SEIQ vs. SRHQ

Last updated Aug 2, 2026

SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) and SRHQ (SRH U.S. Quality ETF) are both Quality Factor funds. SEIQ is actively managed, while SRHQ is passively managed. Over the past 3 years, SEIQ returned 13.11%/yr vs 17.26%/yr for SRHQ. Their 0.77 correlation means they have sometimes moved together and sometimes differently. SEIQ charges 0.15%/yr vs 0.35%/yr for SRHQ.

Performance

SEIQ vs. SRHQ - 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 SRH U.S. Quality ETF (SRHQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIQ achieves a 6.22% return, which is significantly lower than SRHQ's 20.78% 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%

SRHQ

• 1D: -0.33%
• 1M: 1.86%
• 6M: 18.75%
• YTD: 20.78%
• 1Y: 31.30%
• 3Y*: 17.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.88%

*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)
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$2.13M	$3.08M	$2.14M
SRHQ SRH U.S. Quality ETF	$113.47K	$63.13K	$30.03K

SEIQ vs. SRHQ - 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%	3.13%
SRHQ SRH U.S. Quality ETF	20.78%	7.34%	16.49%	21.81%	5.22%

Correlation

The correlation between SEIQ and SRHQ is 0.72, 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.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since Oct 5, 2022	0.77

The correlation between SEIQ and SRHQ has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

SEIQ vs. SRHQ - Sectors Allocation Comparison

Sectors	SEIQ	SRHQ
Technology	34.1%	21.9%
Healthcare	19.4%	21.4%
Consumer Defensive	13.1%	5.2%
Financial Services	10.3%	10.2%
Consumer Cyclical	10.0%	11.3%
Industrials	6.7%	20.4%
Communication Services	5.3%	2.1%
Basic Materials	0.9%	2.7%
Energy	-	1.2%
Real Estate	-	1.2%
Utilities	-	1.2%

Return for Risk

SEIQ vs. SRHQ — Risk / Return Rank

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

SEIQ

SEIQ Risk / Return Rank: 38
SEIQ Sharpe Ratio Rank: 40
SEIQ Sortino Ratio Rank: 39
SEIQ Omega Ratio Rank: 37
SEIQ Calmar Ratio Rank: 35
SEIQ Martin Ratio Rank: 42

SRHQ

SRHQ Risk / Return Rank: 87
SRHQ Sharpe Ratio Rank: 84
SRHQ Sortino Ratio Rank: 84
SRHQ Omega Ratio Rank: 80
SRHQ Calmar Ratio Rank: 93
SRHQ Martin Ratio Rank: 93

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. SRHQ - 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 SRH U.S. Quality ETF (SRHQ). 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	SRHQ	Difference
Sharpe ratio: Return per unit of total volatility	1.00	1.97	-0.98
Sortino ratio: Return per unit of downside risk	1.45	2.80	-1.35
Omega ratio: Gain probability vs. loss probability	1.18	1.34	-0.16
Calmar ratio: Return relative to maximum drawdown	1.19	4.64	-3.45
Martin ratio: Return relative to average drawdown	4.51	16.85	-12.33

SEIQ vs. SRHQ - Sharpe Ratio Comparison

The current SEIQ Sharpe Ratio is 1.00, which is lower than the SRHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SEIQ and SRHQ, 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. SRHQ - Drawdown Comparison

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum SRHQ drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for SEIQ and SRHQ.

Drawdown Indicators

	SEIQ	SRHQ	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-18.50%	+3.63%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-6.31%	-3.35%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-18.50%	+4.23%
Current Drawdown Current decline from peak	-0.39%	-1.47%	+1.08%
Average Drawdown Average peak-to-trough decline	-2.68%	-2.98%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	1.74%	+0.81%

Volatility

SEIQ vs. SRHQ - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) is 4.09%, while SRH U.S. Quality ETF (SRHQ) has a volatility of 4.37%. This indicates that SEIQ experiences smaller price fluctuations and is considered to be less risky than SRHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIQ	SRHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	4.37%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	11.10%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	11.57%	14.90%	-3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	15.96%	-1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.58%	15.96%	-1.38%

SEIQ vs. SRHQ - Expense Ratio Comparison

SEIQ has a 0.15% expense ratio, which is lower than SRHQ's 0.35% expense ratio.

Dividends

SEIQ vs. SRHQ - Dividend Comparison

SEIQ's dividend yield for the trailing twelve months is around 0.90%, more than SRHQ's 0.69% yield.

Position	TTM	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.90%	0.94%	0.97%	1.08%	0.83%
SRHQ SRH U.S. Quality ETF	0.69%	0.76%	0.66%	0.84%	0.27%

Frequently Asked Questions

Can I hold both SEIQ and SRHQ in my portfolio?

SEIQ and SRHQ have a correlation of 0.72, 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 SRHQ?

SRHQ has higher volatility (4.37%) compared to SEIQ (4.09%). In terms of maximum drawdown, SEIQ dropped -14.87% vs SRHQ's -18.50%.

Which ETF is better, SEIQ or SRHQ?

On 3-year performance, SRHQ leads with 17.26% vs 13.11% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, SEIQ has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIQ or SRHQ?

Over the 3-year period, SRHQ has performed better with a 17.26% return vs 13.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIQ or SRHQ?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.35% for SRHQ.

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

SEIQ has the higher dividend yield at 0.90%, compared with 0.69% for SRHQ.

What is the main difference between SEIQ and SRHQ?

They also come from different issuers: SEI and SRH. Their fees differ too: 0.15% for SEIQ and 0.35% for SRHQ.

Which has better risk-adjusted returns?

SRHQ currently has the higher Sharpe Ratio (1.97 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.