SEIV vs. ULVM
Compare and contrast key facts about SEI Enhanced US Large Cap Value Factor ETF (SEIV) and VictoryShares USAA MSCI USA Value Momentum ETF (ULVM).
SEIV and ULVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022. ULVM is a passively managed fund by Crestview that tracks the performance of the MSCI USA Select Value Momentum Blend Index. It was launched on Oct 24, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIV or ULVM.
Key characteristics
| SEIV | ULVM | |
|---|---|---|
| YTD Return | 24.69% | 26.60% |
| 1Y Return | 39.49% | 41.44% |
| Sharpe Ratio | 3.13 | 3.32 |
| Sortino Ratio | 4.20 | 4.66 |
| Omega Ratio | 1.57 | 1.59 |
| Calmar Ratio | 4.78 | 3.61 |
| Martin Ratio | 19.93 | 22.25 |
| Ulcer Index | 1.93% | 1.81% |
| Daily Std Dev | 12.27% | 12.17% |
| Max Drawdown | -18.18% | -40.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SEIV and ULVM is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEIV vs. ULVM - Performance Comparison
In the year-to-date period, SEIV achieves a 24.69% return, which is significantly lower than ULVM's 26.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEIV vs. ULVM - Expense Ratio Comparison
SEIV has a 0.15% expense ratio, which is lower than ULVM's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SEIV vs. ULVM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Value Factor ETF (SEIV) and VictoryShares USAA MSCI USA Value Momentum ETF (ULVM). 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.
Dividends
SEIV vs. ULVM - Dividend Comparison
SEIV's dividend yield for the trailing twelve months is around 1.63%, more than ULVM's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.63% | 2.08% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ULVM VictoryShares USAA MSCI USA Value Momentum ETF | 1.54% | 1.94% | 1.91% | 1.36% | 1.51% | 1.88% | 1.67% | 0.39% |
Drawdowns
SEIV vs. ULVM - Drawdown Comparison
The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum ULVM drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for SEIV and ULVM. For additional features, visit the drawdowns tool.
Volatility
SEIV vs. ULVM - Volatility Comparison
The current volatility for SEI Enhanced US Large Cap Value Factor ETF (SEIV) is 3.95%, while VictoryShares USAA MSCI USA Value Momentum ETF (ULVM) has a volatility of 4.63%. This indicates that SEIV experiences smaller price fluctuations and is considered to be less risky than ULVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.