SEIQ vs. LGLV

In the year-to-date period, SEIQ achieves a 4.43% return, which is significantly lower than LGLV's 6.06% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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%.

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.

The current SEIQ Sharpe Ratio is 1.06, which is comparable to the LGLV Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SEIQ and LGLV, 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%, less than LGLV's 1.91% yield.

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.

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) have volatilities of 3.71% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.