SEIV vs. COMT
SEIV (SEI QiM U.S. Large Cap Value Active ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SEIV is a Large Cap Value Equities fund actively managed by SEI, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. SEIV is actively managed, while COMT is passively managed. Over the past 3 years, SEIV returned 26.30%/yr vs 10.63%/yr for COMT. Their 0.12 correlation means their historical movements had little consistent relationship. SEIV charges 0.15%/yr vs 0.48%/yr for COMT.
Performance
SEIV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SEIV achieves a 22.65% return, which is significantly lower than COMT's 29.49% return.
SEIV
- 1D
- -0.41%
- 1M
- 4.99%
- 6M
- 19.28%
- YTD
- 22.65%
- 1Y
- 42.91%
- 3Y*
- 26.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.12%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $9.21M | $9.08M | $6.22M |
SEIV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIV SEI QiM U.S. Large Cap Value Active ETF | 22.65% | 27.43% | 19.73% | 21.90% | -5.02% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | -13.43% |
Correlation
The correlation between SEIV and COMT is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.24 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.12 |
The correlation between SEIV and COMT shifts across timeframes, from -0.24 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SEIV vs. COMT — Risk / Return Rank
SEIV
COMT
SEIV vs. COMT - 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 iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.27 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 6.20 | 1.91 | +4.29 |
| Martin ratioReturn relative to average drawdown | 23.01 | 5.84 | +17.18 |
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Drawdowns
SEIV vs. COMT - Drawdown Comparison
The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SEIV and COMT.
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Drawdown Indicators
| SEIV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.18% | -51.89% | +33.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -17.57% | +10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -17.71% | -17.57% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.41% | -11.75% | +11.34% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -23.89% | +20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 5.75% | -3.88% |
Volatility
SEIV vs. COMT - Volatility Comparison
The current volatility for SEI QiM U.S. Large Cap Value Active ETF (SEIV) is 3.85%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that SEIV experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 5.13% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 18.95% | -9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 21.64% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 21.09% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 18.86% | -2.31% |
SEIV vs. COMT - Expense Ratio Comparison
SEIV has a 0.15% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SEIV vs. COMT - Dividend Comparison
SEIV's dividend yield for the trailing twelve months is around 1.41%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SEIV SEI QiM U.S. Large Cap Value Active ETF | 1.41% | 1.51% | 1.66% | 2.08% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEIV and COMT have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.13%) compared to SEIV (3.85%). In terms of maximum drawdown, SEIV dropped -18.18% vs COMT's -51.89%.
On 3-year performance, SEIV leads with 26.30% vs 10.63% for COMT. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SEIV has performed better with a 26.30% return vs 10.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEIV is cheaper with a 0.15% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.98%, compared with 1.41% for SEIV.
SEIV is categorized as Large Cap Value Equities, while COMT is Commodities. They also come from different issuers: SEI and iShares. Their fees differ too: 0.15% for SEIV and 0.48% for COMT.
SEIV currently has the higher Sharpe Ratio (3.38 vs 1.55), 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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