TTAC vs. SEIQ

Last updated Aug 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) are both Quality Factor funds. Both are actively managed. Over the past 3 years, TTAC returned 16.79%/yr vs 14.33%/yr for SEIQ. Their correlation of 0.82 means they have usually moved in the same direction. TTAC charges 0.59%/yr vs 0.15%/yr for SEIQ.

Performance

TTAC vs. SEIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 15.31% return, which is significantly higher than SEIQ's 7.10% return.

TTAC

• 1D: 0.84%
• 1M: -1.36%
• 6M: 12.42%
• YTD: 15.31%
• 1Y: 20.70%
• 3Y*: 16.79%
• 5Y*: 11.12%
• 10Y*: —
• ALL TIME*: 14.10%

SEIQ

• 1D: 0.83%
• 1M: 3.20%
• 6M: 5.93%
• YTD: 7.10%
• 1Y: 13.95%
• 3Y*: 14.33%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.10%

*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)
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	$2.02M	$3.08M	$2.15M
TTAC TrimTabs US Free Cash Flow Quality ETF	$1.01M	$1.13M	$1.15M

TTAC vs. SEIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TTAC TrimTabs US Free Cash Flow Quality ETF	15.31%	8.07%	18.26%	22.97%	-2.14%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	7.10%	12.51%	16.15%	22.66%	1.51%

Correlation

The correlation between TTAC and SEIQ is 0.51, 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.	0.51
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.82

Over the past year, the correlation between TTAC and SEIQ has dropped to 0.51 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

TTAC vs. SEIQ - Sectors Allocation Comparison

Sectors	TTAC	SEIQ
Technology	31.4%	34.1%
Financial Services	14.5%	10.3%
Consumer Cyclical	11.8%	10.0%
Healthcare	11.6%	19.4%
Industrials	9.3%	6.7%
Consumer Defensive	8.0%	13.1%
Communication Services	5.0%	5.3%
Energy	2.6%	-
Basic Materials	2.3%	0.9%
Real Estate	2.0%	-
Utilities	-	-

Return for Risk

TTAC vs. SEIQ — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 56
TTAC Sharpe Ratio Rank: 47
TTAC Sortino Ratio Rank: 46
TTAC Omega Ratio Rank: 44
TTAC Calmar Ratio Rank: 77
TTAC Martin Ratio Rank: 69

SEIQ

SEIQ Risk / Return Rank: 44
SEIQ Sharpe Ratio Rank: 47
SEIQ Sortino Ratio Rank: 45
SEIQ Omega Ratio Rank: 43
SEIQ Calmar Ratio Rank: 39
SEIQ Martin Ratio Rank: 46

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.

TTAC vs. SEIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). 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.

	TTAC	SEIQ	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.22	+0.02
Sortino ratio: Return per unit of downside risk	1.76	1.75	+0.01
Omega ratio: Gain probability vs. loss probability	1.22	1.21	0.00
Calmar ratio: Return relative to maximum drawdown	2.90	1.45	+1.45
Martin ratio: Return relative to average drawdown	8.91	5.49	+3.42

TTAC vs. SEIQ - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.24, which is comparable to the SEIQ Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TTAC and SEIQ, 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

TTAC vs. SEIQ - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for TTAC and SEIQ.

Drawdown Indicators

	TTAC	SEIQ	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-14.87%	-20.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-9.66%	+2.49%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-14.27%	-5.65%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	—	—
Current Drawdown Current decline from peak	-4.50%	0.00%	-4.50%
Average Drawdown Average peak-to-trough decline	-4.95%	-2.68%	-2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	2.55%	-0.22%

Volatility

TTAC vs. SEIQ - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 4.80% compared to SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) at 4.01%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	SEIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.01%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	9.30%	+4.30%
Volatility (1Y) Calculated over the trailing 1-year period	16.82%	11.53%	+5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	14.58%	+2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	14.58%	+4.17%

TTAC vs. SEIQ - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than SEIQ's 0.15% expense ratio.

Dividends

TTAC vs. SEIQ - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than SEIQ's 0.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	0.89%	0.94%	0.97%	1.08%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.54%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and SEIQ in my portfolio?

TTAC and SEIQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or SEIQ?

TTAC has higher volatility (4.80%) compared to SEIQ (4.01%). In terms of maximum drawdown, TTAC dropped -34.95% vs SEIQ's -14.87%.

Which ETF is better, TTAC or SEIQ?

On 3-year performance, TTAC leads with 16.79% vs 14.33% for SEIQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, SEIQ has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or SEIQ?

Over the 3-year period, TTAC has performed better with a 16.79% return vs 14.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or SEIQ?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or SEIQ?

SEIQ has the higher dividend yield at 0.89%, compared with 0.54% for TTAC.

What is the main difference between TTAC and SEIQ?

They also come from different issuers: TrimTabs and SEI. Their fees differ too: 0.59% for TTAC and 0.15% for SEIQ.

Which has better risk-adjusted returns?

TTAC currently has the higher Sharpe Ratio (1.24 vs 1.22), 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.