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SEIV vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SEIV and ^GSPC is 0.89, 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.


-0.50.00.51.00.9

Performance

SEIV vs. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.19%
3.09%
SEIV
^GSPC

Key characteristics

Sharpe Ratio

SEIV:

1.64

^GSPC:

1.74

Sortino Ratio

SEIV:

2.26

^GSPC:

2.35

Omega Ratio

SEIV:

1.30

^GSPC:

1.32

Calmar Ratio

SEIV:

2.54

^GSPC:

2.62

Martin Ratio

SEIV:

9.02

^GSPC:

10.82

Ulcer Index

SEIV:

2.26%

^GSPC:

2.05%

Daily Std Dev

SEIV:

12.43%

^GSPC:

12.77%

Max Drawdown

SEIV:

-18.18%

^GSPC:

-56.78%

Current Drawdown

SEIV:

-3.99%

^GSPC:

-4.06%

Returns By Period

In the year-to-date period, SEIV achieves a 1.00% return, which is significantly higher than ^GSPC's -0.66% return.


SEIV

YTD

1.00%

1M

-2.06%

6M

4.19%

1Y

20.67%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SEIV vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEIV
The Risk-Adjusted Performance Rank of SEIV is 7575
Overall Rank
The Sharpe Ratio Rank of SEIV is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIV is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SEIV is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SEIV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SEIV is 7575
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEIV vs. ^GSPC - 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 S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for SEIV, currently valued at 1.64, compared to the broader market0.002.004.001.641.74
The chart of Sortino ratio for SEIV, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.0012.002.262.35
The chart of Omega ratio for SEIV, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.32
The chart of Calmar ratio for SEIV, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.542.62
The chart of Martin ratio for SEIV, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.00100.009.0210.82
SEIV
^GSPC

The current SEIV Sharpe Ratio is 1.64, which is comparable to the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SEIV and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.64
1.74
SEIV
^GSPC

Drawdowns

SEIV vs. ^GSPC - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SEIV and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.99%
-4.06%
SEIV
^GSPC

Volatility

SEIV vs. ^GSPC - Volatility Comparison

The current volatility for SEI Enhanced US Large Cap Value Factor ETF (SEIV) is 4.06%, while S&P 500 (^GSPC) has a volatility of 4.57%. This indicates that SEIV experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.06%
4.57%
SEIV
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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