SEIQ vs. LGLV
Compare and contrast key facts about SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV).
SEIQ and LGLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIQ is an actively managed fund by SEI. It was launched on May 16, 2022. LGLV is a passively managed fund by State Street that tracks the performance of the SSGA US Large Cap Low Volatility (TR). It was launched on Feb 20, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIQ or LGLV.
Correlation
The correlation between SEIQ and LGLV is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEIQ vs. LGLV - Performance Comparison
Key characteristics
SEIQ:
0.88
LGLV:
1.22
SEIQ:
1.31
LGLV:
1.70
SEIQ:
1.19
LGLV:
1.24
SEIQ:
0.97
LGLV:
1.58
SEIQ:
3.98
LGLV:
5.54
SEIQ:
3.46%
LGLV:
2.90%
SEIQ:
15.71%
LGLV:
13.24%
SEIQ:
-14.87%
LGLV:
-36.64%
SEIQ:
-4.94%
LGLV:
-2.86%
Returns By Period
In the year-to-date period, SEIQ achieves a -0.08% return, which is significantly lower than LGLV's 3.84% return.
SEIQ
-0.08%
-0.02%
0.12%
15.34%
N/A
N/A
LGLV
3.84%
-1.88%
2.03%
16.79%
14.56%
11.64%
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SEIQ vs. LGLV - Expense Ratio Comparison
SEIQ has a 0.15% expense ratio, which is higher than LGLV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SEIQ vs. LGLV — Risk-Adjusted Performance Rank
SEIQ
LGLV
SEIQ vs. LGLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). 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.
Dividends
SEIQ vs. LGLV - Dividend Comparison
SEIQ's dividend yield for the trailing twelve months is around 1.06%, less than LGLV's 1.95% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 1.06% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 1.95% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% |
Drawdowns
SEIQ vs. LGLV - Drawdown Comparison
The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for SEIQ and LGLV. For additional features, visit the drawdowns tool.
Volatility
SEIQ vs. LGLV - Volatility Comparison
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 11.08% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 9.17%. This indicates that SEIQ's price experiences larger fluctuations and is considered to be riskier than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.