SEIV vs. SEIE

Last updated Jun 24, 2026

SEIV (SEI Enhanced US Large Cap Value Factor ETF) and SEIE (SEI Select International Equity ETF) are both exchange-traded funds - SEIV is a Large Cap Value Equities fund actively managed by SEI, while SEIE is a Foreign Large Cap Equities fund actively managed by SEI. Both are actively managed. Over the past year, SEIV returned 39.83% vs 26.00% for SEIE. A 0.63 correlation means they provide meaningful diversification when combined. SEIV charges 0.15%/yr vs 0.50%/yr for SEIE.

Performance

SEIV vs. SEIE - 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 SEI Select International Equity ETF (SEIE). 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 higher than SEIE's 8.76% return.

SEIV

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

SEIE

• 1D: -1.57%
• 1M: 0.36%
• YTD: 8.76%
• 6M: 8.67%
• 1Y: 26.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SEIV vs. SEIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SEIV SEI Enhanced US Large Cap Value Factor ETF	15.71%	27.43%	0.85%
SEIE SEI Select International Equity ETF	8.76%	39.84%	-4.80%

Correlation

The correlation between SEIV and SEIE is 0.66, 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	0.66
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	0.63

The correlation between SEIV and SEIE has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

Return for Risk

SEIV vs. SEIE — 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

SEIE

SEIE Risk / Return Rank: 53
SEIE Sharpe Ratio Rank: 56
SEIE Sortino Ratio Rank: 56
SEIE Omega Ratio Rank: 55
SEIE Calmar Ratio Rank: 46
SEIE Martin Ratio Rank: 52

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. SEIE - 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 SEI Select International Equity ETF (SEIE). 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	SEIE	Difference
Sharpe ratio: Return per unit of total volatility	3.14	1.73	+1.41
Sortino ratio: Return per unit of downside risk	4.25	2.42	+1.83
Omega ratio: Gain probability vs. loss probability	1.56	1.31	+0.25
Calmar ratio: Return relative to maximum drawdown	5.76	2.12	+3.64
Martin ratio: Return relative to average drawdown	22.20	8.14	+14.06

SEIV vs. SEIE - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.14, which is higher than the SEIE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SEIV and SEIE, 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. SEIE - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, which is greater than SEIE's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for SEIV and SEIE.

Drawdown Indicators

	SEIV	SEIE	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-13.59%	-4.59%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-12.33%	+5.38%
Max Drawdown (3Y) Largest decline over 3 years	-17.71%	—	—
Current Drawdown Current decline from peak	-3.00%	-1.57%	-1.43%
Average Drawdown Average peak-to-trough decline	-3.47%	-2.13%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	3.20%	-1.40%

Volatility

SEIV vs. SEIE - Volatility Comparison

SEI Enhanced US Large Cap Value Factor ETF (SEIV) and SEI Select International Equity ETF (SEIE) have volatilities of 4.84% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIV	SEIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	4.74%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	12.79%	-3.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	15.13%	-2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	16.51%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	16.51%	+0.17%

SEIV vs. SEIE - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than SEIE's 0.50% expense ratio.

Dividends

SEIV vs. SEIE - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.37%, less than SEIE's 2.30% yield.

Position	TTM	2025	2024	2023	2022
SEIE SEI Select International Equity ETF	2.30%	2.29%	0.17%	0.00%	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 SEIE in my portfolio?

SEIV and SEIE have a correlation of 0.66, 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 SEIE?

SEIV has higher volatility (4.84%) compared to SEIE (4.74%). In terms of maximum drawdown, SEIV dropped -18.18% vs SEIE's -13.59%.

Which ETF is better, SEIV or SEIE?

On 1-year performance, SEIV leads with 39.83% vs 26.00% for SEIE. On fees, SEIV is cheaper at 0.15% per year. On volatility, SEIE has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIV or SEIE?

Over the 1-year period, SEIV has performed better with a 39.83% return vs 26.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIV or SEIE?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.50% for SEIE.

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

SEIE has the higher dividend yield at 2.30%, compared with 1.37% for SEIV.

What is the main difference between SEIV and SEIE?

SEIV is categorized as Large Cap Value Equities, while SEIE is Foreign Large Cap Equities. Their fees differ too: 0.15% for SEIV and 0.50% for SEIE.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.14 vs 1.73), 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.