STXV vs. SEIV

Last updated Aug 2, 2026

STXV (Strive 1000 Value ETF) and SEIV (SEI QiM U.S. Large Cap Value Active ETF) are both Large Cap Value Equities funds. STXV is passively managed, while SEIV is actively managed. Over the past 3 years, STXV returned 16.59%/yr vs 24.62%/yr for SEIV. Their correlation of 0.84 means they have usually moved in the same direction. STXV charges 0.18%/yr vs 0.15%/yr for SEIV.

Performance

STXV vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) and SEI QiM U.S. Large Cap Value Active ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXV achieves a 16.83% return, which is significantly lower than SEIV's 19.61% return.

STXV

• 1D: -0.15%
• 1M: 1.18%
• 6M: 10.56%
• YTD: 16.83%
• 1Y: 29.63%
• 3Y*: 16.59%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.98%

SEIV

• 1D: -0.06%
• 1M: 3.04%
• 6M: 17.35%
• YTD: 19.61%
• 1Y: 41.26%
• 3Y*: 24.62%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.48%

*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)
SEIV SEI QiM U.S. Large Cap Value Active ETF	$8.91M	$9.09M	$6.11M
STXV Strive 1000 Value ETF	$237.40K	$357.12K	$300.77K

STXV vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXV Strive 1000 Value ETF	16.83%	16.26%	13.34%	9.28%	-0.08%
SEIV SEI QiM U.S. Large Cap Value Active ETF	19.61%	27.43%	19.73%	21.90%	1.94%

Correlation

The correlation between STXV and SEIV is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.84

The correlation between STXV and SEIV has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

STXV vs. SEIV - Sectors Allocation Comparison

Sectors	STXV	SEIV
Financial Services	22.0%	23.0%
Healthcare	17.3%	18.1%
Technology	12.5%	17.0%
Energy	10.3%	0.9%
Industrials	8.1%	1.9%
Consumer Defensive	7.7%	3.9%
Utilities	6.3%	2.4%
Consumer Cyclical	5.7%	18.5%
Communication Services	3.9%	6.5%
Real Estate	3.4%	1.2%
Basic Materials	2.8%	6.1%

Return for Risk

STXV vs. SEIV — Risk / Return Rank

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

STXV

STXV Risk / Return Rank: 95
STXV Sharpe Ratio Rank: 96
STXV Sortino Ratio Rank: 95
STXV Omega Ratio Rank: 94
STXV Calmar Ratio Rank: 94
STXV Martin Ratio Rank: 95

SEIV

SEIV Risk / Return Rank: 95
SEIV Sharpe Ratio Rank: 96
SEIV Sortino Ratio Rank: 96
SEIV Omega Ratio Rank: 95
SEIV Calmar Ratio Rank: 95
SEIV Martin Ratio Rank: 95

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.

STXV vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) and SEI QiM U.S. Large Cap Value Active 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.

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.

	STXV	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.89	3.07	-0.18
Sortino ratio: Return per unit of downside risk	4.15	4.18	-0.02
Omega ratio: Gain probability vs. loss probability	1.53	1.55	-0.02
Calmar ratio: Return relative to maximum drawdown	4.95	5.66	-0.72
Martin ratio: Return relative to average drawdown	18.99	21.01	-2.02

STXV vs. SEIV - Sharpe Ratio Comparison

The current STXV Sharpe Ratio is 2.89, which is comparable to the SEIV Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of STXV and SEIV, 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

STXV vs. SEIV - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for STXV and SEIV.

Drawdown Indicators

	STXV	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-18.18%	+3.38%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-6.95%	+1.14%
Max Drawdown (3Y) Largest decline over 3 years	-14.80%	-17.71%	+2.91%
Current Drawdown Current decline from peak	-1.20%	-0.83%	-0.37%
Average Drawdown Average peak-to-trough decline	-2.65%	-3.42%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	1.87%	-0.36%

Volatility

STXV vs. SEIV - Volatility Comparison

The current volatility for Strive 1000 Value ETF (STXV) is 2.53%, while SEI QiM U.S. Large Cap Value Active ETF (SEIV) has a volatility of 3.31%. This indicates that STXV experiences smaller price fluctuations and is considered to be less risky than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXV	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	3.31%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	6.94%	9.48%	-2.54%
Volatility (1Y) Calculated over the trailing 1-year period	9.99%	12.82%	-2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.08%	16.54%	-3.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.08%	16.54%	-3.46%

STXV vs. SEIV - Expense Ratio Comparison

STXV has a 0.18% expense ratio, which is higher than SEIV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

STXV vs. SEIV - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.05%, more than SEIV's 1.44% yield.

Position	TTM	2025	2024	2023	2022
SEIV SEI QiM U.S. Large Cap Value Active ETF	1.44%	1.51%	1.66%	2.08%	1.63%
STXV Strive 1000 Value ETF	2.05%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXV and SEIV in my portfolio?

STXV and SEIV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXV or SEIV?

SEIV has higher volatility (3.31%) compared to STXV (2.53%). In terms of maximum drawdown, STXV dropped -14.80% vs SEIV's -18.18%.

Which ETF is better, STXV or SEIV?

On 3-year performance, SEIV leads with 24.62% vs 16.59% for STXV. On fees, SEIV is cheaper at 0.15% per year. On volatility, STXV has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXV or SEIV?

Over the 3-year period, SEIV has performed better with a 24.62% return vs 16.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXV or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.18% for STXV.

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

STXV has the higher dividend yield at 2.05%, compared with 1.44% for SEIV.

What is the main difference between STXV and SEIV?

They also come from different issuers: Strive and SEI. Their fees differ too: 0.18% for STXV and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.07 vs 2.89), 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.