SETAX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust Real Estate Fund (SETAX) and iShares S&P 500 Index Fund (WFSPX).
SETAX is managed by BlackRock. It was launched on Nov 13, 2003. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
SETAX vs. WFSPX - Performance Comparison
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SETAX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SETAX SEI Institutional Managed Trust Real Estate Fund | 1.64% | 1.90% | 10.63% | 15.75% | -25.85% | 44.05% | -3.51% | 25.14% | -5.87% | 5.17% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, SETAX achieves a 1.64% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, SETAX has underperformed WFSPX with an annualized return of 5.56%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
SETAX
- 1D
- 0.41%
- 1M
- -7.19%
- YTD
- 1.64%
- 6M
- -0.20%
- 1Y
- 1.74%
- 3Y*
- 8.96%
- 5Y*
- 5.37%
- 10Y*
- 5.56%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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SETAX vs. WFSPX - Expense Ratio Comparison
SETAX has a 1.14% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SETAX vs. WFSPX — Risk / Return Rank
SETAX
WFSPX
SETAX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Estate Fund (SETAX) and iShares S&P 500 Index Fund (WFSPX). 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.
| SETAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.84 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.30 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.06 | -0.84 |
Martin ratioReturn relative to average drawdown | 0.86 | 5.13 | -4.27 |
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
| SETAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.84 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.68 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.76 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.13 | +0.15 |
Correlation
The correlation between SETAX and WFSPX is 0.65, 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.
Dividends
SETAX vs. WFSPX - Dividend Comparison
SETAX's dividend yield for the trailing twelve months is around 11.67%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SETAX SEI Institutional Managed Trust Real Estate Fund | 11.67% | 11.86% | 5.19% | 2.10% | 5.36% | 6.86% | 6.34% | 8.59% | 17.07% | 8.65% | 13.65% | 5.99% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
SETAX vs. WFSPX - Drawdown Comparison
The maximum SETAX drawdown since its inception was -75.06%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SETAX and WFSPX.
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Drawdown Indicators
| SETAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.06% | -58.21% | -16.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.11% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -24.51% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -33.74% | -7.58% |
Current DrawdownCurrent decline from peak | -7.42% | -8.90% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -12.84% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.49% | +0.54% |
Volatility
SETAX vs. WFSPX - Volatility Comparison
SEI Institutional Managed Trust Real Estate Fund (SETAX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 4.13% and 4.24%, 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.
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Volatility by Period
| SETAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.24% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 9.08% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 18.06% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.18% | 16.84% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 17.98% | +3.14% |