SELV vs. SEIM

Last updated Jun 5, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both exchange-traded funds - SELV is a Large Cap Blend Equities fund actively managed by SEI, while SEIM is a Momentum fund actively managed by SEI. Both are actively managed. Over the past 3 years, SELV returned 11.56%/yr vs 29.67%/yr for SEIM. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

SELV vs. SEIM - 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 SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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 SEIM's 18.74% return.

SELV

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

SEIM

• 1D: -0.15%
• 1M: 6.24%
• YTD: 18.74%
• 6M: 19.62%
• 1Y: 36.27%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

SELV vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	2.37%	12.86%	14.71%	6.58%	1.38%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.74%	20.20%	39.12%	16.25%	-2.39%

Correlation

The correlation between SELV and SEIM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.63

Over the past year, the correlation between SELV and SEIM has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

SELV vs. SEIM - Sectors Allocation Comparison

Sectors	SELV	SEIM
Technology	21.4%	29.5%
Healthcare	17.0%	9.5%
Communication Services	15.8%	4.4%
Consumer Defensive	12.3%	7.9%
Utilities	7.6%	2.4%
Industrials	7.5%	6.8%
Consumer Cyclical	4.9%	7.2%
Financial Services	4.8%	8.1%
Energy	4.3%	11.8%
Basic Materials	2.8%	4.7%
Real Estate	0.1%	7.2%

Return for Risk

SELV vs. SEIM — 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

SEIM

SEIM Risk / Return Rank: 71
SEIM Sharpe Ratio Rank: 69
SEIM Sortino Ratio Rank: 67
SEIM Omega Ratio Rank: 66
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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. SEIM - 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 SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.24	-1.28
Sortino ratio: Return per unit of downside risk	1.41	3.04	-1.63
Omega ratio: Gain probability vs. loss probability	1.17	1.39	-0.23
Calmar ratio: Return relative to maximum drawdown	1.42	3.62	-2.20
Martin ratio: Return relative to average drawdown	4.11	15.90	-11.80
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. SEIM - Sharpe Ratio Comparison

The current SELV Sharpe Ratio is 0.96, which is lower than the SEIM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SELV and SEIM, 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	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	2.24	-1.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	1.19	-0.40

Drawdowns

SELV vs. SEIM - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for SELV and SEIM.

Drawdown Indicators

	SELV	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-22.17%	+8.44%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	-10.07%	+4.15%
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	-22.17%	+13.23%
Current Drawdown Current decline from peak	-2.52%	-0.47%	-2.05%
Average Drawdown Average peak-to-trough decline	-2.36%	-3.98%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.29%	-0.25%

Volatility

SELV vs. SEIM - Volatility Comparison

The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.82%, while SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a volatility of 4.63%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELV	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	4.63%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	6.38%	13.33%	-6.95%
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	16.28%	-7.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.85%	18.85%	-7.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.85%	18.85%	-7.00%

SELV vs. SEIM - Expense Ratio Comparison

Both SELV and SEIM have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SELV vs. SEIM - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.75%, more than SEIM's 0.52% yield.

Position	TTM	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%
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 SEIM in my portfolio?

SELV and SEIM have a correlation of 0.28, 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 SEIM?

SEIM has higher volatility (4.63%) compared to SELV (2.82%). In terms of maximum drawdown, SELV dropped -13.73% vs SEIM's -22.17%.

Which ETF is better, SELV or SEIM?

On 3-year performance, SEIM leads with 29.67% vs 11.56% for SELV. Both ETFs have the same 0.15% expense ratio. 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 SEIM?

Over the 3-year period, SEIM has performed better with a 29.67% 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 SEIM?

SELV and SEIM have the same expense ratio: 0.15% per year.

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

SELV has the higher dividend yield at 1.75%, compared with 0.52% for SEIM.

What is the main difference between SELV and SEIM?

SELV is categorized as Large Cap Blend Equities, while SEIM is Momentum.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.24 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.