

LEND

• 1D: 0.02%
• 1M: 0.02%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
LEND SEI High Yield Bond & Alternative Credit ETF	$5.84M	$3.67M	$2.39M
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$2.13M	$3.08M	$2.14M

SEIQ vs. LEND - Yearly Performance Comparison

	2026 (YTD)
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	4.82%
LEND SEI High Yield Bond & Alternative Credit ETF	0.22%

Correlation

The correlation between SEIQ and LEND is 0.19, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 18, 2026	0.19

Return for Risk

SEIQ vs. LEND — Risk / Return Rank

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

SEIQ

SEIQ Risk / Return Rank: 38
SEIQ Sharpe Ratio Rank: 40
SEIQ Sortino Ratio Rank: 39
SEIQ Omega Ratio Rank: 37
SEIQ Calmar Ratio Rank: 35
SEIQ Martin Ratio Rank: 42

LEND

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

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. LEND - 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 SEI High Yield Bond & Alternative Credit ETF (LEND). 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	LEND	Difference
Sharpe ratio: Return per unit of total volatility	1.00	—	—
Sortino ratio: Return per unit of downside risk	1.45	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.19	—	—
Martin ratio: Return relative to average drawdown	4.51	—	—

Drawdowns

SEIQ vs. LEND - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, which is greater than LEND's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for SEIQ and LEND.

Drawdown Indicators

	SEIQ	LEND	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-1.00%	-13.87%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.74%	+0.35%
Average Drawdown Average peak-to-trough decline	-2.68%	-0.32%	-2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	—	—

Volatility

Volatility by Period

	SEIQ	LEND	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.57%	3.33%	+8.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	3.33%	+11.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.58%	3.33%	+11.25%

SEIQ vs. LEND - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than LEND's 0.65% expense ratio.

Dividends

SEIQ vs. LEND - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.90%, less than LEND's 0.98% yield.

Position	TTM	2025	2024	2023	2022
LEND SEI High Yield Bond & Alternative Credit ETF	0.98%	0.00%	0.00%	0.00%	0.00%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.90%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both SEIQ and LEND in my portfolio?

SEIQ and LEND have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SEIQ or LEND?

On fees, SEIQ 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, SEIQ or LEND?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.65% for LEND.

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

LEND has the higher dividend yield at 0.98%, compared with 0.90% for SEIQ.

What is the main difference between SEIQ and LEND?

SEIQ is categorized as Quality Factor, while LEND is High Yield Bonds. Their fees differ too: 0.15% for SEIQ and 0.65% for LEND.