SPXD vs. SEIV

Last updated Jun 5, 2026

SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. SPXD is passively managed, while SEIV is actively managed. Their correlation of 0.84 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.15%/yr for SEIV.

Performance

SPXD vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPXD achieves a 10.08% return, which is significantly lower than SEIV's 18.23% return.

SPXD

• 1D: 0.59%
• 1M: 3.15%
• YTD: 10.08%
• 6M: 10.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: -0.04%
• 1M: 9.21%
• YTD: 18.23%
• 6M: 21.04%
• 1Y: 45.51%
• 3Y*: 27.99%
• 5Y*: —
• 10Y*: —

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

SPXD vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	10.08%	5.02%
SEIV SEI Enhanced US Large Cap Value Factor ETF	18.23%	15.11%

Correlation

The correlation between SPXD and SEIV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.84

Return for Risk

SPXD vs. SEIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEIV

SEIV Risk / Return Rank: 94
SEIV Sharpe Ratio Rank: 94
SEIV Sortino Ratio Rank: 95
SEIV Omega Ratio Rank: 94
SEIV Calmar Ratio Rank: 93
SEIV Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXD vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). 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.

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

Sharpe Ratios by Period

	SPXD	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.70	1.23	+0.47

Drawdowns

SPXD vs. SEIV - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for SPXD and SEIV.

Drawdown Indicators

	SPXD	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-7.53%	-18.18%	+10.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.95%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	0.00%	-0.89%	+0.89%
Average Drawdown Average peak-to-trough decline	-1.23%	-3.47%	+2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.70%	—

Volatility

Volatility by Period

	SPXD	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	12.48%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	16.67%	-5.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.78%	16.67%	-5.89%

SPXD vs. SEIV - Expense Ratio Comparison

SPXD has a 0.09% expense ratio, which is lower than SEIV's 0.15% 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%.

Dividends

SPXD vs. SEIV - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.02%, less than SEIV's 1.34% yield.

Position	TTM	2025	2024	2023	2022
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.34%	1.51%	1.66%	2.08%	1.63%
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	1.02%	0.76%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPXD and SEIV in my portfolio?

SPXD and SEIV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPXD or SEIV?

On fees, SPXD is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPXD or SEIV?

SPXD is cheaper with a 0.09% expense ratio, compared with 0.15% for SEIV.

Which ETF pays a higher dividend yield, SPXD or SEIV?

SEIV has the higher dividend yield at 1.34%, compared with 1.02% for SPXD.

What is the main difference between SPXD and SEIV?

They also come from different issuers: Xtrackers and SEI. Their fees differ too: 0.09% for SPXD and 0.15% for SEIV.