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SEITX vs. WEUSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEITX vs. WEUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional International Trust International Equity Fund (SEITX) and SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEITX achieves a 10.73% return, which is significantly lower than WEUSX's 13.48% return. Both investments have delivered pretty close results over the past 10 years, with SEITX having a 9.76% annualized return and WEUSX not far ahead at 10.13%.


SEITX

1D
0.42%
1M
3.84%
YTD
10.73%
6M
13.37%
1Y
26.36%
3Y*
20.19%
5Y*
9.73%
10Y*
9.76%

WEUSX

1D
0.58%
1M
5.92%
YTD
13.48%
6M
15.80%
1Y
28.37%
3Y*
19.84%
5Y*
8.37%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEITX vs. WEUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEITX
SEI Institutional International Trust International Equity Fund
10.73%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
13.48%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 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 5, 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

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

SEITX
SEITX Risk / Return Rank: 4141
Overall Rank
SEITX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SEITX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SEITX Omega Ratio Rank: 4141
Omega Ratio Rank
SEITX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SEITX Martin Ratio Rank: 4141
Martin Ratio Rank

WEUSX
WEUSX Risk / Return Rank: 4747
Overall Rank
WEUSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WEUSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
WEUSX Omega Ratio Rank: 4747
Omega Ratio Rank
WEUSX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WEUSX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

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.


SEITXWEUSXDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.52

-0.15

Martin ratioReturn relative to average drawdown

8.82

9.54

-0.72

SEITX vs. WEUSX - Sharpe Ratio Comparison

The current SEITX Sharpe Ratio is 1.91, which is comparable to the WEUSX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SEITX and WEUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEITXWEUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.08

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.44

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.57

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.19

+0.08

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


SEITXWEUSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.55%

0.00%

-0.55%

Average Drawdown

Average peak-to-trough decline

-17.83%

-23.05%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.93%

+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 3.94% and 3.97%, 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


SEITXWEUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

3.97%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

10.90%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

13.52%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

19.29%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

17.97%

-1.47%

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 15.17%, more than WEUSX's 11.04% yield.


PositionTTM20252024202320222021202020192018201720162015
SEITX
SEI Institutional International Trust International Equity Fund
15.17%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
11.04%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 0.93, 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.

WEUSX has higher volatility (3.97%) compared to SEITX (3.94%). In terms of maximum drawdown, SEITX dropped -66.98% vs WEUSX's -67.47%.

WEUSX currently has the higher Sharpe Ratio (2.08 vs 1.91), 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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Find the right allocation for SEITX and WEUSX

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