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SEIV vs. DVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEIV vs. DVY

Last updated Jun 24, 2026

SEIV (SEI Enhanced US Large Cap Value Factor ETF) and DVY (iShares Select Dividend ETF) are both Large Cap Value Equities funds. SEIV is actively managed, while DVY is passively managed. Over the past 3 years, SEIV returned 25.68%/yr vs 16.40%/yr for DVY. A 0.79 correlation means they provide meaningful diversification when combined. SEIV charges 0.15%/yr vs 0.39%/yr for DVY.

Performance

SEIV vs. DVY - 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 iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEIV achieves a 15.71% return, which is significantly higher than DVY's 11.95% return.

SEIV

1D
-0.31%
1M
2.03%
YTD
15.71%
6M
14.71%
1Y
39.83%
3Y*
25.68%
5Y*
—
10Y*
—

DVY

1D
0.93%
1M
0.67%
YTD
11.95%
6M
11.29%
1Y
22.55%
3Y*
16.40%
5Y*
9.78%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIV vs. DVY - Yearly Performance Comparison

2026 (YTD)2025202420232022
SEIV
SEI Enhanced US Large Cap Value Factor ETF		15.71%27.43%19.73%21.90%-5.02%
DVY
iShares Select Dividend ETF		11.95%11.60%16.24%1.12%-3.48%

Correlation

The correlation between SEIV and DVY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

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

0.79

The correlation between SEIV and DVY shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

SEIV vs. DVY - Sectors Allocation Comparison

Sectors
SEIV
DVY

Technology

37.6%
3.8%

Financial Services

14.0%
25.8%

Communication Services

10.5%
5.3%

Consumer Cyclical

10.1%
10.0%

Healthcare

9.9%
5.1%

Utilities

6.0%
23.8%

Industrials

3.7%
2.1%

Consumer Defensive

3.7%
13.4%

Energy

2.5%
8.2%

Basic Materials

1.6%
2.0%

Real Estate

0.3%

-

Technology

SEIV
37.6%
DVY
3.8%

Financial Services

SEIV
14.0%
DVY
25.8%

Communication Services

SEIV
10.5%
DVY
5.3%

Consumer Cyclical

SEIV
10.1%
DVY
10.0%

Healthcare

SEIV
9.9%
DVY
5.1%

Utilities

SEIV
6.0%
DVY
23.8%

Industrials

SEIV
3.7%
DVY
2.1%

Consumer Defensive

SEIV
3.7%
DVY
13.4%

Energy

SEIV
2.5%
DVY
8.2%

Basic Materials

SEIV
1.6%
DVY
2.0%

Real Estate

SEIV
0.3%
DVY

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SEI Enhanced US Large Cap Value Factor ETF

iShares Select Dividend ETF

Often compared with SEIV:
SEIV vs. CGDVSEIV vs. BLCVSEIV vs. VALQSEIV vs. ULVMSEIV vs. XLFQ.LSEIV vs. VFLOSEIV vs. DIVO
Often compared with DVY:
DVY vs. SCHDDVY vs. HDVDVY vs. VYMDVY vs. DGRODVY vs. VIGDVY vs. SPYDDVY vs. VOO

Return for Risk

SEIV vs. DVY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEIV
SEIV Risk / Return Rank: 9292
Overall Rank
SEIV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SEIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
SEIV Omega Ratio Rank: 9191
Omega Ratio Rank
SEIV Calmar Ratio Rank: 9292
Calmar Ratio Rank
SEIV Martin Ratio Rank: 9393
Martin Ratio Rank
DVY
DVY Risk / Return Rank: 6464
Overall Rank
DVY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 6767
Sortino Ratio Rank
DVY Omega Ratio Rank: 5858
Omega Ratio Rank
DVY Calmar Ratio Rank: 6868
Calmar Ratio Rank
DVY Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEIV vs. DVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Value Factor ETF (SEIV) and iShares Select Dividend ETF (DVY). 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.

SEIVDVYDifference
Sharpe ratioReturn per unit of total volatility
3.14
2.01

+1.12

Sortino ratioReturn per unit of downside risk
4.25
2.93

+1.32

Omega ratioGain probability vs. loss probability

1.56

1.34

+0.22

Calmar ratioReturn relative to maximum drawdown

5.76

3.29

+2.47

Martin ratioReturn relative to average drawdown

22.20

11.48

+10.72

SEIV vs. DVY - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.14, which is higher than the DVY Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SEIV and DVY, 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. DVY - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for SEIV and DVY.

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Drawdown Indicators

SEIVDVYDifference

Max Drawdown

Largest peak-to-trough decline

-18.18%

-62.59%

+44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-6.89%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-16.00%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.54%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.59%

—

Current Drawdown

Current decline from peak

-3.00%

-1.28%

-1.72%

Average Drawdown

Average peak-to-trough decline

-3.47%

-8.77%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.97%

-0.17%

Volatility

SEIV vs. DVY - Volatility Comparison

SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a higher volatility of 4.84% compared to iShares Select Dividend ETF (DVY) at 3.47%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEIVDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

3.47%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

7.79%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

11.28%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

15.15%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

18.02%

-1.34%

SEIV vs. DVY - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than DVY's 0.39% expense ratio.

Dividends

SEIV vs. DVY - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.37%, less than DVY's 3.38% yield.

PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF		3.38%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
SEIV
SEI Enhanced US Large Cap Value Factor ETF		1.37%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 DVY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEIV has higher volatility (4.84%) compared to DVY (3.47%). In terms of maximum drawdown, SEIV dropped -18.18% vs DVY's -62.59%.

On 3-year performance, SEIV leads with 25.68% vs 16.40% for DVY. On fees, SEIV is cheaper at 0.15% per year. On volatility, DVY has been the lower-risk option at 3.47%. 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 25.68% return vs 16.40%. 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 0.39% for DVY.

DVY has the higher dividend yield at 3.38%, compared with 1.37% for SEIV.

They also come from different issuers: SEI and iShares. Their fees differ too: 0.15% for SEIV and 0.39% for DVY.

SEIV currently has the higher Sharpe Ratio (3.14 vs 2.01), 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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