SEIQ vs. RSSY

Last updated Jun 5, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, SEIQ returned 10.82% vs 49.01% for RSSY. A 0.53 correlation means they provide meaningful diversification when combined. SEIQ charges 0.15%/yr vs 1.04%/yr for RSSY.

Performance

SEIQ vs. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIQ achieves a 3.52% return, which is significantly lower than RSSY's 33.31% return.

SEIQ

• 1D: 0.69%
• 1M: 4.07%
• YTD: 3.52%
• 6M: 4.51%
• 1Y: 10.82%
• 3Y*: 13.93%
• 5Y*: —
• 10Y*: —

RSSY

• 1D: 0.65%
• 1M: 1.97%
• YTD: 33.31%
• 6M: 28.93%
• 1Y: 49.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIQ vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	3.52%	12.51%	10.82%
RSSY Return Stacked US Stocks & Futures Yield ETF	33.31%	-3.52%	1.10%

Correlation

The correlation between SEIQ and RSSY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.53

The correlation between SEIQ and RSSY shifts across timeframes, from 0.42 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SEIQ vs. RSSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEIQ

SEIQ Risk / Return Rank: 28
SEIQ Sharpe Ratio Rank: 29
SEIQ Sortino Ratio Rank: 28
SEIQ Omega Ratio Rank: 27
SEIQ Calmar Ratio Rank: 24
SEIQ Martin Ratio Rank: 31

RSSY

RSSY Risk / Return Rank: 94
RSSY Sharpe Ratio Rank: 95
RSSY Sortino Ratio Rank: 94
RSSY Omega Ratio Rank: 94
RSSY Calmar Ratio Rank: 93
RSSY Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEIQ vs. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). 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	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	1.02	3.72	-2.70
Sortino ratio: Return per unit of downside risk	1.48	4.87	-3.39
Omega ratio: Gain probability vs. loss probability	1.18	1.67	-0.49
Calmar ratio: Return relative to maximum drawdown	1.12	6.69	-5.57
Martin ratio: Return relative to average drawdown	4.41	22.96	-18.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEIQ vs. RSSY - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.02, which is lower than the RSSY Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of SEIQ and RSSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SEIQ	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	3.72	-2.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.76	+0.18

Drawdowns

SEIQ vs. RSSY - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for SEIQ and RSSY.

Drawdown Indicators

	SEIQ	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-29.57%	+14.70%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-7.36%	-2.30%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	—	—
Current Drawdown Current decline from peak	-0.12%	0.00%	-0.12%
Average Drawdown Average peak-to-trough decline	-2.73%	-7.35%	+4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	2.14%	+0.32%

Volatility

SEIQ vs. RSSY - Volatility Comparison

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and Return Stacked US Stocks & Futures Yield ETF (RSSY) have volatilities of 2.35% and 2.34%, 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.

Volatility by Period

	SEIQ	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	2.34%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	9.93%	-1.90%
Volatility (1Y) Calculated over the trailing 1-year period	10.67%	13.25%	-2.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.59%	18.34%	-3.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	18.34%	-3.75%

SEIQ vs. RSSY - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

SEIQ vs. RSSY - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.92%, less than RSSY's 1.53% yield.

Position	TTM	2025	2024	2023	2022
RSSY Return Stacked US Stocks & Futures Yield ETF	1.53%	2.04%	0.00%	0.00%	0.00%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.92%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both SEIQ and RSSY in my portfolio?

SEIQ and RSSY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIQ or RSSY?

SEIQ has higher volatility (2.35%) compared to RSSY (2.34%). In terms of maximum drawdown, SEIQ dropped -14.87% vs RSSY's -29.57%.

Which ETF is better, SEIQ or RSSY?

On 1-year performance, RSSY leads with 49.01% vs 10.82% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or RSSY?

Over the 1-year period, RSSY has performed better with a 49.01% return vs 10.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or RSSY?

SEIQ is cheaper with a 0.15% expense ratio, compared with 1.04% for RSSY.

Which ETF pays a higher dividend yield, SEIQ or RSSY?

RSSY has the higher dividend yield at 1.53%, compared with 0.92% for SEIQ.

What is the main difference between SEIQ and RSSY?

They also come from different issuers: SEI and Return Stacked. Their fees differ too: 0.15% for SEIQ and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.72 vs 1.02), 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.