SELV vs. LGLV

In the year-to-date period, SELV achieves a 6.24% return, which is significantly higher than LGLV's 5.62% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SELV has a 0.15% expense ratio, which is higher than LGLV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). 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 LGLV Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SELV and LGLV, 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 LGLV's 1.91% yield.

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for SELV and LGLV.

The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 3.15%, while SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) has a volatility of 3.67%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.