SEIS vs. OUSM

Last updated Jun 24, 2026

SEIS (SEI Select Small Cap ETF) and OUSM (OShares U.S. Small-Cap Quality Dividend ETF) are both Small Cap Blend Equities funds. SEIS is actively managed, while OUSM is passively managed. Over the past year, SEIS returned 31.11% vs 12.02% for OUSM. Their correlation of 0.82 suggests significant overlap in exposure. SEIS charges 0.55%/yr vs 0.48%/yr for OUSM.

Performance

SEIS vs. OUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Select Small Cap ETF (SEIS) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIS achieves a 17.00% return, which is significantly higher than OUSM's 8.17% return.

SEIS

• 1D: -1.11%
• 1M: 3.90%
• YTD: 17.00%
• 6M: 14.13%
• 1Y: 31.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OUSM

• 1D: -0.15%
• 1M: 0.91%
• YTD: 8.17%
• 6M: 6.58%
• 1Y: 12.02%
• 3Y*: 11.94%
• 5Y*: 8.11%
• 10Y*: —

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

SEIS vs. OUSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIS SEI Select Small Cap ETF	17.00%	9.81%	1.42%
OUSM OShares U.S. Small-Cap Quality Dividend ETF	8.17%	2.17%	-1.38%

Correlation

The correlation between SEIS and OUSM is 0.79, 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	0.79
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.82

The correlation between SEIS and OUSM has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

Return for Risk

SEIS vs. OUSM — Risk / Return Rank

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

SEIS

SEIS Risk / Return Rank: 54
SEIS Sharpe Ratio Rank: 51
SEIS Sortino Ratio Rank: 53
SEIS Omega Ratio Rank: 47
SEIS Calmar Ratio Rank: 62
SEIS Martin Ratio Rank: 58

OUSM

OUSM Risk / Return Rank: 27
OUSM Sharpe Ratio Rank: 27
OUSM Sortino Ratio Rank: 28
OUSM Omega Ratio Rank: 25
OUSM Calmar Ratio Rank: 28
OUSM Martin Ratio Rank: 29

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.

SEIS vs. OUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select Small Cap ETF (SEIS) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). 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.

	SEIS	OUSM	Difference
Sharpe ratio: Return per unit of total volatility	1.61	0.92	+0.69
Sortino ratio: Return per unit of downside risk	2.34	1.47	+0.87
Omega ratio: Gain probability vs. loss probability	1.28	1.16	+0.11
Calmar ratio: Return relative to maximum drawdown	2.79	1.31	+1.48
Martin ratio: Return relative to average drawdown	9.25	3.83	+5.42

SEIS vs. OUSM - Sharpe Ratio Comparison

The current SEIS Sharpe Ratio is 1.61, which is higher than the OUSM Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SEIS and OUSM, 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

SEIS vs. OUSM - Drawdown Comparison

The maximum SEIS drawdown since its inception was -26.08%, smaller than the maximum OUSM drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for SEIS and OUSM.

Drawdown Indicators

	SEIS	OUSM	Difference
Max Drawdown Largest peak-to-trough decline	-26.08%	-39.84%	+13.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-9.21%	-1.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.44%	—
Current Drawdown Current decline from peak	-1.11%	-0.50%	-0.61%
Average Drawdown Average peak-to-trough decline	-5.83%	-5.19%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.15%	+0.22%

Volatility

SEIS vs. OUSM - Volatility Comparison

SEI Select Small Cap ETF (SEIS) has a higher volatility of 5.87% compared to OShares U.S. Small-Cap Quality Dividend ETF (OUSM) at 3.31%. This indicates that SEIS's price experiences larger fluctuations and is considered to be riskier than OUSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIS	OUSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	3.31%	+2.56%
Volatility (6M) Calculated over the trailing 6-month period	14.31%	9.33%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	19.41%	13.17%	+6.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.12%	16.28%	+5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.12%	18.91%	+3.21%

SEIS vs. OUSM - Expense Ratio Comparison

SEIS has a 0.55% expense ratio, which is higher than OUSM's 0.48% expense ratio.

Dividends

SEIS vs. OUSM - Dividend Comparison

SEIS's dividend yield for the trailing twelve months is around 0.36%, less than OUSM's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
OUSM OShares U.S. Small-Cap Quality Dividend ETF	2.04%	2.09%	1.62%	1.64%	1.98%	1.55%	2.02%	1.99%	2.63%	2.17%
SEIS SEI Select Small Cap ETF	0.36%	0.59%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEIS and OUSM in my portfolio?

SEIS and OUSM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIS or OUSM?

SEIS has higher volatility (5.87%) compared to OUSM (3.31%). In terms of maximum drawdown, SEIS dropped -26.08% vs OUSM's -39.84%.

Which ETF is better, SEIS or OUSM?

On 1-year performance, SEIS leads with 31.11% vs 12.02% for OUSM. On fees, OUSM is cheaper at 0.48% per year. On volatility, OUSM has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIS or OUSM?

Over the 1-year period, SEIS has performed better with a 31.11% return vs 12.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIS or OUSM?

OUSM is cheaper with a 0.48% expense ratio, compared with 0.55% for SEIS.

Which ETF pays a higher dividend yield, SEIS or OUSM?

OUSM has the higher dividend yield at 2.04%, compared with 0.36% for SEIS.

What is the main difference between SEIS and OUSM?

They also come from different issuers: SEI and O'Shares Investments. Their fees differ too: 0.55% for SEIS and 0.48% for OUSM.

Which has better risk-adjusted returns?

SEIS currently has the higher Sharpe Ratio (1.61 vs 0.92), 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.