SEIV vs. SEIQ

Last updated Jun 24, 2026

SEIV (SEI Enhanced US Large Cap Value Factor ETF) and SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) are both exchange-traded funds - SEIV is a Large Cap Value Equities fund actively managed by SEI, while SEIQ is a Large Cap Blend Equities fund actively managed by SEI. Both are actively managed. Over the past 3 years, SEIV returned 25.68%/yr vs 12.03%/yr for SEIQ. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

SEIV vs. SEIQ - 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 Enhanced US Large Cap Quality Factor ETF (SEIQ). 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 SEIQ's -0.13% return.

SEIV

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

SEIQ

• 1D: -0.02%
• 1M: -3.41%
• YTD: -0.13%
• 6M: -0.99%
• 1Y: 7.77%
• 3Y*: 12.03%
• 5Y*: —
• 10Y*: —

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

SEIV vs. SEIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEIV SEI Enhanced US Large Cap Value Factor ETF	15.71%	27.43%	19.73%	21.90%	-5.02%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	-0.13%	12.51%	16.15%	22.66%	1.51%

Correlation

The correlation between SEIV and SEIQ is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.81

The correlation between SEIV and SEIQ has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

SEIV vs. SEIQ - Sectors Allocation Comparison

Sectors	SEIV	SEIQ
Technology	37.6%	41.4%
Financial Services	14.0%	7.8%
Communication Services	10.5%	8.2%
Consumer Cyclical	10.1%	15.0%
Healthcare	9.9%	8.8%
Utilities	6.0%	-
Industrials	3.7%	9.8%
Consumer Defensive	3.7%	9.1%
Energy	2.5%	-
Basic Materials	1.6%	0.9%
Real Estate	0.3%	-

Return for Risk

SEIV vs. SEIQ — 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

SEIQ

SEIQ Risk / Return Rank: 21
SEIQ Sharpe Ratio Rank: 22
SEIQ Sortino Ratio Rank: 20
SEIQ Omega Ratio Rank: 20
SEIQ Calmar Ratio Rank: 19
SEIQ Martin Ratio Rank: 25

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. SEIQ - 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 Enhanced US Large Cap Quality Factor ETF (SEIQ). 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	SEIQ	Difference
Sharpe ratio: Return per unit of total volatility	3.14	0.72	+2.42
Sortino ratio: Return per unit of downside risk	4.25	1.06	+3.19
Omega ratio: Gain probability vs. loss probability	1.56	1.13	+0.43
Calmar ratio: Return relative to maximum drawdown	5.76	0.81	+4.95
Martin ratio: Return relative to average drawdown	22.20	3.11	+19.09

SEIV vs. SEIQ - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.14, which is higher than the SEIQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SEIV and SEIQ, 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. SEIQ - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for SEIV and SEIQ.

Drawdown Indicators

	SEIV	SEIQ	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-14.87%	-3.31%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-9.66%	+2.71%
Max Drawdown (3Y) Largest decline over 3 years	-17.71%	-14.27%	-3.44%
Current Drawdown Current decline from peak	-3.00%	-3.65%	+0.65%
Average Drawdown Average peak-to-trough decline	-3.47%	-2.72%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.50%	-0.70%

Volatility

SEIV vs. SEIQ - Volatility Comparison

SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a higher volatility of 4.84% compared to SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) at 3.72%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIV	SEIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	3.72%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	8.60%	+1.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	10.92%	+1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	14.59%	+2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	14.59%	+2.09%

SEIV vs. SEIQ - Expense Ratio Comparison

Both SEIV and SEIQ have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SEIV vs. SEIQ - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.95%	0.94%	0.97%	1.08%	0.83%
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 SEIQ in my portfolio?

SEIV and SEIQ have a correlation of 0.73, 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 SEIQ?

SEIV has higher volatility (4.84%) compared to SEIQ (3.72%). In terms of maximum drawdown, SEIV dropped -18.18% vs SEIQ's -14.87%.

Which ETF is better, SEIV or SEIQ?

On 3-year performance, SEIV leads with 25.68% vs 12.03% for SEIQ. Both ETFs have the same 0.15% expense ratio. On volatility, SEIQ has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIV or SEIQ?

Over the 3-year period, SEIV has performed better with a 25.68% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIV or SEIQ?

SEIV and SEIQ have the same expense ratio: 0.15% per year.

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

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

What is the main difference between SEIV and SEIQ?

SEIV is categorized as Large Cap Value Equities, while SEIQ is Large Cap Blend Equities.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.14 vs 0.72), 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.