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SELV vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SELVBDGS
YTD Return14.15%12.74%
1Y Return18.28%19.12%
Sharpe Ratio2.182.89
Daily Std Dev8.43%6.58%
Max Drawdown-13.73%-5.38%
Current Drawdown-0.89%-0.15%

Correlation

-0.50.00.51.00.6

The correlation between SELV and BDGS is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SELV vs. BDGS - Performance Comparison

In the year-to-date period, SELV achieves a 14.15% return, which is significantly higher than BDGS's 12.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.33%
10.65%
SELV
BDGS

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SELV vs. BDGS - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for SELV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SELV vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Bridges Capital Tactical ETF (BDGS). 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.


SELV
Sharpe ratio
The chart of Sharpe ratio for SELV, currently valued at 2.18, compared to the broader market0.002.004.002.18
Sortino ratio
The chart of Sortino ratio for SELV, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.0012.003.05
Omega ratio
The chart of Omega ratio for SELV, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for SELV, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.33
Martin ratio
The chart of Martin ratio for SELV, currently valued at 10.78, compared to the broader market0.0020.0040.0060.0080.00100.0010.78
BDGS
Sharpe ratio
The chart of Sharpe ratio for BDGS, currently valued at 2.89, compared to the broader market0.002.004.002.89
Sortino ratio
The chart of Sortino ratio for BDGS, currently valued at 4.83, compared to the broader market-2.000.002.004.006.008.0010.0012.004.83
Omega ratio
The chart of Omega ratio for BDGS, currently valued at 1.88, compared to the broader market0.501.001.502.002.503.001.88
Calmar ratio
The chart of Calmar ratio for BDGS, currently valued at 3.53, compared to the broader market0.005.0010.0015.003.53
Martin ratio
The chart of Martin ratio for BDGS, currently valued at 21.35, compared to the broader market0.0020.0040.0060.0080.00100.0021.35

SELV vs. BDGS - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 2.18, which roughly equals the BDGS Sharpe Ratio of 2.89. The chart below compares the 12-month rolling Sharpe Ratio of SELV and BDGS.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
2.18
2.89
SELV
BDGS

Dividends

SELV vs. BDGS - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.45%, more than BDGS's 0.74% yield.


TTM20232022
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.45%2.06%1.26%
BDGS
Bridges Capital Tactical ETF
0.74%0.84%0.00%

Drawdowns

SELV vs. BDGS - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for SELV and BDGS. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.89%
-0.15%
SELV
BDGS

Volatility

SELV vs. BDGS - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 2.47% compared to Bridges Capital Tactical ETF (BDGS) at 0.68%. This indicates that SELV's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%AprilMayJuneJulyAugustSeptember
2.47%
0.68%
SELV
BDGS