SEIQ vs. SEIM

Last updated Aug 6, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and SEIM (SEI QiM U.S. Large Cap Momentum Active ETF) are both exchange-traded funds - SEIQ is a Quality Factor fund actively managed by SEI, while SEIM is a Momentum fund actively managed by SEI. Both are actively managed. Over the past 3 years, SEIQ returned 14.99%/yr vs 28.74%/yr for SEIM. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.15% expense ratio.

Performance

SEIQ vs. SEIM - 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 SEI QiM U.S. Large Cap Momentum Active ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIQ achieves a 8.95% return, which is significantly lower than SEIM's 19.77% return.

SEIQ

• 1D: 0.36%
• 1M: 4.77%
• 6M: 8.79%
• YTD: 8.95%
• 1Y: 16.00%
• 3Y*: 14.99%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.55%

SEIM

• 1D: -0.42%
• 1M: 1.16%
• 6M: 18.97%
• YTD: 19.77%
• 1Y: 29.06%
• 3Y*: 28.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	$5.71M	$6.81M	$5.16M
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$1.93M	$2.99M	$2.13M

SEIQ vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	8.95%	12.51%	16.15%	22.66%	1.51%
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	19.77%	20.20%	39.12%	16.25%	-5.62%

Correlation

The correlation between SEIQ and SEIM is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.48
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.76

Over the past year, the correlation between SEIQ and SEIM has dropped to 0.48 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

SEIQ vs. SEIM - Sectors Allocation Comparison

Sectors	SEIQ	SEIM
Technology	34.1%	29.5%
Healthcare	19.4%	9.5%
Consumer Defensive	13.1%	7.9%
Financial Services	10.3%	8.1%
Consumer Cyclical	10.0%	7.2%
Industrials	6.7%	3.4%
Communication Services	5.3%	4.4%
Basic Materials	0.9%	8.1%
Energy	-	11.8%
Real Estate	-	7.2%
Utilities	-	2.4%

Return for Risk

SEIQ vs. SEIM — Risk / Return Rank

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

SEIQ

SEIQ Risk / Return Rank: 47
SEIQ Sharpe Ratio Rank: 49
SEIQ Sortino Ratio Rank: 49
SEIQ Omega Ratio Rank: 46
SEIQ Calmar Ratio Rank: 41
SEIQ Martin Ratio Rank: 49

SEIM

SEIM Risk / Return Rank: 62
SEIM Sharpe Ratio Rank: 56
SEIM Sortino Ratio Rank: 56
SEIM Omega Ratio Rank: 53
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 74

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. SEIM - 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 SEI QiM U.S. Large Cap Momentum Active ETF (SEIM). 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	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	1.41	1.56	-0.15
Sortino ratio: Return per unit of downside risk	2.02	2.20	-0.18
Omega ratio: Gain probability vs. loss probability	1.25	1.27	-0.03
Calmar ratio: Return relative to maximum drawdown	1.66	2.90	-1.24
Martin ratio: Return relative to average drawdown	6.30	10.49	-4.19

SEIQ vs. SEIM - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.41, which is comparable to the SEIM Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SEIQ and SEIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEIQ vs. SEIM - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for SEIQ and SEIM.

Drawdown Indicators

	SEIQ	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-22.17%	+7.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-10.07%	+0.41%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-22.17%	+7.90%
Current Drawdown Current decline from peak	0.00%	-1.79%	+1.79%
Average Drawdown Average peak-to-trough decline	-2.68%	-3.96%	+1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.78%	-0.23%

Volatility

SEIQ vs. SEIM - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 4.18%, while SEI QiM U.S. Large Cap Momentum Active ETF (SEIM) has a volatility of 6.73%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIQ	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	6.73%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	15.78%	-6.53%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	18.71%	-7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	19.21%	-4.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.58%	19.21%	-4.63%

SEIQ vs. SEIM - Expense Ratio Comparison

Both SEIQ and SEIM 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. SEIM - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.88%, more than SEIM's 0.53% yield.

Position	TTM	2025	2024	2023	2022
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	0.53%	0.56%	0.48%	0.89%	1.01%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.88%	0.94%	0.97%	1.08%	0.83%

Frequently Asked Questions

Can I hold both SEIQ and SEIM in my portfolio?

SEIQ and SEIM have a correlation of 0.48, 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 SEIM?

SEIM has higher volatility (6.73%) compared to SEIQ (4.18%). In terms of maximum drawdown, SEIQ dropped -14.87% vs SEIM's -22.17%.

Which ETF is better, SEIQ or SEIM?

On 3-year performance, SEIM leads with 28.74% vs 14.99% for SEIQ. Both ETFs have the same 0.15% expense ratio. On volatility, SEIQ has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or SEIM?

Over the 3-year period, SEIM has performed better with a 28.74% return vs 14.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or SEIM?

SEIQ and SEIM have the same expense ratio: 0.15% per year.

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

SEIQ has the higher dividend yield at 0.88%, compared with 0.53% for SEIM.

What is the main difference between SEIQ and SEIM?

SEIQ is categorized as Quality Factor, while SEIM is Momentum.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (1.56 vs 1.41), 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.