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SEIV vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEIV and DIVO is 0.81, 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. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
38.60%
34.37%
SEIV
DIVO

Key characteristics

Sharpe Ratio

SEIV:

0.71

DIVO:

0.95

Sortino Ratio

SEIV:

1.10

DIVO:

1.41

Omega Ratio

SEIV:

1.16

DIVO:

1.21

Calmar Ratio

SEIV:

0.74

DIVO:

1.09

Martin Ratio

SEIV:

2.98

DIVO:

4.19

Ulcer Index

SEIV:

4.40%

DIVO:

3.16%

Daily Std Dev

SEIV:

18.59%

DIVO:

13.98%

Max Drawdown

SEIV:

-18.18%

DIVO:

-30.04%

Current Drawdown

SEIV:

-6.26%

DIVO:

-3.96%

Returns By Period

In the year-to-date period, SEIV achieves a -1.38% return, which is significantly lower than DIVO's 1.59% return.


SEIV

YTD

-1.38%

1M

11.53%

6M

-0.38%

1Y

10.98%

5Y*

N/A

10Y*

N/A

DIVO

YTD

1.59%

1M

7.78%

6M

2.97%

1Y

11.48%

5Y*

13.99%

10Y*

N/A

*Annualized

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SEIV vs. DIVO - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than DIVO's 0.55% expense ratio.


Risk-Adjusted Performance

SEIV vs. DIVO — Risk-Adjusted Performance Rank

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

SEIV
The Risk-Adjusted Performance Rank of SEIV is 6666
Overall Rank
The Sharpe Ratio Rank of SEIV is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SEIV is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SEIV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SEIV is 6868
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7878
Overall Rank
The Sharpe Ratio Rank of DIVO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEIV vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


The current SEIV Sharpe Ratio is 0.71, which is comparable to the DIVO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SEIV and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.71
0.95
SEIV
DIVO

Dividends

SEIV vs. DIVO - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.88%, less than DIVO's 4.82% yield.


TTM20242023202220212020201920182017
SEIV
SEI Enhanced US Large Cap Value Factor ETF
1.88%1.66%2.08%1.63%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.82%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

SEIV vs. DIVO - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for SEIV and DIVO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.26%
-3.96%
SEIV
DIVO

Volatility

SEIV vs. DIVO - Volatility Comparison

SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a higher volatility of 12.49% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 9.55%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.49%
9.55%
SEIV
DIVO