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SELV vs. BDGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SELV achieves a 0.56% return, which is significantly lower than BDGS's 4.21% return.


SELV

1D
1.35%
1M
-2.81%
YTD
0.56%
6M
0.05%
1Y
6.26%
3Y*
10.32%
5Y*
10Y*

BDGS

1D
-0.33%
1M
-1.13%
YTD
4.21%
6M
3.97%
1Y
11.63%
3Y*
13.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELV vs. BDGS - Yearly Performance Comparison


2026 (YTD)202520242023
SELV
SEI Enhanced Low Volatility US Large Cap ETF
0.56%12.86%14.71%4.51%
BDGS
Bridges Capital Tactical ETF
4.21%10.61%19.07%8.23%

Correlation

The correlation between SELV and BDGS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.39

Over the past year, the correlation between SELV and BDGS has dropped to 0.11 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

SELV vs. BDGS - Sectors Allocation Comparison


Sectors
SELV
BDGS

Technology

21.4%
37.4%

Healthcare

17.0%
7.5%

Communication Services

15.8%
16.6%

Consumer Defensive

12.3%
4.1%

Utilities

7.6%
1.9%

Industrials

7.5%
6.6%

Consumer Cyclical

4.9%
10.9%

Financial Services

4.8%
9.3%

Energy

4.3%
2.6%

Basic Materials

2.8%
1.5%

Real Estate

0.1%
1.5%

Technology

SELV
21.4%
BDGS
37.4%

Healthcare

SELV
17.0%
BDGS
7.5%

Communication Services

SELV
15.8%
BDGS
16.6%

Consumer Defensive

SELV
12.3%
BDGS
4.1%

Utilities

SELV
7.6%
BDGS
1.9%

Industrials

SELV
7.5%
BDGS
6.6%

Consumer Cyclical

SELV
4.9%
BDGS
10.9%

Financial Services

SELV
4.8%
BDGS
9.3%

Energy

SELV
4.3%
BDGS
2.6%

Basic Materials

SELV
2.8%
BDGS
1.5%

Real Estate

SELV
0.1%
BDGS
1.5%

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Return for Risk

SELV vs. BDGS — Risk / Return Rank

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

SELV
SELV Risk / Return Rank: 2121
Overall Rank
SELV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 2020
Sortino Ratio Rank
SELV Omega Ratio Rank: 1919
Omega Ratio Rank
SELV Calmar Ratio Rank: 2323
Calmar Ratio Rank
SELV Martin Ratio Rank: 2424
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 6262
Overall Rank
BDGS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 6161
Sortino Ratio Rank
BDGS Omega Ratio Rank: 6464
Omega Ratio Rank
BDGS Calmar Ratio Rank: 6161
Calmar Ratio Rank
BDGS Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SELV vs. BDGS - Risk-Adjusted Trends 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.

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.


SELVBDGSDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

1.06

2.90

-1.84

Martin ratioReturn relative to average drawdown

2.90

12.72

-9.82

SELV vs. BDGS - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.70, which is lower than the BDGS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SELV and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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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Drawdown Indicators


SELVBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-9.12%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

-4.03%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-9.12%

+0.18%

Current Drawdown

Current decline from peak

-4.24%

-2.17%

-2.07%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.66%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

0.92%

+1.25%

Volatility

SELV vs. BDGS - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 3.23% compared to Bridges Capital Tactical ETF (BDGS) at 2.30%. 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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Volatility by Period


SELVBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.30%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

6.81%

5.17%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.05%

6.38%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

8.22%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

8.22%

+3.68%

SELV vs. BDGS - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than BDGS's 0.87% expense ratio.


Dividends

SELV vs. BDGS - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.78%, more than BDGS's 0.53% yield.


PositionTTM2025202420232022
BDGS
Bridges Capital Tactical ETF
0.53%0.55%1.81%0.84%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.78%1.74%1.77%2.06%1.26%

Frequently Asked Questions


SELV and BDGS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SELV has higher volatility (3.23%) compared to BDGS (2.30%). In terms of maximum drawdown, SELV dropped -13.73% vs BDGS's -9.12%.

On 3-year performance, BDGS leads with 13.42% vs 10.32% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, BDGS has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BDGS has performed better with a 13.42% return vs 10.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SELV is cheaper with a 0.15% expense ratio, compared with 0.87% for BDGS.

SELV has the higher dividend yield at 1.78%, compared with 0.53% for BDGS.

They also come from different issuers: SEI and Bridges. Their fees differ too: 0.15% for SELV and 0.87% for BDGS.

BDGS currently has the higher Sharpe Ratio (1.84 vs 0.70), 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.

Portfolio Optimizer

Find the right allocation for SELV and BDGS

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