SEIQ vs. SEIV

Last updated Jun 5, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both exchange-traded funds - SEIQ is a Large Cap Blend Equities fund actively managed by SEI, while SEIV is a Large Cap Value Equities fund actively managed by SEI. Both are actively managed. Over the past 3 years, SEIQ returned 13.93%/yr vs 27.99%/yr for SEIV. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

SEIQ vs. SEIV - 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 Enhanced US Large Cap Value Factor ETF (SEIV). 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 SEIV's 18.23% return.

SEIQ

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

SEIV

• 1D: -0.04%
• 1M: 9.21%
• YTD: 18.23%
• 6M: 21.04%
• 1Y: 45.51%
• 3Y*: 27.99%
• 5Y*: —
• 10Y*: —

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

SEIQ vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	3.52%	12.51%	16.15%	22.66%	1.51%
SEIV SEI Enhanced US Large Cap Value Factor ETF	18.23%	27.43%	19.73%	21.90%	-3.71%

Correlation

The correlation between SEIQ and SEIV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.81

The correlation between SEIQ and SEIV has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

SEIQ vs. SEIV - Sectors Allocation Comparison

Sectors	SEIQ	SEIV
Technology	32.8%	17.0%
Healthcare	20.7%	18.1%
Consumer Defensive	13.1%	3.9%
Financial Services	10.3%	23.0%
Consumer Cyclical	10.0%	18.5%
Industrials	6.7%	3.0%
Communication Services	5.3%	6.5%
Basic Materials	0.9%	5.1%
Energy	-	0.9%
Real Estate	-	1.2%
Utilities	-	2.4%

Return for Risk

SEIQ vs. SEIV — 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

SEIV

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

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. SEIV - 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 Enhanced US Large Cap Value Factor ETF (SEIV). 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	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	1.02	3.67	-2.65
Sortino ratio: Return per unit of downside risk	1.48	4.99	-3.51
Omega ratio: Gain probability vs. loss probability	1.18	1.66	-0.48
Calmar ratio: Return relative to maximum drawdown	1.12	6.58	-5.46
Martin ratio: Return relative to average drawdown	4.41	26.87	-22.46
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. SEIV - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.02, which is lower than the SEIV Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of SEIQ and SEIV, 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	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	3.67	-2.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	1.23	-0.28

Drawdowns

SEIQ vs. SEIV - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for SEIQ and SEIV.

Drawdown Indicators

	SEIQ	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-18.18%	+3.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-6.95%	-2.71%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-17.71%	+3.44%
Current Drawdown Current decline from peak	-0.12%	-0.89%	+0.77%
Average Drawdown Average peak-to-trough decline	-2.73%	-3.47%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	1.70%	+0.76%

Volatility

SEIQ vs. SEIV - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 2.35%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.04%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIQ	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	4.04%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	9.08%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	10.67%	12.48%	-1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.59%	16.67%	-2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	16.67%	-2.08%

SEIQ vs. SEIV - Expense Ratio Comparison

Both SEIQ and SEIV 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. SEIV - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.92%, less than SEIV's 1.34% yield.

Position	TTM	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.92%	0.94%	0.97%	1.08%	0.83%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.34%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both SEIQ and SEIV in my portfolio?

SEIQ and SEIV have a correlation of 0.75, 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 SEIV?

SEIV has higher volatility (4.04%) compared to SEIQ (2.35%). In terms of maximum drawdown, SEIQ dropped -14.87% vs SEIV's -18.18%.

Which ETF is better, SEIQ or SEIV?

On 3-year performance, SEIV leads with 27.99% vs 13.93% for SEIQ. Both ETFs have the same 0.15% expense ratio. On volatility, SEIQ has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or SEIV?

Over the 3-year period, SEIV has performed better with a 27.99% return vs 13.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or SEIV?

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

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

SEIV has the higher dividend yield at 1.34%, compared with 0.92% for SEIQ.

What is the main difference between SEIQ and SEIV?

SEIQ is categorized as Large Cap Blend Equities, while SEIV is Large Cap Value Equities.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.67 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.