STXF vs. SELV

Last updated Jul 5, 2026

STXF (Strive 500 ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. STXF is passively managed, while SELV is actively managed. Over the past 3 years, STXF returned 20.80%/yr vs 10.91%/yr for SELV. A 0.64 correlation means they provide meaningful diversification when combined. STXF charges 0.05%/yr vs 0.15%/yr for SELV.

Performance

STXF vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXF achieves a 10.21% return, which is significantly higher than SELV's 3.98% return.

STXF

• 1D: -0.02%
• 1M: -1.03%
• 6M: 9.95%
• YTD: 10.21%
• 1Y: 20.76%
• 3Y*: 20.80%
• 5Y*: —
• 10Y*: —

SELV

• 1D: 1.49%
• 1M: 1.58%
• 6M: 4.47%
• YTD: 3.98%
• 1Y: 8.21%
• 3Y*: 10.91%
• 5Y*: —
• 10Y*: —

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

STXF vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXF Strive 500 ETF	10.21%	17.95%	25.13%	27.70%	-2.98%
SELV SEI Enhanced Low Volatility US Large Cap ETF	3.98%	12.86%	14.71%	6.58%	4.07%

Correlation

The correlation between STXF and SELV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022	0.64

Over the past year, the correlation between STXF and SELV has dropped to 0.29 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

STXF vs. SELV — Risk / Return Rank

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

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 62
STXF Sortino Ratio Rank: 60
STXF Omega Ratio Rank: 59
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 68

SELV

SELV Risk / Return Rank: 31
SELV Sharpe Ratio Rank: 30
SELV Sortino Ratio Rank: 30
SELV Omega Ratio Rank: 27
SELV Calmar Ratio Rank: 35
SELV Martin Ratio Rank: 32

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.

STXF vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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.

	STXF	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.68	0.98	+0.70
Sortino ratio: Return per unit of downside risk	2.36	1.45	+0.91
Omega ratio: Gain probability vs. loss probability	1.30	1.17	+0.13
Calmar ratio: Return relative to maximum drawdown	2.36	1.51	+0.85
Martin ratio: Return relative to average drawdown	10.11	4.01	+6.10

STXF vs. SELV - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.68, which is higher than the SELV Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of STXF and SELV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXF vs. SELV - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for STXF and SELV.

Drawdown Indicators

	STXF	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-13.73%	-5.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-5.92%	-3.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-8.94%	-10.06%
Current Drawdown Current decline from peak	-1.35%	-0.98%	-0.37%
Average Drawdown Average peak-to-trough decline	-2.30%	-2.38%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.23%	-0.06%

Volatility

STXF vs. SELV - Volatility Comparison

Strive 500 ETF (STXF) has a higher volatility of 5.23% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 3.81%. This indicates that STXF's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXF	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	3.81%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	7.15%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	9.20%	+3.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	11.91%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	11.91%	+4.23%

STXF vs. SELV - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is lower than SELV'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

STXF vs. SELV - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.19%, less than SELV's 1.72% yield.

Position	TTM	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.72%	1.74%	1.77%	2.06%	1.26%
STXF Strive 500 ETF	1.19%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STXF and SELV in my portfolio?

STXF and SELV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXF or SELV?

STXF has higher volatility (5.23%) compared to SELV (3.81%). In terms of maximum drawdown, STXF dropped -19.00% vs SELV's -13.73%.

Which ETF is better, STXF or SELV?

On 3-year performance, STXF leads with 20.80% vs 10.91% for SELV. On fees, STXF is cheaper at 0.05% per year. On volatility, SELV has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXF or SELV?

Over the 3-year period, STXF has performed better with a 20.80% return vs 10.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXF or SELV?

STXF is cheaper with a 0.05% expense ratio, compared with 0.15% for SELV.

Which ETF pays a higher dividend yield, STXF or SELV?

SELV has the higher dividend yield at 1.72%, compared with 1.19% for STXF.

What is the main difference between STXF and SELV?

They also come from different issuers: Strive and SEI. Their fees differ too: 0.05% for STXF and 0.15% for SELV.

Which has better risk-adjusted returns?

STXF currently has the higher Sharpe Ratio (1.68 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.