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

Correlation

The correlation between SELV and BDGS is 0.78, 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

SELV vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SELV:

1.40

BDGS:

1.49

Sortino Ratio

SELV:

1.88

BDGS:

2.34

Omega Ratio

SELV:

1.27

BDGS:

1.43

Calmar Ratio

SELV:

1.93

BDGS:

1.86

Martin Ratio

SELV:

7.56

BDGS:

8.69

Ulcer Index

SELV:

2.28%

BDGS:

1.95%

Daily Std Dev

SELV:

12.83%

BDGS:

11.54%

Max Drawdown

SELV:

-13.73%

BDGS:

-9.12%

Current Drawdown

SELV:

-0.23%

BDGS:

-0.62%

Returns By Period

In the year-to-date period, SELV achieves a 6.89% return, which is significantly higher than BDGS's 2.08% return.


SELV

YTD

6.89%

1M

2.45%

6M

1.40%

1Y

17.79%

3Y*

8.49%

5Y*

N/A

10Y*

N/A

BDGS

YTD

2.08%

1M

2.34%

6M

2.66%

1Y

17.07%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Bridges Capital Tactical ETF

SELV vs. BDGS - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SELV vs. BDGS — Risk-Adjusted Performance Rank

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

SELV
The Risk-Adjusted Performance Rank of SELV is 8888
Overall Rank
The Sharpe Ratio Rank of SELV is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SELV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SELV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SELV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SELV is 8989
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9191
Overall Rank
The Sharpe Ratio Rank of BDGS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9191
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.

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.


The current SELV Sharpe Ratio is 1.40, which is comparable to the BDGS Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SELV and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SELV vs. BDGS - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.83%, more than BDGS's 1.77% yield.


TTM202420232022
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.83%1.77%2.06%1.26%
BDGS
Bridges Capital Tactical ETF
1.77%1.81%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 -9.12%. Use the drawdown chart below to compare losses from any high point for SELV and BDGS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SELV vs. BDGS - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 3.16% compared to Bridges Capital Tactical ETF (BDGS) at 1.23%. 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.


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