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SEIV vs. DEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEIV vs. DEW - 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 WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SEIV having a 19.61% return and DEW slightly lower at 19.31%.


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%

DEW

1D
-0.26%
1M
4.29%
6M
12.79%
YTD
19.31%
1Y
30.52%
3Y*
19.28%
5Y*
12.89%
10Y*
9.75%
ALL TIME*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.14M$632.09K$360.65K
$8.91M$9.09M$6.11M

SEIV vs. DEW - Yearly Performance Comparison


2026 (YTD)2025202420232022
SEIV
SEI QiM U.S. Large Cap Value Active ETF
19.61%27.43%19.73%21.90%-5.02%
DEW
WisdomTree Global High Dividend Fund
19.31%22.39%11.58%9.39%-2.16%

Correlation

The correlation between SEIV and DEW is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (All Time)
Calculated using the full available price history since May 18, 2022

0.79

The correlation between SEIV and DEW shifts across timeframes, from 0.60 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

SEIV vs. DEW - Sectors Allocation Comparison


Sectors
SEIV
DEW

Financial Services

23.0%
25.8%

Consumer Cyclical

18.5%
3.5%

Healthcare

18.1%
10.2%

Technology

17.0%
2.5%

Communication Services

6.5%
4.0%

Basic Materials

6.1%
2.6%

Consumer Defensive

3.9%
8.8%

Utilities

2.4%
11.5%

Industrials

1.9%
5.0%

Real Estate

1.2%
11.7%

Energy

0.9%
14.5%

Financial Services

SEIV
23.0%
DEW
25.8%

Consumer Cyclical

SEIV
18.5%
DEW
3.5%

Healthcare

SEIV
18.1%
DEW
10.2%

Technology

SEIV
17.0%
DEW
2.5%

Communication Services

SEIV
6.5%
DEW
4.0%

Basic Materials

SEIV
6.1%
DEW
2.6%

Consumer Defensive

SEIV
3.9%
DEW
8.8%

Utilities

SEIV
2.4%
DEW
11.5%

Industrials

SEIV
1.9%
DEW
5.0%

Real Estate

SEIV
1.2%
DEW
11.7%

Energy

SEIV
0.9%
DEW
14.5%

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Return for Risk

SEIV vs. DEW — Risk / Return Rank

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

SEIV
SEIV Risk / Return Rank: 9595
Overall Rank
SEIV Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SEIV Sortino Ratio Rank: 9696
Sortino Ratio Rank
SEIV Omega Ratio Rank: 9595
Omega Ratio Rank
SEIV Calmar Ratio Rank: 9595
Calmar Ratio Rank
SEIV Martin Ratio Rank: 9595
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 9595
Overall Rank
DEW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 9696
Sortino Ratio Rank
DEW Omega Ratio Rank: 9696
Omega Ratio Rank
DEW Calmar Ratio Rank: 9494
Calmar Ratio Rank
DEW Martin Ratio Rank: 9595
Martin Ratio Rank
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. DEW - 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 WisdomTree Global High Dividend Fund (DEW). 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.


SEIVDEWDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.55

1.58

-0.03

Calmar ratioReturn relative to maximum drawdown

5.66

4.77

+0.89

Martin ratioReturn relative to average drawdown

21.01

19.32

+1.69

SEIV vs. DEW - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.07, which is comparable to the DEW Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of SEIV and DEW, 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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Drawdowns

SEIV vs. DEW - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for SEIV and DEW.


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Drawdown Indicators


SEIVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-18.18%

-65.55%

+47.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-6.34%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-11.80%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-0.83%

-0.26%

-0.57%

Average Drawdown

Average peak-to-trough decline

-3.42%

-12.34%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.56%

+0.31%

Volatility

SEIV vs. DEW - Volatility Comparison

SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a higher volatility of 3.31% compared to WisdomTree Global High Dividend Fund (DEW) at 2.21%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.21%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

7.24%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

9.55%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

12.90%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.36%

+1.18%

SEIV vs. DEW - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than DEW's 0.58% expense ratio.


Dividends

SEIV vs. DEW - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.44%, less than DEW's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
DEW
WisdomTree Global High Dividend Fund
3.12%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%
SEIV
SEI QiM U.S. Large Cap Value Active ETF
1.44%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 DEW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEIV has higher volatility (3.31%) compared to DEW (2.21%). In terms of maximum drawdown, SEIV dropped -18.18% vs DEW's -65.55%.

On 3-year performance, SEIV leads with 24.62% vs 19.28% for DEW. On fees, SEIV is cheaper at 0.15% per year. On volatility, DEW has been the lower-risk option at 2.21%. 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 24.62% return vs 19.28%. 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 0.58% for DEW.

DEW has the higher dividend yield at 3.12%, compared with 1.44% for SEIV.

They also come from different issuers: SEI and WisdomTree. Their fees differ too: 0.15% for SEIV and 0.58% for DEW.

DEW currently has the higher Sharpe Ratio (3.18 vs 3.07), 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.

Portfolio Optimizer

Find the right allocation for SEIV and DEW

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