SEIQ vs. USMV

In the year-to-date period, SEIQ achieves a 4.20% return, which is significantly lower than USMV's 5.07% return.

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Both SEIQ and USMV 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%.

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and iShares Edge MSCI Min Vol USA ETF (USMV). 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.

The current SEIQ Sharpe Ratio is 0.98, which is comparable to the USMV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SEIQ and USMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEIQ's dividend yield for the trailing twelve months is around 1.02%, less than USMV's 1.56% yield.

The maximum SEIQ drawdown since its inception was -14.87%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for SEIQ and USMV.

SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) and iShares Edge MSCI Min Vol USA ETF (USMV) have volatilities of 3.72% and 3.58%, 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.