SEIV vs. USFR
SEIV (SEI Enhanced US Large Cap Value Factor ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - SEIV is a Large Cap Value Equities fund actively managed by SEI, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. SEIV is actively managed, while USFR is passively managed. Over the past 3 years, SEIV returned 25.81%/yr vs 4.72%/yr for USFR. At a correlation of -0.04, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
SEIV vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, SEIV achieves a 16.08% return, which is significantly higher than USFR's 1.78% return.
SEIV
- 1D
- 0.38%
- 1M
- 2.35%
- YTD
- 16.08%
- 6M
- 15.10%
- 1Y
- 41.33%
- 3Y*
- 25.81%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.78%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.70%
- 10Y*
- 2.43%
SEIV vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIV SEI Enhanced US Large Cap Value Factor ETF | 16.08% | 27.43% | 19.73% | 21.90% | -5.02% |
USFR WisdomTree Floating Rate Treasury Fund | 1.78% | 4.23% | 5.47% | 5.18% | 1.51% |
Correlation
The correlation between SEIV and USFR is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | -0.04 |
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Return for Risk
SEIV vs. USFR — Risk / Return Rank
SEIV
USFR
SEIV vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.40 | ||
| Sortino ratioReturn per unit of downside risk | -45.50 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 13.24 | -11.67 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | 200.29 | -194.32 |
| Martin ratioReturn relative to average drawdown | 23.16 | 775.73 | -752.57 |
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Drawdowns
SEIV vs. USFR - Drawdown Comparison
The maximum SEIV drawdown since its inception was -18.18%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for SEIV and USFR.
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Drawdown Indicators
| SEIV | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.18% | -1.36% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -0.02% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -17.71% | -0.06% | -17.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -2.70% | 0.00% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -0.15% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 0.01% | +1.78% |
Volatility
SEIV vs. USFR - Volatility Comparison
SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a higher volatility of 4.81% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that SEIV's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIV | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 0.08% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 0.19% | +9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 0.27% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 0.40% | +16.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 0.78% | +15.91% |
SEIV vs. USFR - Expense Ratio Comparison
Both SEIV and USFR 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. USFR - Dividend Comparison
SEIV's dividend yield for the trailing twelve months is around 1.37%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.37% | 1.51% | 1.66% | 2.08% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
SEIV and USFR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEIV has higher volatility (4.81%) compared to USFR (0.08%). In terms of maximum drawdown, SEIV dropped -18.18% vs USFR's -1.36%.
On 3-year performance, SEIV leads with 25.81% vs 4.72% for USFR. Both ETFs have the same 0.15% expense ratio. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SEIV has performed better with a 25.81% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEIV and USFR have the same expense ratio: 0.15% per year.
USFR has the higher dividend yield at 3.91%, compared with 1.37% for SEIV.
SEIV is categorized as Large Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: SEI and WisdomTree.
USFR currently has the higher Sharpe Ratio (14.65 vs 3.25), 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.
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