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.
Performance
SELV vs. SPLV - Performance Comparison
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SELV vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 0.06% | 12.86% | 14.71% | 6.58% | 1.38% |
SPLV Invesco S&P 500 Low Volatility ETF | 3.24% | 4.10% | 13.93% | 0.53% | 2.83% |
Returns By Period
In the year-to-date period, SELV achieves a 0.06% return, which is significantly lower than SPLV's 3.24% return.
SELV
- 1D
- -0.03%
- 1M
- -4.52%
- YTD
- 0.06%
- 6M
- 2.34%
- 1Y
- 7.52%
- 3Y*
- 10.73%
- 5Y*
- —
- 10Y*
- —
SPLV
- 1D
- 0.26%
- 1M
- -5.14%
- YTD
- 3.24%
- 6M
- 1.55%
- 1Y
- 0.27%
- 3Y*
- 7.81%
- 5Y*
- 6.88%
- 10Y*
- 8.34%
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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%.
Return for Risk
SELV vs. SPLV — Risk / Return Rank
SELV
SPLV
SELV vs. SPLV - 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 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.
| SELV | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.02 | +0.59 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.12 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.02 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.03 | +0.82 |
Martin ratioReturn relative to average drawdown | 4.03 | 0.09 | +3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SELV | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.02 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.69 | +0.07 |
Correlation
The correlation between SELV and SPLV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SELV vs. SPLV - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.74%, less than SPLV's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.74% | 1.74% | 1.77% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
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.
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Drawdown Indicators
| SELV | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -36.26% | +22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -8.88% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | -4.72% | -5.14% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -3.54% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.89% | -1.02% |
Volatility
SELV vs. SPLV - Volatility Comparison
The current volatility for SEI Enhanced Low Volatility US Large Cap ETF (SELV) is 2.65%, while Invesco S&P 500 Low Volatility ETF (SPLV) has a volatility of 3.08%. This indicates that SELV experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELV | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.08% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 6.84% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 12.68% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.94% | 12.43% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.94% | 15.35% | -3.41% |