SEIV vs. SELV

Last updated Jun 24, 2026

SEIV (SEI Enhanced US Large Cap Value Factor ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - SEIV is a Large Cap Value Equities fund actively managed by SEI, while SELV 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 10.32%/yr for SELV. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

SEIV vs. SELV - 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 Low Volatility US Large Cap ETF (SELV). 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 SELV's 0.56% return.

SEIV

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

SELV

• 1D: 1.35%
• 1M: -2.81%
• YTD: 0.56%
• 6M: 0.05%
• 1Y: 6.26%
• 3Y*: 10.32%
• 5Y*: —
• 10Y*: —

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

SEIV vs. SELV - 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%
SELV SEI Enhanced Low Volatility US Large Cap ETF	0.56%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between SEIV and SELV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.76

Over the past year, the correlation between SEIV and SELV has dropped to 0.48 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

SEIV vs. SELV - Sectors Allocation Comparison

Sectors	SEIV	SELV
Technology	37.6%	21.4%
Financial Services	14.0%	4.8%
Communication Services	10.5%	15.8%
Consumer Cyclical	10.1%	4.9%
Healthcare	9.9%	17.0%
Utilities	6.0%	7.6%
Industrials	3.7%	7.5%
Consumer Defensive	3.7%	12.3%
Energy	2.5%	4.3%
Basic Materials	1.6%	2.8%
Real Estate	0.3%	0.1%

Return for Risk

SEIV vs. SELV — 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

SELV

SELV Risk / Return Rank: 21
SELV Sharpe Ratio Rank: 21
SELV Sortino Ratio Rank: 20
SELV Omega Ratio Rank: 19
SELV Calmar Ratio Rank: 23
SELV Martin Ratio Rank: 24

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. SELV - 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 Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	3.14	0.70	+2.44
Sortino ratio: Return per unit of downside risk	4.25	1.04	+3.21
Omega ratio: Gain probability vs. loss probability	1.56	1.12	+0.44
Calmar ratio: Return relative to maximum drawdown	5.76	1.06	+4.70
Martin ratio: Return relative to average drawdown	22.20	2.90	+19.31

SEIV vs. SELV - Sharpe Ratio Comparison

The current SEIV Sharpe Ratio is 3.14, which is higher than the SELV Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SEIV and SELV, 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. SELV - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for SEIV and SELV.

Drawdown Indicators

	SEIV	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-13.73%	-4.45%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-5.92%	-1.03%
Max Drawdown (3Y) Largest decline over 3 years	-17.71%	-8.94%	-8.77%
Current Drawdown Current decline from peak	-3.00%	-4.24%	+1.24%
Average Drawdown Average peak-to-trough decline	-3.47%	-2.37%	-1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.17%	-0.37%

Volatility

SEIV vs. SELV - Volatility Comparison

SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a higher volatility of 4.84% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 3.23%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIV	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	3.23%	+1.61%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	6.81%	+2.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	9.05%	+3.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	11.90%	+4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	11.90%	+4.78%

SEIV vs. SELV - Expense Ratio Comparison

Both SEIV and SELV 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. SELV - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.37%, less than SELV's 1.78% yield.

Position	TTM	2025	2024	2023	2022
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.37%	1.51%	1.66%	2.08%	1.63%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.78%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SEIV and SELV in my portfolio?

SEIV and SELV have a correlation of 0.48, 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 SELV?

SEIV has higher volatility (4.84%) compared to SELV (3.23%). In terms of maximum drawdown, SEIV dropped -18.18% vs SELV's -13.73%.

Which ETF is better, SEIV or SELV?

On 3-year performance, SEIV leads with 25.68% vs 10.32% for SELV. Both ETFs have the same 0.15% expense ratio. On volatility, SELV has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIV or SELV?

Over the 3-year period, SEIV has performed better with a 25.68% return vs 10.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIV or SELV?

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

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

SELV has the higher dividend yield at 1.78%, compared with 1.37% for SEIV.

What is the main difference between SEIV and SELV?

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

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.14 vs 0.70), 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.