SEIV vs. ROE

Last updated Jun 24, 2026

SEIV (SEI Enhanced US Large Cap Value Factor ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, SEIV returned 39.83% vs 35.20% for ROE. Their correlation of 0.90 suggests significant overlap in exposure. SEIV charges 0.15%/yr vs 0.49%/yr for ROE.

Performance

SEIV vs. ROE - 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 Astoria US Equal Weight Quality Kings ETF (ROE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIV achieves a 15.71% return, which is significantly lower than ROE's 19.29% return.

SEIV

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

ROE

• 1D: -2.17%
• 1M: 2.62%
• YTD: 19.29%
• 6M: 17.72%
• 1Y: 35.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEIV vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SEIV SEI Enhanced US Large Cap Value Factor ETF	15.71%	27.43%	19.73%	5.88%
ROE Astoria US Equal Weight Quality Kings ETF	19.29%	17.20%	18.34%	4.31%

Correlation

The correlation between SEIV and ROE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.90

The correlation between SEIV and ROE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

SEIV vs. ROE - Sectors Allocation Comparison

Sectors	SEIV	ROE
Technology	37.6%	40.3%
Financial Services	14.0%	10.6%
Communication Services	10.5%	10.4%
Consumer Cyclical	10.1%	8.9%
Healthcare	9.9%	8.1%
Utilities	6.0%	2.0%
Industrials	3.7%	8.7%
Consumer Defensive	3.7%	4.3%
Energy	2.5%	3.3%
Basic Materials	1.6%	1.7%
Real Estate	0.3%	1.8%

Return for Risk

SEIV vs. ROE — Risk / Return Rank

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

SEIV

SEIV Risk / Return Rank: 92
SEIV Sharpe Ratio Rank: 93
SEIV Sortino Ratio Rank: 92
SEIV Omega Ratio Rank: 91
SEIV Calmar Ratio Rank: 92
SEIV Martin Ratio Rank: 93

ROE

ROE Risk / Return Rank: 81
ROE Sharpe Ratio Rank: 80
ROE Sortino Ratio Rank: 77
ROE Omega Ratio Rank: 77
ROE Calmar Ratio Rank: 82
ROE Martin Ratio Rank: 88

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. ROE - 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 Astoria US Equal Weight Quality Kings ETF (ROE). 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	ROE	Difference
Sharpe ratio: Return per unit of total volatility	3.14	2.39	+0.75
Sortino ratio: Return per unit of downside risk	4.25	3.17	+1.07
Omega ratio: Gain probability vs. loss probability	1.56	1.42	+0.14
Calmar ratio: Return relative to maximum drawdown	5.76	4.09	+1.67
Martin ratio: Return relative to average drawdown	22.20	17.99	+4.21

SEIV vs. ROE - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.14, which is higher than the ROE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SEIV and ROE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEIV vs. ROE - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, roughly equal to the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for SEIV and ROE.

Drawdown Indicators

	SEIV	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-19.10%	+0.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-8.66%	+1.71%
Max Drawdown (3Y) Largest decline over 3 years	-17.71%	—	—
Current Drawdown Current decline from peak	-3.00%	-2.17%	-0.83%
Average Drawdown Average peak-to-trough decline	-3.47%	-2.57%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.96%	-0.16%

Volatility

SEIV vs. ROE - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Value Factor ETF (SEIV) is 4.84%, while Astoria US Equal Weight Quality Kings ETF (ROE) has a volatility of 6.40%. This indicates that SEIV experiences smaller price fluctuations and is considered to be less risky than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIV	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	6.40%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	11.76%	-2.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	14.84%	-2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	15.99%	+0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	15.99%	+0.69%

SEIV vs. ROE - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than ROE's 0.49% expense ratio.

Dividends

SEIV vs. ROE - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.37%, more than ROE's 0.95% yield.

Position	TTM	2025	2024	2023	2022
ROE Astoria US Equal Weight Quality Kings ETF	0.95%	0.97%	1.18%	0.68%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.37%	1.51%	1.66%	2.08%	1.63%

Frequently Asked Questions

Can I hold both SEIV and ROE in my portfolio?

SEIV and ROE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIV or ROE?

ROE has higher volatility (6.40%) compared to SEIV (4.84%). In terms of maximum drawdown, SEIV dropped -18.18% vs ROE's -19.10%.

Which ETF is better, SEIV or ROE?

On 1-year performance, SEIV leads with 39.83% vs 35.20% for ROE. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIV has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIV or ROE?

Over the 1-year period, SEIV has performed better with a 39.83% return vs 35.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIV or ROE?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.49% for ROE.

Which ETF pays a higher dividend yield, SEIV or ROE?

SEIV has the higher dividend yield at 1.37%, compared with 0.95% for ROE.

What is the main difference between SEIV and ROE?

They also come from different issuers: SEI and Astoria. Their fees differ too: 0.15% for SEIV and 0.49% for ROE.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.14 vs 2.39), 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.