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.
Performance
SEIQ vs. LGLV - Performance Comparison
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SEIQ vs. LGLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | -6.22% | 12.51% | 16.15% | 22.66% | 1.51% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.28% | 8.37% | 16.22% | 9.19% | 3.79% |
Returns By Period
In the year-to-date period, SEIQ achieves a -6.22% return, which is significantly lower than LGLV's 2.28% return.
SEIQ
- 1D
- 0.27%
- 1M
- -5.97%
- YTD
- -6.22%
- 6M
- -5.09%
- 1Y
- 5.36%
- 3Y*
- 11.50%
- 5Y*
- —
- 10Y*
- —
LGLV
- 1D
- 0.28%
- 1M
- -5.25%
- YTD
- 2.28%
- 6M
- 1.83%
- 1Y
- 4.62%
- 3Y*
- 11.56%
- 5Y*
- 9.31%
- 10Y*
- 11.27%
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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%.
Return for Risk
SEIQ vs. LGLV — Risk / Return Rank
SEIQ
LGLV
SEIQ vs. LGLV - 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 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.
| SEIQ | LGLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.36 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.63 | 0.59 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.08 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.49 | +0.05 |
Martin ratioReturn relative to average drawdown | 2.17 | 2.04 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEIQ | LGLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.36 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.78 | +0.01 |
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.
Dividends
SEIQ vs. LGLV - Dividend Comparison
SEIQ's dividend yield for the trailing twelve months is around 1.00%, less than LGLV's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 1.00% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.01% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
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.
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Drawdown Indicators
| SEIQ | LGLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -36.64% | +21.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -9.65% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.64% | — |
Current DrawdownCurrent decline from peak | -7.33% | -5.25% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -2.77% | -3.19% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.33% | +0.24% |
Volatility
SEIQ vs. LGLV - Volatility Comparison
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 4.47% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.12%. 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.
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Volatility by Period
| SEIQ | LGLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.12% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 6.61% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 12.73% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 12.92% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 16.10% | -1.38% |