SELV vs. FTIF

Last updated Jun 5, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. SELV is actively managed, while FTIF is passively managed. Over the past 3 years, SELV returned 11.56%/yr vs 16.52%/yr for FTIF. A 0.54 correlation means they provide meaningful diversification when combined. SELV charges 0.15%/yr vs 0.60%/yr for FTIF.

Performance

SELV vs. FTIF - 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 First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SELV achieves a 2.37% return, which is significantly lower than FTIF's 26.01% return.

SELV

• 1D: 0.67%
• 1M: 1.14%
• YTD: 2.37%
• 6M: 3.42%
• 1Y: 8.37%
• 3Y*: 11.56%
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.16%
• 1M: -0.34%
• YTD: 26.01%
• 6M: 24.50%
• 1Y: 37.61%
• 3Y*: 16.52%
• 5Y*: —
• 10Y*: —

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

SELV vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.37%	12.86%	14.71%	9.74%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	26.01%	7.79%	0.50%	12.52%

Correlation

The correlation between SELV and FTIF is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.54

Over the past year, the correlation between SELV and FTIF has dropped to 0.31 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

SELV vs. FTIF - Sectors Allocation Comparison

Sectors	SELV	FTIF
Technology	21.4%	4.1%
Healthcare	17.0%	-
Communication Services	15.8%	-
Consumer Defensive	12.3%	-
Utilities	7.6%	-
Industrials	7.5%	16.5%
Consumer Cyclical	4.9%	3.2%
Financial Services	4.8%	-
Energy	4.3%	44.1%
Basic Materials	2.8%	20.1%
Real Estate	0.1%	12.1%

Return for Risk

SELV vs. FTIF — Risk / Return Rank

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

SELV

SELV Risk / Return Rank: 27
SELV Sharpe Ratio Rank: 27
SELV Sortino Ratio Rank: 26
SELV Omega Ratio Rank: 25
SELV Calmar Ratio Rank: 30
SELV Martin Ratio Rank: 29

FTIF

FTIF Risk / Return Rank: 83
FTIF Sharpe Ratio Rank: 79
FTIF Sortino Ratio Rank: 79
FTIF Omega Ratio Rank: 76
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 90

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. FTIF - 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 First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.53	-1.57
Sortino ratio: Return per unit of downside risk	1.41	3.47	-2.06
Omega ratio: Gain probability vs. loss probability	1.17	1.44	-0.27
Calmar ratio: Return relative to maximum drawdown	1.42	6.92	-5.50
Martin ratio: Return relative to average drawdown	4.11	20.52	-16.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SELV vs. FTIF - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.96, which is lower than the FTIF Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SELV and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SELV	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	2.53	-1.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.76	+0.03

Drawdowns

SELV vs. FTIF - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SELV and FTIF.

Drawdown Indicators

	SELV	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-27.83%	+14.10%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-5.46%	-0.46%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	-27.83%	+18.89%
Current Drawdown Current decline from peak	-2.52%	-0.34%	-2.18%
Average Drawdown Average peak-to-trough decline	-2.36%	-6.00%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	1.84%	+0.20%

Volatility

SELV vs. FTIF - Volatility Comparison

The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.82%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 3.95%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	3.95%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	6.38%	10.53%	-4.15%
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	14.94%	-6.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.85%	18.95%	-7.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.85%	18.95%	-7.10%

SELV vs. FTIF - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

SELV vs. FTIF - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.75%, more than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.75%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SELV and FTIF in my portfolio?

SELV and FTIF have a correlation of 0.31, 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 FTIF?

FTIF has higher volatility (3.95%) compared to SELV (2.82%). In terms of maximum drawdown, SELV dropped -13.73% vs FTIF's -27.83%.

Which ETF is better, SELV or FTIF?

On 3-year performance, FTIF leads with 16.52% 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.

Which ETF has performed better, SELV or FTIF?

Over the 3-year period, FTIF has performed better with a 16.52% return vs 11.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SELV or FTIF?

SELV is cheaper with a 0.15% expense ratio, compared with 0.60% for FTIF.

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

SELV has the higher dividend yield at 1.75%, compared with 1.11% for FTIF.

What is the main difference between SELV and FTIF?

They also come from different issuers: SEI and First Trust. Their fees differ too: 0.15% for SELV and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.53 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.