SELV vs. DBC
SELV (SEI Enhanced Low Volatility US Large Cap ETF) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - SELV is a Large Cap Blend Equities fund actively managed by SEI, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. SELV is actively managed, while DBC is passively managed. Over the past 3 years, SELV returned 11.56%/yr vs 14.67%/yr for DBC. At a 0.10 correlation, their price movements are largely independent. SELV charges 0.15%/yr vs 0.85%/yr for DBC.
Performance
SELV vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, SELV achieves a 2.37% return, which is significantly lower than DBC's 33.63% return.
SELV
- 1D
- 0.67%
- 1M
- 1.14%
- YTD
- 2.37%
- 6M
- 3.42%
- 1Y
- 8.37%
- 3Y*
- 11.56%
- 5Y*
- —
- 10Y*
- —
DBC
- 1D
- -1.35%
- 1M
- -4.23%
- YTD
- 33.63%
- 6M
- 33.19%
- 1Y
- 44.46%
- 3Y*
- 14.67%
- 5Y*
- 12.47%
- 10Y*
- 8.83%
SELV vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 2.37% | 12.86% | 14.71% | 6.58% | 1.38% |
DBC Invesco DB Commodity Index Tracking Fund | 33.63% | 8.10% | 2.18% | -6.19% | -10.05% |
Correlation
The correlation between SELV and DBC is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.10 |
The correlation between SELV and DBC shifts across timeframes, from -0.13 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SELV vs. DBC — Risk / Return Rank
SELV
DBC
SELV vs. DBC - 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 Invesco DB Commodity Index Tracking Fund (DBC). 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 | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 6.34 | -4.92 |
| Martin ratioReturn relative to average drawdown | 4.11 | 13.40 | -9.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SELV | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.39 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.11 | +0.67 |
Drawdowns
SELV vs. DBC - Drawdown Comparison
The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for SELV and DBC.
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Drawdown Indicators
| SELV | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -76.36% | +62.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -7.05% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -13.82% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.71% | — |
Current DrawdownCurrent decline from peak | -2.52% | -22.70% | +20.18% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -46.22% | +43.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.33% | -1.29% |
Volatility
SELV vs. DBC - Volatility Comparison
The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.82%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 6.56%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELV | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 6.56% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 15.82% | -9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 18.73% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.85% | 19.18% | -7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.85% | 17.81% | -5.96% |
SELV vs. DBC - Expense Ratio Comparison
SELV has a 0.15% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
SELV vs. DBC - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.75%, less than DBC's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.49% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.75% | 1.74% | 1.77% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SELV and DBC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBC has higher volatility (6.56%) compared to SELV (2.82%). In terms of maximum drawdown, SELV dropped -13.73% vs DBC's -76.36%.
On 3-year performance, DBC leads with 14.67% vs 11.56% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DBC has performed better with a 14.67% return vs 11.56%. 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 0.85% for DBC.
DBC has the higher dividend yield at 2.49%, compared with 1.75% for SELV.
SELV is categorized as Large Cap Blend Equities, while DBC is Commodities. They also come from different issuers: SEI and Invesco. Their fees differ too: 0.15% for SELV and 0.85% for DBC.
DBC currently has the higher Sharpe Ratio (2.39 vs 0.96), 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.
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