UDI vs. SEIV

Last updated Jun 5, 2026

UDI (USCF ESG Dividend Income Fund) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, UDI returned 17.11%/yr vs 27.99%/yr for SEIV. Their correlation of 0.82 suggests significant overlap in exposure. UDI charges 0.65%/yr vs 0.15%/yr for SEIV.

Performance

UDI vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF ESG Dividend Income Fund (UDI) 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, UDI achieves a 10.96% return, which is significantly lower than SEIV's 18.23% return.

UDI

• 1D: 1.37%
• 1M: 2.33%
• YTD: 10.96%
• 6M: 12.67%
• 1Y: 24.01%
• 3Y*: 17.11%
• 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)

UDI vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
UDI USCF ESG Dividend Income Fund	10.96%	14.23%	17.07%	6.35%	3.81%
SEIV SEI Enhanced US Large Cap Value Factor ETF	18.23%	27.43%	19.73%	21.90%	-6.80%

Correlation

The correlation between UDI and SEIV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 9, 2022	0.82

The correlation between UDI and SEIV shifts across timeframes, from 0.66 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

UDI vs. SEIV - Sectors Allocation Comparison

Sectors	UDI	SEIV
Financial Services	29.5%	23.0%
Healthcare	16.8%	18.1%
Energy	11.9%	0.9%
Real Estate	8.7%	1.2%
Utilities	8.3%	2.4%
Technology	6.8%	17.0%
Communication Services	6.1%	6.5%
Basic Materials	4.2%	5.1%
Consumer Defensive	2.9%	3.9%
Industrials	2.5%	3.0%
Consumer Cyclical	2.4%	18.5%

Return for Risk

UDI vs. SEIV — Risk / Return Rank

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

UDI

UDI Risk / Return Rank: 77
UDI Sharpe Ratio Rank: 73
UDI Sortino Ratio Rank: 76
UDI Omega Ratio Rank: 70
UDI Calmar Ratio Rank: 82
UDI Martin Ratio Rank: 82

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.

UDI vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) 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.

	UDI	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	2.35	3.67	-1.32
Sortino ratio: Return per unit of downside risk	3.35	4.99	-1.64
Omega ratio: Gain probability vs. loss probability	1.41	1.66	-0.25
Calmar ratio: Return relative to maximum drawdown	4.26	6.58	-2.32
Martin ratio: Return relative to average drawdown	16.23	26.87	-10.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UDI vs. SEIV - Sharpe Ratio Comparison

The current UDI Sharpe Ratio is 2.35, which is lower than the SEIV Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of UDI 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.

Sharpe Ratios by Period

	UDI	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	3.67	-1.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	1.23	-0.29

Drawdowns

UDI vs. SEIV - Drawdown Comparison

The maximum UDI drawdown since its inception was -14.17%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for UDI and SEIV.

Drawdown Indicators

	UDI	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-14.17%	-18.18%	+4.01%
Max Drawdown (1Y) Largest decline over 1 year	-5.66%	-6.95%	+1.29%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-17.71%	+3.54%
Current Drawdown Current decline from peak	0.00%	-0.89%	+0.89%
Average Drawdown Average peak-to-trough decline	-3.07%	-3.47%	+0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	1.70%	-0.22%

Volatility

UDI vs. SEIV - Volatility Comparison

The current volatility for USCF ESG Dividend Income Fund (UDI) is 2.95%, while SEI Enhanced US Large Cap Value Factor ETF (SEIV) has a volatility of 4.04%. This indicates that UDI 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

	UDI	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	4.04%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	7.07%	9.08%	-2.01%
Volatility (1Y) Calculated over the trailing 1-year period	10.26%	12.48%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	16.67%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.05%	16.67%	-2.62%

UDI vs. SEIV - Expense Ratio Comparison

UDI has a 0.65% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

UDI vs. SEIV - Dividend Comparison

UDI's dividend yield for the trailing twelve months is around 2.46%, more 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%
UDI USCF ESG Dividend Income Fund	2.46%	2.42%	5.33%	2.61%	1.79%

Frequently Asked Questions

Can I hold both UDI and SEIV in my portfolio?

UDI and SEIV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UDI or SEIV?

SEIV has higher volatility (4.04%) compared to UDI (2.95%). In terms of maximum drawdown, UDI dropped -14.17% vs SEIV's -18.18%.

Which ETF is better, UDI or SEIV?

On 3-year performance, SEIV leads with 27.99% vs 17.11% for UDI. On fees, SEIV is cheaper at 0.15% per year. On volatility, UDI has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, UDI or SEIV?

Over the 3-year period, SEIV has performed better with a 27.99% return vs 17.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, UDI or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.65% for UDI.

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

UDI has the higher dividend yield at 2.46%, compared with 1.34% for SEIV.

What is the main difference between UDI and SEIV?

They also come from different issuers: USCF Advisers and SEI. Their fees differ too: 0.65% for UDI and 0.15% for SEIV.

Which has better risk-adjusted returns?

SEIV currently has the higher Sharpe Ratio (3.67 vs 2.35), 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.