SELV vs. PSCX

Last updated Jun 23, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, SELV returned 9.83%/yr vs 12.42%/yr for PSCX. A 0.64 correlation means they provide meaningful diversification when combined. SELV charges 0.15%/yr vs 0.75%/yr for PSCX.

Performance

SELV vs. PSCX - 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 Pacer Swan SOS Conservative (December) ETF (PSCX). 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 PSCX's 4.98% return.

SELV

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

PSCX

• 1D: -0.12%
• 1M: 0.42%
• YTD: 4.98%
• 6M: 5.15%
• 1Y: 15.32%
• 3Y*: 12.42%
• 5Y*: 8.36%
• 10Y*: —

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

SELV vs. PSCX - 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%
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	12.08%	13.27%	16.57%	-0.75%

Correlation

The correlation between SELV and PSCX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.64

Over the past year, the correlation between SELV and PSCX has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

SELV vs. PSCX - Sectors Allocation Comparison

Sectors	SELV	PSCX
Technology	21.4%	33.2%
Healthcare	17.0%	9.6%
Communication Services	15.8%	10.3%
Consumer Defensive	12.3%	5.4%
Utilities	7.6%	2.6%
Industrials	7.5%	8.4%
Consumer Cyclical	4.9%	10.0%
Financial Services	4.8%	12.5%
Energy	4.3%	4.2%
Basic Materials	2.8%	1.9%
Real Estate	0.1%	2.0%

Return for Risk

SELV vs. PSCX — 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

PSCX

PSCX Risk / Return Rank: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

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. PSCX - 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 Pacer Swan SOS Conservative (December) ETF (PSCX). 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	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.74	-2.09
Sortino ratio: Return per unit of downside risk	0.97	4.06	-3.10
Omega ratio: Gain probability vs. loss probability	1.11	1.56	-0.45
Calmar ratio: Return relative to maximum drawdown	0.98	3.66	-2.68
Martin ratio: Return relative to average drawdown	2.70	18.42	-15.72

SELV vs. PSCX - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.65, which is lower than the PSCX Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of SELV and PSCX, 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. PSCX - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for SELV and PSCX.

Drawdown Indicators

	SELV	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-10.20%	-3.53%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-4.20%	-1.72%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	-9.61%	+0.67%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-5.51%	-0.26%	-5.25%
Average Drawdown Average peak-to-trough decline	-2.37%	-1.85%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	0.83%	+1.32%

Volatility

SELV vs. PSCX - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 2.91% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 1.71%. This indicates that SELV's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	1.71%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	6.68%	4.49%	+2.19%
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	5.63%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.89%	7.11%	+4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.89%	6.97%	+4.92%

SELV vs. PSCX - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

SELV vs. PSCX - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.80%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.80%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SELV and PSCX in my portfolio?

SELV and PSCX have a correlation of 0.34, 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 PSCX?

SELV has higher volatility (2.91%) compared to PSCX (1.71%). In terms of maximum drawdown, SELV dropped -13.73% vs PSCX's -10.20%.

Which ETF is better, SELV or PSCX?

On 3-year performance, PSCX leads with 12.42% vs 9.83% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, PSCX has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SELV or PSCX?

Over the 3-year period, PSCX has performed better with a 12.42% 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 PSCX?

SELV is cheaper with a 0.15% expense ratio, compared with 0.75% for PSCX.

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

SELV has the higher dividend yield at 1.80%, compared with 0.00% for PSCX.

What is the main difference between SELV and PSCX?

They also come from different issuers: SEI and Pacer. Their fees differ too: 0.15% for SELV and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.74 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.