VALQ vs. SEIQ

Last updated Aug 4, 2026

VALQ (American Century STOXX U.S. Quality Value ETF) and SEIQ (SEI Enhanced US Large Cap Quality Factor ETF) are both Quality Factor funds. VALQ is passively managed, while SEIQ is actively managed. Over the past 3 years, VALQ returned 14.02%/yr vs 14.33%/yr for SEIQ. Their correlation of 0.82 means they have usually moved in the same direction. VALQ charges 0.29%/yr vs 0.15%/yr for SEIQ.

Performance

VALQ vs. SEIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century STOXX U.S. Quality Value ETF (VALQ) and SEI Enhanced US Large Cap Quality Factor ETF (SEIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with VALQ having a 7.41% return and SEIQ slightly lower at 7.10%.

VALQ

• 1D: 0.64%
• 1M: 1.46%
• 6M: 2.65%
• YTD: 7.41%
• 1Y: 17.62%
• 3Y*: 14.02%
• 5Y*: 8.85%
• 10Y*: —
• ALL TIME*: 8.86%

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
VALQ American Century STOXX U.S. Quality Value ETF	$217.95K	$474.87K	$401.20K

VALQ vs. SEIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VALQ American Century STOXX U.S. Quality Value ETF	7.41%	10.58%	16.71%	13.87%	-5.23%
SEIQ SEI Enhanced US Large Cap Quality Factor ETF	7.10%	12.51%	16.15%	22.66%	1.51%

Correlation

The correlation between VALQ and SEIQ is 0.72, 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.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.82

The correlation between VALQ and SEIQ has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.

VALQ vs. SEIQ - Sectors Allocation Comparison

Sectors	VALQ	SEIQ
Technology	34.6%	34.1%
Healthcare	14.8%	19.4%
Consumer Cyclical	12.1%	10.0%
Consumer Defensive	12.1%	13.1%
Industrials	11.6%	6.7%
Communication Services	6.5%	5.3%
Financial Services	5.5%	10.3%
Energy	1.9%	-
Basic Materials	0.7%	0.9%
Real Estate	0.3%	-
Utilities	-	-

Return for Risk

VALQ vs. SEIQ — Risk / Return Rank

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

VALQ

VALQ Risk / Return Rank: 62
VALQ Sharpe Ratio Rank: 65
VALQ Sortino Ratio Rank: 68
VALQ Omega Ratio Rank: 62
VALQ Calmar Ratio Rank: 60
VALQ Martin Ratio Rank: 52

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.

VALQ vs. SEIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) 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.

	VALQ	SEIQ	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.22	+0.37
Sortino ratio: Return per unit of downside risk	2.35	1.75	+0.59
Omega ratio: Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio: Return relative to maximum drawdown	2.25	1.45	+0.80
Martin ratio: Return relative to average drawdown	6.47	5.49	+0.98

VALQ vs. SEIQ - Sharpe Ratio Comparison

The current VALQ Sharpe Ratio is 1.59, which is higher than the SEIQ Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VALQ 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

VALQ vs. SEIQ - Drawdown Comparison

The maximum VALQ drawdown since its inception was -38.19%, which is greater than SEIQ's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for VALQ and SEIQ.

Drawdown Indicators

	VALQ	SEIQ	Difference
Max Drawdown Largest peak-to-trough decline	-38.19%	-14.87%	-23.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-9.66%	+1.81%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-14.27%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-20.19%	—	—
Current Drawdown Current decline from peak	-0.45%	0.00%	-0.45%
Average Drawdown Average peak-to-trough decline	-4.87%	-2.68%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.55%	+0.18%

Volatility

VALQ vs. SEIQ - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 3.08%, while SEI Enhanced US Large Cap Quality Factor ETF (SEIQ) has a volatility of 4.01%. This indicates that VALQ experiences smaller price fluctuations and is considered to be less risky than SEIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VALQ	SEIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	4.01%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	9.30%	-1.26%
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	11.53%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	14.58%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	14.58%	+2.97%

VALQ vs. SEIQ - Expense Ratio Comparison

VALQ has a 0.29% expense ratio, which is higher than SEIQ's 0.15% expense ratio.

Dividends

VALQ vs. SEIQ - Dividend Comparison

VALQ's dividend yield for the trailing twelve months is around 1.78%, more than SEIQ's 0.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
VALQ American Century STOXX U.S. Quality Value ETF	1.78%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%

Frequently Asked Questions

Can I hold both VALQ and SEIQ in my portfolio?

VALQ and SEIQ have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VALQ or SEIQ?

SEIQ has higher volatility (4.01%) compared to VALQ (3.08%). In terms of maximum drawdown, VALQ dropped -38.19% vs SEIQ's -14.87%.

Which ETF is better, VALQ or SEIQ?

On 3-year performance, SEIQ leads with 14.33% vs 14.02% for VALQ. On fees, SEIQ is cheaper at 0.15% per year. On volatility, VALQ has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VALQ or SEIQ?

Over the 3-year period, SEIQ has performed better with a 14.33% return vs 14.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VALQ or SEIQ?

SEIQ is cheaper with a 0.15% expense ratio, compared with 0.29% for VALQ.

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

VALQ has the higher dividend yield at 1.78%, compared with 0.89% for SEIQ.

What is the main difference between VALQ and SEIQ?

They also come from different issuers: American Century and SEI. Their fees differ too: 0.29% for VALQ and 0.15% for SEIQ.

Which has better risk-adjusted returns?

VALQ currently has the higher Sharpe Ratio (1.59 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.