SELV vs. SPLV
Compare and contrast key facts about SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Invesco S&P 500® Low Volatility ETF (SPLV).
SELV and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SELV is an actively managed fund by SEI. It was launched on May 16, 2022. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SELV or SPLV.
Correlation
The correlation between SELV and SPLV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SELV vs. SPLV - Performance Comparison
Key characteristics
SELV:
1.34
SPLV:
1.21
SELV:
1.85
SPLV:
1.65
SELV:
1.28
SPLV:
1.24
SELV:
1.89
SPLV:
1.73
SELV:
7.35
SPLV:
5.43
SELV:
2.30%
SPLV:
2.90%
SELV:
12.67%
SPLV:
13.08%
SELV:
-13.73%
SPLV:
-36.26%
SELV:
-0.58%
SPLV:
-3.10%
Returns By Period
In the year-to-date period, SELV achieves a 4.90% return, which is significantly higher than SPLV's 4.20% return.
SELV
4.90%
6.67%
4.82%
15.65%
N/A
N/A
SPLV
4.20%
3.77%
2.40%
14.80%
10.59%
9.12%
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SELV vs. SPLV - Expense Ratio Comparison
SELV has a 0.15% expense ratio, which is lower than SPLV's 0.25% 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%.
Risk-Adjusted Performance
SELV vs. SPLV — Risk-Adjusted Performance Rank
SELV
SPLV
SELV vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) and Invesco S&P 500® Low Volatility ETF (SPLV). 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.
Dividends
SELV vs. SPLV - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.87%, more than SPLV's 1.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.87% | 1.77% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.74% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
SELV vs. SPLV - Drawdown Comparison
The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for SELV and SPLV. For additional features, visit the drawdowns tool.
Volatility
SELV vs. SPLV - Volatility Comparison
SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a higher volatility of 7.04% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 6.34%. This indicates that SELV's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.