SEIQ vs. QUAL
SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and QUAL (iShares MSCI USA Quality Factor ETF) are both Quality Factor funds. SEIQ is actively managed, while QUAL is passively managed. Over the past 3 years, SEIQ returned 13.11%/yr vs 17.38%/yr for QUAL. Their correlation of 0.91 means they have usually moved in the same direction. Both charge a 0.15% expense ratio.
Performance
SEIQ vs. QUAL - Performance Comparison
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Returns By Period
In the year-to-date period, SEIQ achieves a 6.22% return, which is significantly lower than QUAL's 10.86% 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%
QUAL
- 1D
- 0.18%
- 1M
- 0.41%
- 6M
- 8.77%
- YTD
- 10.86%
- 1Y
- 21.43%
- 3Y*
- 17.38%
- 5Y*
- 11.11%
- 10Y*
- 14.15%
- ALL TIME*
- 13.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $216.39M | $244.32M | $382.94M | |
| $2.13M | $3.08M | $2.14M |
SEIQ vs. QUAL - 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% |
QUAL iShares MSCI USA Quality Factor ETF | 10.86% | 12.65% | 22.29% | 30.88% | -5.45% |
Correlation
The correlation between SEIQ and QUAL is 0.79, 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. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.91 |
The correlation between SEIQ and QUAL shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
SEIQ vs. QUAL - Sectors Allocation Comparison
Sectors
SEIQ
QUAL
Technology
Healthcare
Consumer Defensive
Financial Services
Consumer Cyclical
Industrials
Communication Services
Basic Materials
Energy
-
Real Estate
-
Utilities
-
Technology
SEIQ
QUAL
Healthcare
SEIQ
QUAL
Consumer Defensive
SEIQ
QUAL
Financial Services
SEIQ
QUAL
Consumer Cyclical
SEIQ
QUAL
Industrials
SEIQ
QUAL
Communication Services
SEIQ
QUAL
Basic Materials
SEIQ
QUAL
Energy
SEIQ
-
QUAL
Real Estate
SEIQ
-
QUAL
Utilities
SEIQ
-
QUAL
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Return for Risk
SEIQ vs. QUAL — Risk / Return Rank
SEIQ
QUAL
SEIQ vs. QUAL - 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 iShares MSCI USA Quality Factor ETF (QUAL). 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 | QUAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.25 | -1.06 |
| Martin ratioReturn relative to average drawdown | 4.51 | 10.08 | -5.56 |
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Drawdowns
SEIQ vs. QUAL - Drawdown Comparison
The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for SEIQ and QUAL.
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Drawdown Indicators
| SEIQ | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -34.06% | +19.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -9.03% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -18.00% | +3.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.61% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -4.07% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.01% | +0.54% |
Volatility
SEIQ vs. QUAL - Volatility Comparison
SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a higher volatility of 4.09% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.88%. This indicates that SEIQ's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIQ | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 2.88% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 9.72% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 12.33% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.38% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 18.09% | -3.51% |
SEIQ vs. QUAL - Expense Ratio Comparison
Both SEIQ and QUAL have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SEIQ vs. QUAL - Dividend Comparison
SEIQ's dividend yield for the trailing twelve months is around 0.90%, more than QUAL's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 0.86% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
SEIQ SEI Enhanced US Large Cap Quality Factor ETF | 0.90% | 0.94% | 0.97% | 1.08% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEIQ and QUAL have a correlation of 0.79, 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 QUAL (2.88%). In terms of maximum drawdown, SEIQ dropped -14.87% vs QUAL's -34.06%.
On 3-year performance, QUAL leads with 17.38% vs 13.11% for SEIQ. Both ETFs have the same 0.15% expense ratio. On volatility, QUAL has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QUAL has performed better with a 17.38% return vs 13.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEIQ and QUAL have the same expense ratio: 0.15% per year.
SEIQ has the higher dividend yield at 0.90%, compared with 0.86% for QUAL.
They also come from different issuers: SEI and iShares.
QUAL currently has the higher Sharpe Ratio (1.65 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.
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