SEIV vs. AVLV

Last updated Aug 2, 2026

SEIV (SEI QiM U.S. Large Cap Value Active ETF) and AVLV (Avantis U.S. Large Cap Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, SEIV returned 24.62%/yr vs 19.98%/yr for AVLV. Their correlation of 0.92 means they have usually moved in the same direction. Both charge a 0.15% expense ratio.

Performance

SEIV vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI QiM U.S. Large Cap Value Active ETF (SEIV) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIV achieves a 19.61% return, which is significantly lower than AVLV's 22.36% return.

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

AVLV

• 1D: 0.14%
• 1M: 1.46%
• 6M: 14.50%
• YTD: 22.36%
• 1Y: 36.52%
• 3Y*: 19.98%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.77%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVLV Avantis U.S. Large Cap Value ETF	$109.53M	$106.09M	$152.15M
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M

SEIV vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	19.73%	21.90%	-5.02%
AVLV Avantis U.S. Large Cap Value ETF	22.36%	15.12%	17.49%	17.43%	-1.67%

Correlation

The correlation between SEIV and AVLV is 0.86, 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.	0.86
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.92

The correlation between SEIV and AVLV has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

SEIV vs. AVLV - Sectors Allocation Comparison

Sectors	SEIV	AVLV
Financial Services	23.0%	21.5%
Consumer Cyclical	18.5%	14.2%
Healthcare	18.1%	4.4%
Technology	17.0%	16.9%
Communication Services	6.5%	6.7%
Basic Materials	6.1%	1.8%
Consumer Defensive	3.9%	6.2%
Utilities	2.4%	0.4%
Industrials	1.9%	15.3%
Real Estate	1.2%	0.0%
Energy	0.9%	12.7%

Return for Risk

SEIV vs. AVLV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

AVLV

AVLV Risk / Return Rank: 95
AVLV Sharpe Ratio Rank: 95
AVLV Sortino Ratio Rank: 95
AVLV Omega Ratio Rank: 94
AVLV Calmar Ratio Rank: 95
AVLV Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEIV vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI QiM U.S. Large Cap Value Active ETF (SEIV) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	SEIV	AVLV	Difference
Sharpe ratio: Return per unit of total volatility	3.07	2.79	+0.28
Sortino ratio: Return per unit of downside risk	4.18	3.87	+0.30
Omega ratio: Gain probability vs. loss probability	1.55	1.51	+0.04
Calmar ratio: Return relative to maximum drawdown	5.66	5.42	+0.24
Martin ratio: Return relative to average drawdown	21.01	21.95	-0.94

SEIV vs. AVLV - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.07, which is comparable to the AVLV Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of SEIV and AVLV, 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

SEIV vs. AVLV - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum AVLV drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for SEIV and AVLV.

Drawdown Indicators

	SEIV	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-19.50%	+1.32%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-6.39%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-17.71%	-19.50%	+1.79%
Current Drawdown Current decline from peak	-0.83%	-0.15%	-0.68%
Average Drawdown Average peak-to-trough decline	-3.42%	-3.82%	+0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.58%	+0.29%

Volatility

SEIV vs. AVLV - Volatility Comparison

SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a higher volatility of 3.31% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 2.35%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIV	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	2.35%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	8.87%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	12.82%	12.41%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.54%	17.18%	-0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	17.18%	-0.64%

SEIV vs. AVLV - Expense Ratio Comparison

Both SEIV and AVLV 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%.

Dividends

SEIV vs. AVLV - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.44%, more than AVLV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021
AVLV Avantis U.S. Large Cap Value ETF	1.06%	1.33%	1.58%	1.85%	2.00%	0.29%
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	1.51%	1.66%	2.08%	1.63%	0.00%

Frequently Asked Questions

Can I hold both SEIV and AVLV in my portfolio?

SEIV and AVLV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIV or AVLV?

SEIV has higher volatility (3.31%) compared to AVLV (2.35%). In terms of maximum drawdown, SEIV dropped -18.18% vs AVLV's -19.50%.

Which ETF is better, SEIV or AVLV?

On 3-year performance, SEIV leads with 24.62% vs 19.98% for AVLV. Both ETFs have the same 0.15% expense ratio. On volatility, AVLV has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIV or AVLV?

Over the 3-year period, SEIV has performed better with a 24.62% return vs 19.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIV or AVLV?

SEIV and AVLV have the same expense ratio: 0.15% per year.

Which ETF pays a higher dividend yield, SEIV or AVLV?

SEIV has the higher dividend yield at 1.44%, compared with 1.06% for AVLV.

What is the main difference between SEIV and AVLV?

They also come from different issuers: SEI and Avantis.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.07 vs 2.79), 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.