SEIV vs. BLCV
Compare and contrast key facts about SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Blackrock Large Cap Value ETF (BLCV).
SEIV and BLCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022. BLCV is an actively managed fund by BlackRock. It was launched on May 19, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIV or BLCV.
Key characteristics
| SEIV | BLCV | |
|---|---|---|
| YTD Return | 24.69% | 17.88% |
| 1Y Return | 39.49% | 31.26% |
| Sharpe Ratio | 3.13 | 2.81 |
| Sortino Ratio | 4.20 | 3.96 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 4.78 | 5.91 |
| Martin Ratio | 19.93 | 17.37 |
| Ulcer Index | 1.93% | 1.74% |
| Daily Std Dev | 12.27% | 10.75% |
| Max Drawdown | -18.18% | -9.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SEIV and BLCV is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEIV vs. BLCV - Performance Comparison
In the year-to-date period, SEIV achieves a 24.69% return, which is significantly higher than BLCV's 17.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEIV vs. BLCV - Expense Ratio Comparison
SEIV has a 0.15% expense ratio, which is lower than BLCV's 0.55% expense ratio.
Risk-Adjusted Performance
SEIV vs. BLCV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Blackrock Large Cap Value ETF (BLCV). 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.
Dividends
SEIV vs. BLCV - Dividend Comparison
SEIV's dividend yield for the trailing twelve months is around 1.63%, more than BLCV's 1.47% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.63% | 2.08% | 1.63% |
BLCV Blackrock Large Cap Value ETF | 1.47% | 1.01% | 0.00% |
Drawdowns
SEIV vs. BLCV - Drawdown Comparison
The maximum SEIV drawdown since its inception was -18.18%, which is greater than BLCV's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for SEIV and BLCV. For additional features, visit the drawdowns tool.
Volatility
SEIV vs. BLCV - Volatility Comparison
SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Blackrock Large Cap Value ETF (BLCV) have volatilities of 3.95% and 3.80%, 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.