VUS vs. SELV

Last updated Jul 17, 2026

VUS (Virtus U.S. Dividend ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. At a 0.06 correlation, their price movements are largely independent. VUS charges 0.25%/yr vs 0.15%/yr for SELV.

Performance

VUS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus U.S. Dividend ETF (VUS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUS achieves a 19.82% return, which is significantly higher than SELV's 5.03% return.

VUS

• 1D: -0.25%
• 1M: 0.55%
• 6M: 14.49%
• YTD: 19.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: 2.00%
• 1M: 2.54%
• 6M: 3.27%
• YTD: 5.03%
• 1Y: 11.14%
• 3Y*: 11.58%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUS vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025
VUS Virtus U.S. Dividend ETF	19.82%	0.88%
SELV SEI Enhanced Low Volatility US Large Cap ETF	5.03%	0.86%

Correlation

The correlation between VUS and SELV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025	0.06

VUS vs. SELV - Sectors Allocation Comparison

Sectors	VUS	SELV
Technology	36.7%	21.4%
Real Estate	11.4%	0.1%
Industrials	11.3%	7.5%
Financial Services	8.8%	4.8%
Healthcare	8.3%	17.0%
Communication Services	5.9%	15.8%
Energy	5.8%	4.3%
Consumer Cyclical	4.2%	4.9%
Basic Materials	2.6%	2.8%
Consumer Defensive	2.5%	12.3%
Utilities	1.3%	7.6%

Return for Risk

VUS vs. SELV — Risk / Return Rank

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

VUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 40
SELV Sortino Ratio Rank: 40
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 46
SELV Martin Ratio Rank: 40

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.

VUS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus U.S. Dividend ETF (VUS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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.

	VUS	SELV	Difference
Sharpe ratio: Return per unit of total volatility	—	1.18	—
Sortino ratio: Return per unit of downside risk	—	1.74	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	1.89	—
Martin ratio: Return relative to average drawdown	—	5.03	—

Drawdowns

VUS vs. SELV - Drawdown Comparison

The maximum VUS drawdown since its inception was -9.45%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for VUS and SELV.

Drawdown Indicators

	VUS	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-9.45%	-13.73%	+4.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.92%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-0.68%	0.00%	-0.68%
Average Drawdown Average peak-to-trough decline	-1.51%	-2.37%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.22%	—

Volatility

Volatility by Period

	VUS	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	9.53%	+5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	11.95%	+2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	11.95%	+2.82%

VUS vs. SELV - Expense Ratio Comparison

VUS has a 0.25% expense ratio, which is higher than SELV'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

VUS vs. SELV - Dividend Comparison

VUS's dividend yield for the trailing twelve months is around 1.29%, less than SELV's 1.70% yield.

Position	TTM	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.70%	1.74%	1.77%	2.06%	1.26%
VUS Virtus U.S. Dividend ETF	1.29%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VUS and SELV in my portfolio?

VUS and SELV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUS or SELV?

On fees, SELV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUS or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.25% for VUS.

Which ETF pays a higher dividend yield, VUS or SELV?

SELV has the higher dividend yield at 1.70%, compared with 1.29% for VUS.

What is the main difference between VUS and SELV?

They also come from different issuers: Virtus and SEI. Their fees differ too: 0.25% for VUS and 0.15% for SELV.