ULVM vs. SEIV

In the year-to-date period, ULVM achieves a 1.13% return, which is significantly lower than SEIV's 2.86% return.

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ULVM has a 0.20% 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%.

This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA MSCI USA Value Momentum ETF (ULVM) 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.

The current ULVM Sharpe Ratio is 0.51, which is comparable to the SEIV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ULVM and SEIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ULVM's dividend yield for the trailing twelve months is around 1.82%, more than SEIV's 1.80% yield.

The maximum ULVM drawdown since its inception was -40.71%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for ULVM and SEIV. For additional features, visit the drawdowns tool.

VictoryShares USAA MSCI USA Value Momentum ETF (ULVM) and SEI Enhanced US Large Cap Value Factor ETF (SEIV) have volatilities of 4.69% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.