SELV vs. USMV
Compare and contrast key facts about SEI Enhanced Low Volatility US Large Cap ETF (SELV) and iShares Edge MSCI Min Vol USA ETF (USMV).
SELV and USMV 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. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SELV or USMV.
Correlation
The correlation between SELV and USMV is 0.80, 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.
Performance
SELV vs. USMV - Performance Comparison
Key characteristics
SELV:
1.34
USMV:
1.27
SELV:
1.85
USMV:
1.75
SELV:
1.28
USMV:
1.27
SELV:
1.89
USMV:
1.75
SELV:
7.35
USMV:
6.70
SELV:
2.30%
USMV:
2.45%
SELV:
12.67%
USMV:
12.96%
SELV:
-13.73%
USMV:
-33.10%
SELV:
-0.58%
USMV:
-2.01%
Returns By Period
In the year-to-date period, SELV achieves a 4.90% return, which is significantly higher than USMV's 4.37% return.
SELV
4.90%
6.67%
4.82%
15.65%
N/A
N/A
USMV
4.37%
5.91%
2.61%
15.02%
11.44%
10.39%
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SELV vs. USMV - Expense Ratio Comparison
Both SELV and USMV 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%.
Risk-Adjusted Performance
SELV vs. USMV — Risk-Adjusted Performance Rank
SELV
USMV
SELV vs. USMV - 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 iShares Edge MSCI Min Vol USA ETF (USMV). 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. USMV - Dividend Comparison
SELV's dividend yield for the trailing twelve months is around 1.87%, more than USMV's 1.57% 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% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.57% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% |
Drawdowns
SELV vs. USMV - Drawdown Comparison
The maximum SELV drawdown since its inception was -13.73%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for SELV and USMV. For additional features, visit the drawdowns tool.
Volatility
SELV vs. USMV - Volatility Comparison
SEI Enhanced Low Volatility US Large Cap ETF (SELV) and iShares Edge MSCI Min Vol USA ETF (USMV) have volatilities of 7.04% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.