SELV vs. RSSY

Last updated Jun 5, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, SELV returned 8.37% vs 49.01% for RSSY. At a 0.36 correlation, their price movements are largely independent. SELV charges 0.15%/yr vs 1.04%/yr for RSSY.

Performance

SELV vs. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). 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 RSSY's 33.31% return.

SELV

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

RSSY

• 1D: 0.65%
• 1M: 1.97%
• YTD: 33.31%
• 6M: 28.93%
• 1Y: 49.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SELV vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.37%	12.86%	10.34%
RSSY Return Stacked US Stocks & Futures Yield ETF	33.31%	-3.52%	1.10%

Correlation

The correlation between SELV and RSSY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.36

The correlation between SELV and RSSY shifts across timeframes, from 0.24 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SELV vs. RSSY — 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

RSSY

RSSY Risk / Return Rank: 94
RSSY Sharpe Ratio Rank: 95
RSSY Sortino Ratio Rank: 94
RSSY Omega Ratio Rank: 94
RSSY Calmar Ratio Rank: 93
RSSY 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. RSSY - 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 Return Stacked US Stocks & Futures Yield ETF (RSSY). 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	RSSY	Difference
Sharpe ratio: Return per unit of total volatility	0.96	3.72	-2.76
Sortino ratio: Return per unit of downside risk	1.41	4.87	-3.46
Omega ratio: Gain probability vs. loss probability	1.17	1.67	-0.50
Calmar ratio: Return relative to maximum drawdown	1.42	6.69	-5.27
Martin ratio: Return relative to average drawdown	4.11	22.96	-18.86
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. RSSY - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.96, which is lower than the RSSY Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of SELV and RSSY, 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	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	3.72	-2.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.76	+0.02

Drawdowns

SELV vs. RSSY - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for SELV and RSSY.

Drawdown Indicators

	SELV	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-29.57%	+15.84%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-7.36%	+1.44%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	—	—
Current Drawdown Current decline from peak	-2.52%	0.00%	-2.52%
Average Drawdown Average peak-to-trough decline	-2.36%	-7.35%	+4.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.14%	-0.10%

Volatility

SELV vs. RSSY - Volatility Comparison

SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 2.82% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.34%. This indicates that SELV's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.34%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	6.38%	9.93%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	13.25%	-4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.85%	18.34%	-6.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.85%	18.34%	-6.49%

SELV vs. RSSY - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

SELV vs. RSSY - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.75%, more than RSSY's 1.53% yield.

Position	TTM	2025	2024	2023	2022
RSSY Return Stacked US Stocks & Futures Yield ETF	1.53%	2.04%	0.00%	0.00%	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 RSSY in my portfolio?

SELV and RSSY have a correlation of 0.24, 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 RSSY?

SELV has higher volatility (2.82%) compared to RSSY (2.34%). In terms of maximum drawdown, SELV dropped -13.73% vs RSSY's -29.57%.

Which ETF is better, SELV or RSSY?

On 1-year performance, RSSY leads with 49.01% vs 8.37% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, RSSY has been the lower-risk option at 2.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SELV or RSSY?

Over the 1-year period, RSSY has performed better with a 49.01% return vs 8.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SELV or RSSY?

SELV is cheaper with a 0.15% expense ratio, compared with 1.04% for RSSY.

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

SELV has the higher dividend yield at 1.75%, compared with 1.53% for RSSY.

What is the main difference between SELV and RSSY?

They also come from different issuers: SEI and Return Stacked. Their fees differ too: 0.15% for SELV and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.72 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.