SEITX vs. WEUSX
SEITX (SEI Institutional International Trust International Equity Fund) and WEUSX (SEI Institutional Investments Trust World Equity Ex-US Fund) are both Foreign Large Cap Equities funds from SEI. Over the past 10 years, SEITX returned 10.14%/yr vs 9.94%/yr for WEUSX. Their 0.97 correlation means they have historically moved very closely together. SEITX charges 1.08%/yr vs 0.63%/yr for WEUSX.
Performance
SEITX vs. WEUSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SEITX having a 13.59% return and WEUSX slightly higher at 13.84%. Both investments have delivered pretty close results over the past 10 years, with SEITX having a 10.14% annualized return and WEUSX not far behind at 9.94%.
SEITX
- 1D
- -0.61%
- 1M
- 2.44%
- 6M
- 6.90%
- YTD
- 13.59%
- 1Y
- 28.65%
- 3Y*
- 19.30%
- 5Y*
- 10.66%
- 10Y*
- 10.14%
- ALL TIME*
- 4.78%
WEUSX
- 1D
- -0.13%
- 1M
- 2.07%
- 6M
- 7.27%
- YTD
- 13.84%
- 1Y
- 27.67%
- 3Y*
- 17.67%
- 5Y*
- 9.02%
- 10Y*
- 9.94%
- ALL TIME*
- 3.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SEITX vs. WEUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 13.59% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 13.84% | 29.41% | 7.19% | 16.95% | -16.61% | 7.36% | 14.61% | 23.74% | -16.01% | 29.52% |
Correlation
The correlation between SEITX and WEUSX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | 0.97 |
The correlation between SEITX and WEUSX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
SEITX vs. WEUSX — Risk / Return Rank
SEITX
WEUSX
SEITX vs. WEUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX). 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.
| SEITX | WEUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.41 | +0.14 |
| Martin ratioReturn relative to average drawdown | 9.51 | 9.00 | +0.51 |
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Drawdowns
SEITX vs. WEUSX - Drawdown Comparison
The maximum SEITX drawdown since its inception was -66.98%, roughly equal to the maximum WEUSX drawdown of -67.47%. Use the drawdown chart below to compare losses from any high point for SEITX and WEUSX.
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Drawdown Indicators
| SEITX | WEUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -67.47% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.11% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | -14.22% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -39.17% | +8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -39.17% | +0.98% |
Current DrawdownCurrent decline from peak | -0.61% | -0.13% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -17.75% | -22.87% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.96% | +0.04% |
Volatility
SEITX vs. WEUSX - Volatility Comparison
SEI Institutional International Trust International Equity Fund (SEITX) and SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) have volatilities of 3.95% and 3.81%, 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.
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Volatility by Period
| SEITX | WEUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.81% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.08% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.27% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 19.40% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 17.81% | -1.57% |
SEITX vs. WEUSX - Expense Ratio Comparison
SEITX has a 1.08% expense ratio, which is higher than WEUSX's 0.63% expense ratio.
Dividends
SEITX vs. WEUSX - Dividend Comparison
SEITX's dividend yield for the trailing twelve months is around 14.79%, more than WEUSX's 11.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 14.79% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 11.00% | 12.53% | 4.12% | 2.99% | 5.00% | 23.87% | 1.68% | 2.48% | 5.75% | 2.27% | 2.00% | 2.62% |
Frequently Asked Questions
With a correlation of 0.94, SEITX and WEUSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SEITX has higher volatility (3.95%) compared to WEUSX (3.81%). In terms of maximum drawdown, SEITX dropped -66.98% vs WEUSX's -67.47%.
SEITX currently has the higher Sharpe Ratio (2.01 vs 1.88), 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.
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