SELV vs. DIVZ

In the year-to-date period, SELV achieves a 6.24% return, which is significantly lower than DIVZ's 7.24% return.

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SELV has a 0.15% expense ratio, which is lower than DIVZ's 0.65% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Opal Dividend Income ETF (DIVZ). 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 1.35, which is comparable to the DIVZ Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SELV and DIVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SELV's dividend yield for the trailing twelve months is around 1.84%, less than DIVZ's 2.77% yield.

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum DIVZ drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for SELV and DIVZ.

The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 3.15%, while Opal Dividend Income ETF (DIVZ) has a volatility of 3.49%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than DIVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.