SELV vs. IUS

Last updated Jun 23, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. SELV is actively managed, while IUS is passively managed. Over the past 3 years, SELV returned 9.83%/yr vs 19.92%/yr for IUS. A 0.80 correlation means they provide meaningful diversification when combined. SELV charges 0.15%/yr vs 0.19%/yr for IUS.

Performance

SELV vs. IUS - 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 Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SELV achieves a -0.78% return, which is significantly lower than IUS's 14.45% return.

SELV

• 1D: -0.62%
• 1M: -4.10%
• YTD: -0.78%
• 6M: -1.05%
• 1Y: 5.79%
• 3Y*: 9.83%
• 5Y*: —
• 10Y*: —

IUS

• 1D: -0.44%
• 1M: 0.19%
• YTD: 14.45%
• 6M: 14.22%
• 1Y: 31.41%
• 3Y*: 19.92%
• 5Y*: 13.86%
• 10Y*: —

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

SELV vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	-0.78%	12.86%	14.71%	6.58%	-0.61%
IUS Invesco RAFI Strategic US ETF	14.45%	16.94%	16.51%	20.79%	-4.04%

Correlation

The correlation between SELV and IUS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.80

Over the past year, the correlation between SELV and IUS has dropped to 0.51 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

SELV vs. IUS - Sectors Allocation Comparison

Sectors	SELV	IUS
Technology	21.4%	26.7%
Healthcare	17.0%	12.6%
Communication Services	15.8%	13.0%
Consumer Defensive	12.3%	6.9%
Utilities	7.6%	1.0%
Industrials	7.5%	9.7%
Consumer Cyclical	4.9%	10.4%
Financial Services	4.8%	6.8%
Energy	4.3%	9.4%
Basic Materials	2.8%	3.2%
Real Estate	0.1%	0.4%

Return for Risk

SELV vs. IUS — Risk / Return Rank

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

SELV

SELV Risk / Return Rank: 20
SELV Sharpe Ratio Rank: 19
SELV Sortino Ratio Rank: 18
SELV Omega Ratio Rank: 17
SELV Calmar Ratio Rank: 22
SELV Martin Ratio Rank: 22

IUS

IUS Risk / Return Rank: 90
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 90
IUS Omega Ratio Rank: 89
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

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. IUS - 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 RAFI Strategic US ETF (IUS). 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	IUS	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.95	-2.30
Sortino ratio: Return per unit of downside risk	0.97	4.02	-3.05
Omega ratio: Gain probability vs. loss probability	1.11	1.53	-0.42
Calmar ratio: Return relative to maximum drawdown	0.98	5.13	-4.15
Martin ratio: Return relative to average drawdown	2.70	21.42	-18.72

SELV vs. IUS - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.65, which is lower than the IUS Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of SELV and IUS, 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. IUS - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for SELV and IUS.

Drawdown Indicators

	SELV	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-34.67%	+20.94%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-6.15%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	-15.61%	+6.67%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.72%	—
Current Drawdown Current decline from peak	-5.51%	-1.74%	-3.77%
Average Drawdown Average peak-to-trough decline	-2.37%	-3.85%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	1.47%	+0.68%

Volatility

SELV vs. IUS - Volatility Comparison

The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.91%, while Invesco RAFI Strategic US ETF (IUS) has a volatility of 3.84%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	3.84%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	6.68%	8.03%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	10.71%	-1.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.89%	15.03%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.89%	18.03%	-6.14%

SELV vs. IUS - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than IUS's 0.19% 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%.

Dividends

SELV vs. IUS - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.80%, more than IUS's 1.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	1.62%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.80%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SELV and IUS in my portfolio?

SELV and IUS have a correlation of 0.51, 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 IUS?

IUS has higher volatility (3.84%) compared to SELV (2.91%). In terms of maximum drawdown, SELV dropped -13.73% vs IUS's -34.67%.

Which ETF is better, SELV or IUS?

On 3-year performance, IUS leads with 19.92% vs 9.83% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SELV or IUS?

Over the 3-year period, IUS has performed better with a 19.92% return vs 9.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SELV or IUS?

SELV is cheaper with a 0.15% expense ratio, compared with 0.19% for IUS.

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

SELV has the higher dividend yield at 1.80%, compared with 1.62% for IUS.

What is the main difference between SELV and IUS?

They also come from different issuers: SEI and Invesco. Their fees differ too: 0.15% for SELV and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.95 vs 0.65), 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.