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SEIQ vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEIQ vs. QIDX - 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 Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEIQ achieves a 6.22% return, which is significantly lower than QIDX's 10.40% return.


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%

QIDX

1D
0.55%
1M
0.29%
6M
6.42%
YTD
10.40%
1Y
14.22%
3Y*
5Y*
10Y*
ALL TIME*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$53.70K$62.72K$42.16K
$2.13M$3.08M$2.14M

SEIQ vs. QIDX - Yearly Performance Comparison


Correlation

The correlation between SEIQ and QIDX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.78

The correlation between SEIQ and QIDX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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Return for Risk

SEIQ vs. QIDX — Risk / Return Rank

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

SEIQ
SEIQ Risk / Return Rank: 3838
Overall Rank
SEIQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SEIQ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SEIQ Omega Ratio Rank: 3737
Omega Ratio Rank
SEIQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
SEIQ Martin Ratio Rank: 4242
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 4949
Overall Rank
QIDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
QIDX Omega Ratio Rank: 4545
Omega Ratio Rank
QIDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QIDX Martin Ratio Rank: 5353
Martin Ratio Rank
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. QIDX - 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 Indexperts Quality Earnings Focused ETF (QIDX). 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.


SEIQQIDXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.19

1.90

-0.71

Martin ratioReturn relative to average drawdown

4.51

6.38

-1.86

SEIQ vs. QIDX - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.00, which is comparable to the QIDX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SEIQ and QIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEIQ vs. QIDX - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, roughly equal to the maximum QIDX drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for SEIQ and QIDX.


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Drawdown Indicators


SEIQQIDXDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-14.99%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-6.92%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Current Drawdown

Current decline from peak

-0.39%

-0.44%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.68%

-2.13%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.06%

+0.49%

Volatility

SEIQ vs. QIDX - Volatility Comparison

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 4.09% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.55%. This indicates that SEIQ's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIQQIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

2.55%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.24%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

11.02%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

14.20%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

14.20%

+0.38%

SEIQ vs. QIDX - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than QIDX's 0.50% expense ratio.


Dividends

SEIQ vs. QIDX - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.90%, more than QIDX's 0.86% yield.


PositionTTM2025202420232022
QIDX
Indexperts Quality Earnings Focused ETF
0.86%0.84%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


SEIQ and QIDX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEIQ has higher volatility (4.09%) compared to QIDX (2.55%). In terms of maximum drawdown, SEIQ dropped -14.87% vs QIDX's -14.99%.

On 1-year performance, QIDX leads with 14.22% vs 13.02% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, QIDX has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QIDX has performed better with a 14.22% return vs 13.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.50% for QIDX.

SEIQ has the higher dividend yield at 0.90%, compared with 0.86% for QIDX.

They also come from different issuers: SEI and Indexperts. Their fees differ too: 0.15% for SEIQ and 0.50% for QIDX.

QIDX currently has the higher Sharpe Ratio (1.20 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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