SELV vs. CIL

Last updated Aug 4, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both exchange-traded funds - SELV is a Low Volatility fund actively managed by SEI, while CIL is a Foreign Large Cap Equities fund tracking the Nasdaq Victory International 500 Volatility Weighted Index. SELV is actively managed, while CIL is passively managed. Over the past 3 years, SELV returned 12.82%/yr vs 15.35%/yr for CIL. Their 0.51 correlation means they have sometimes moved together and sometimes differently. SELV charges 0.15%/yr vs 0.45%/yr for CIL.

Performance

SELV vs. CIL - 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 VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SELV achieves a 7.06% return, which is significantly higher than CIL's 5.44% return.

SELV

• 1D: 0.15%
• 1M: 2.96%
• 6M: 3.20%
• YTD: 7.06%
• 1Y: 14.38%
• 3Y*: 12.82%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.55%

CIL

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 5.44%
• 1Y: 16.21%
• 3Y*: 15.35%
• 5Y*: 7.16%
• 10Y*: 8.18%
• ALL TIME*: 7.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CIL VictoryShares International Volatility Wtd ETF	$0.00	$0.00	$0.00
SELV SEI Enhanced Low Volatility US Large Cap ETF	$599.62K	$501.58K	$529.11K

SELV vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	7.06%	12.86%	14.71%	6.58%	-0.61%
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	3.76%	16.29%	-4.20%

Correlation

The correlation between SELV and CIL is 0.27, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.27
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.51

Over the past year, the correlation between SELV and CIL has dropped to 0.27 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

SELV vs. CIL - Sectors Allocation Comparison

Sectors	SELV	CIL
Technology	29.3%	6.4%
Healthcare	18.3%	7.7%
Consumer Defensive	12.2%	8.8%
Communication Services	11.4%	5.8%
Financial Services	10.5%	24.8%
Industrials	7.8%	18.4%
Utilities	5.1%	6.6%
Energy	2.5%	4.6%
Consumer Cyclical	2.4%	8.2%
Basic Materials	0.4%	6.6%
Real Estate	0.1%	2.2%

Return for Risk

SELV vs. CIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SELV

SELV Risk / Return Rank: 59
SELV Sharpe Ratio Rank: 59
SELV Sortino Ratio Rank: 62
SELV Omega Ratio Rank: 57
SELV Calmar Ratio Rank: 66
SELV Martin Ratio Rank: 53

CIL

CIL Risk / Return Rank: 93
CIL Sharpe Ratio Rank: 92
CIL Sortino Ratio Rank: 94
CIL Omega Ratio Rank: 96
CIL Calmar Ratio Rank: 87
CIL Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SELV vs. CIL - 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 VictoryShares International Volatility Wtd ETF (CIL). 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.

	SELV	CIL	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.51	-1.04
Sortino ratio: Return per unit of downside risk	2.18	3.80	-1.62
Omega ratio: Gain probability vs. loss probability	1.26	1.67	-0.40
Calmar ratio: Return relative to maximum drawdown	2.44	3.68	-1.25
Martin ratio: Return relative to average drawdown	6.53	18.39	-11.86

SELV vs. CIL - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 1.47, which is lower than the CIL Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SELV and CIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SELV vs. CIL - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for SELV and CIL.

Drawdown Indicators

	SELV	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-36.27%	+22.54%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-4.60%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	-11.29%	+2.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.27%	—
Current Drawdown Current decline from peak	-0.76%	-0.58%	-0.18%
Average Drawdown Average peak-to-trough decline	-2.35%	-6.47%	+4.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.03%	+1.18%

Volatility

SELV vs. CIL - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 4.34% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that SELV's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	0.00%	+4.34%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	2.31%	+5.67%
Volatility (1Y) Calculated over the trailing 1-year period	9.85%	6.77%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.97%	16.39%	-4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.97%	16.74%	-4.77%

SELV vs. CIL - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than CIL's 0.45% expense ratio.

Dividends

SELV vs. CIL - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.67%, more than CIL's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIL VictoryShares International Volatility Wtd ETF	1.05%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.67%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SELV and CIL in my portfolio?

SELV and CIL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SELV or CIL?

SELV has higher volatility (4.34%) compared to CIL (0.00%). In terms of maximum drawdown, SELV dropped -13.73% vs CIL's -36.27%.

Which ETF is better, SELV or CIL?

On 3-year performance, CIL leads with 15.35% vs 12.82% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SELV or CIL?

Over the 3-year period, CIL has performed better with a 15.35% return vs 12.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SELV or CIL?

SELV is cheaper with a 0.15% expense ratio, compared with 0.45% for CIL.

Which ETF pays a higher dividend yield, SELV or CIL?

SELV has the higher dividend yield at 1.67%, compared with 1.05% for CIL.

What is the main difference between SELV and CIL?

SELV is categorized as Low Volatility, while CIL is Foreign Large Cap Equities. They also come from different issuers: SEI and Crestview. Their fees differ too: 0.15% for SELV and 0.45% for CIL.

Which has better risk-adjusted returns?

CIL currently has the higher Sharpe Ratio (2.51 vs 1.47), 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.