SMOM vs. SEIM

Last updated Aug 2, 2026

SMOM (Symmetry Panoramic Sector Momentum ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both exchange-traded funds - SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners, while SEIM is a Momentum fund actively managed by SEI. Both are actively managed. Their correlation of 0.82 means they have usually moved in the same direction. SMOM charges 0.63%/yr vs 0.15%/yr for SEIM.

Performance

SMOM vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Sector Momentum ETF (SMOM) 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, SMOM achieves a 9.28% return, which is significantly lower than SEIM's 15.26% return.

SMOM

• 1D: 0.07%
• 1M: 1.78%
• 6M: 7.98%
• YTD: 9.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SEIM

• 1D: 0.47%
• 1M: -2.14%
• 6M: 12.15%
• YTD: 15.26%
• 1Y: 25.77%
• 3Y*: 26.24%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	$5.57M	$6.94M	$5.12M
SMOM Symmetry Panoramic Sector Momentum ETF	$282.40K	$230.96K	$175.69K

SMOM vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025
SMOM Symmetry Panoramic Sector Momentum ETF	9.28%	2.78%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	15.26%	4.55%

Correlation

The correlation between SMOM and SEIM is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.82

Return for Risk

SMOM vs. SEIM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SEIM

SEIM Risk / Return Rank: 60
SEIM Sharpe Ratio Rank: 54
SEIM Sortino Ratio Rank: 53
SEIM Omega Ratio Rank: 51
SEIM Calmar Ratio Rank: 69
SEIM Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMOM vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SMOM	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.30	—
Sortino ratio: Return per unit of downside risk	—	1.87	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	2.40	—
Martin ratio: Return relative to average drawdown	—	8.72	—

Drawdowns

SMOM vs. SEIM - Drawdown Comparison

The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for SMOM and SEIM.

Drawdown Indicators

	SMOM	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-7.45%	-22.17%	+14.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.17%	—
Current Drawdown Current decline from peak	-0.56%	-5.49%	+4.93%
Average Drawdown Average peak-to-trough decline	-1.49%	-3.97%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.76%	—

Volatility

Volatility by Period

	SMOM	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	18.59%	-6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	19.18%	-6.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	19.18%	-6.76%

SMOM vs. SEIM - Expense Ratio Comparison

SMOM has a 0.63% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

SMOM vs. SEIM - Dividend Comparison

SMOM's dividend yield for the trailing twelve months is around 0.15%, less than SEIM's 0.55% yield.

Position	TTM	2025	2024	2023	2022
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.55%	0.56%	0.48%	0.89%	1.01%
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SMOM and SEIM in my portfolio?

SMOM and SEIM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SMOM or SEIM?

On fees, SEIM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SMOM or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.63% for SMOM.

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

SEIM has the higher dividend yield at 0.55%, compared with 0.15% for SMOM.

What is the main difference between SMOM and SEIM?

SMOM is categorized as Large Cap Blend Equities, while SEIM is Momentum. They also come from different issuers: Symmetry Partners and SEI. Their fees differ too: 0.63% for SMOM and 0.15% for SEIM.