SELV vs. EFAV
Compare and contrast key facts about SEI Enhanced Low Volatility US Large Cap ETF (SELV) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
SELV and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SELV is an actively managed fund by SEI. It was launched on May 16, 2022. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011.
Performance
SELV vs. EFAV - Performance Comparison
Loading graphics...
SELV vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 0.06% | 12.86% | 14.71% | 6.58% | 1.38% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 6.56% | 26.00% | 5.30% | 12.52% | -1.15% |
Returns By Period
In the year-to-date period, SELV achieves a 0.06% return, which is significantly lower than EFAV's 6.56% return.
SELV
- 1D
- -0.03%
- 1M
- -4.52%
- YTD
- 0.06%
- 6M
- 2.34%
- 1Y
- 7.52%
- 3Y*
- 10.73%
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 0.59%
- 1M
- -1.60%
- YTD
- 6.56%
- 6M
- 9.32%
- 1Y
- 21.69%
- 3Y*
- 14.35%
- 5Y*
- 7.66%
- 10Y*
- 6.52%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SELV vs. EFAV - Expense Ratio Comparison
SELV has a 0.15% expense ratio, which is lower than EFAV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SELV vs. EFAV — Risk / Return Rank
SELV
EFAV
SELV vs. EFAV - 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 iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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 | EFAV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.78 | -1.17 |
Sortino ratioReturn per unit of downside risk | 0.94 | 2.38 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.06 | -2.21 |
Martin ratioReturn relative to average drawdown | 4.03 | 11.18 | -7.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SELV | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.78 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.55 | +0.21 |
Correlation
The correlation between SELV and EFAV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SELV vs. EFAV - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.74%, less than EFAV's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.74% | 1.74% | 1.77% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.00% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Drawdowns
SELV vs. EFAV - Drawdown Comparison
The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for SELV and EFAV.
Loading graphics...
Drawdown Indicators
| SELV | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -27.56% | +13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -7.14% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -4.72% | -3.12% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -4.78% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.95% | -0.08% |
Volatility
SELV vs. EFAV - Volatility Comparison
The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.65%, while iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a volatility of 4.83%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SELV | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.83% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 7.57% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 12.22% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.94% | 11.74% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.94% | 13.21% | -1.27% |