SEIS vs. SELV

Last updated Jun 23, 2026

SEIS (SEI Select Small Cap ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - SEIS is a Small Cap Blend Equities fund actively managed by SEI, while SELV is a Large Cap Blend Equities fund actively managed by SEI. Both are actively managed. Over the past year, SEIS returned 33.83% vs 5.79% for SELV. A 0.50 correlation means they provide meaningful diversification when combined. SEIS charges 0.55%/yr vs 0.15%/yr for SELV.

Performance

SEIS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Select Small Cap ETF (SEIS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIS achieves a 18.31% return, which is significantly higher than SELV's -0.78% return.

SEIS

• 1D: 1.14%
• 1M: 5.07%
• YTD: 18.31%
• 6M: 14.78%
• 1Y: 33.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: -0.62%
• 1M: -4.10%
• YTD: -0.78%
• 6M: -1.05%
• 1Y: 5.79%
• 3Y*: 9.83%
• 5Y*: —
• 10Y*: —

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

SEIS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIS SEI Select Small Cap ETF	18.31%	9.81%	1.42%
SELV SEI Enhanced Low Volatility US Large Cap ETF	-0.78%	12.86%	-0.62%

Correlation

The correlation between SEIS and SELV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.50

The correlation between SEIS and SELV shifts across timeframes, from 0.38 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SEIS vs. SELV — Risk / Return Rank

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

SEIS

SEIS Risk / Return Rank: 55
SEIS Sharpe Ratio Rank: 53
SEIS Sortino Ratio Rank: 54
SEIS Omega Ratio Rank: 48
SEIS Calmar Ratio Rank: 63
SEIS Martin Ratio Rank: 59

SELV

SELV Risk / Return Rank: 20
SELV Sharpe Ratio Rank: 19
SELV Sortino Ratio Rank: 18
SELV Omega Ratio Rank: 17
SELV Calmar Ratio Rank: 22
SELV Martin Ratio Rank: 22

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. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select Small Cap ETF (SEIS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.75	0.65	+1.10
Sortino ratio: Return per unit of downside risk	2.52	0.97	+1.55
Omega ratio: Gain probability vs. loss probability	1.30	1.11	+0.19
Calmar ratio: Return relative to maximum drawdown	3.04	0.98	+2.06
Martin ratio: Return relative to average drawdown	10.06	2.70	+7.36

SEIS vs. SELV - Sharpe Ratio Comparison

The current SEIS Sharpe Ratio is 1.75, which is higher than the SELV Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SEIS and SELV, 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. SELV - Drawdown Comparison

The maximum SEIS drawdown since its inception was -26.08%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for SEIS and SELV.

Drawdown Indicators

	SEIS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-26.08%	-13.73%	-12.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-5.92%	-5.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	0.00%	-5.51%	+5.51%
Average Drawdown Average peak-to-trough decline	-5.84%	-2.37%	-3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.15%	+1.22%

Volatility

SEIS vs. SELV - Volatility Comparison

SEI Select Small Cap ETF (SEIS) has a higher volatility of 5.70% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 2.91%. This indicates that SEIS's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	2.91%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	14.27%	6.68%	+7.59%
Volatility (1Y) Calculated over the trailing 1-year period	19.41%	8.97%	+10.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.13%	11.89%	+10.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	11.89%	+10.24%

SEIS vs. SELV - Expense Ratio Comparison

SEIS has a 0.55% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

SEIS vs. SELV - Dividend Comparison

SEIS's dividend yield for the trailing twelve months is around 0.36%, less than SELV's 1.80% yield.

Position	TTM	2025	2024	2023	2022
SEIS SEI Select Small Cap ETF	0.36%	0.59%	0.23%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.80%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SEIS and SELV in my portfolio?

SEIS and SELV have a correlation of 0.38, 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 SELV?

SEIS has higher volatility (5.70%) compared to SELV (2.91%). In terms of maximum drawdown, SEIS dropped -26.08% vs SELV's -13.73%.

Which ETF is better, SEIS or SELV?

On 1-year performance, SEIS leads with 33.83% vs 5.79% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIS or SELV?

Over the 1-year period, SEIS has performed better with a 33.83% return vs 5.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.55% for SEIS.

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

SELV has the higher dividend yield at 1.80%, compared with 0.36% for SEIS.

What is the main difference between SEIS and SELV?

SEIS is categorized as Small Cap Blend Equities, while SELV is Large Cap Blend Equities. Their fees differ too: 0.55% for SEIS and 0.15% for SELV.

Which has better risk-adjusted returns?

SEIS currently has the higher Sharpe Ratio (1.75 vs 0.65), 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.