VV vs. SELV

Last updated Jul 14, 2026

VV (Vanguard Large-Cap ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. VV is passively managed, while SELV is actively managed. Over the past 3 years, VV returned 20.34%/yr vs 11.44%/yr for SELV. A 0.68 correlation means they provide meaningful diversification when combined. VV charges 0.04%/yr vs 0.15%/yr for SELV.

Performance

VV vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) 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, VV achieves a 10.23% return, which is significantly higher than SELV's 4.65% return.

VV

• 1D: -0.77%
• 1M: 1.34%
• 6M: 8.23%
• YTD: 10.23%
• 1Y: 21.28%
• 3Y*: 20.34%
• 5Y*: 12.62%
• 10Y*: 15.17%

SELV

• 1D: 0.81%
• 1M: 1.85%
• 6M: 3.60%
• YTD: 4.65%
• 1Y: 10.70%
• 3Y*: 11.44%
• 5Y*: —
• 10Y*: —

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

VV vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VV Vanguard Large-Cap ETF	10.23%	18.11%	25.25%	27.18%	-5.37%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between VV and SELV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.68

Over the past year, the correlation between VV and SELV has dropped to 0.25 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

VV vs. SELV - Sectors Allocation Comparison

Sectors	VV	SELV
Technology	39.5%	21.4%
Financial Services	11.0%	4.8%
Communication Services	10.8%	15.8%
Consumer Cyclical	9.7%	4.9%
Healthcare	8.4%	17.0%
Industrials	7.9%	7.5%
Consumer Defensive	4.4%	12.3%
Energy	3.2%	4.3%
Utilities	2.0%	7.6%
Real Estate	1.6%	0.1%
Basic Materials	1.5%	2.8%

Return for Risk

VV vs. SELV — Risk / Return Rank

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

VV

VV Risk / Return Rank: 64
VV Sharpe Ratio Rank: 64
VV Sortino Ratio Rank: 63
VV Omega Ratio Rank: 63
VV Calmar Ratio Rank: 58
VV Martin Ratio Rank: 69

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 41
SELV Sortino Ratio Rank: 41
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 45
SELV Martin Ratio Rank: 39

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.

VV vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.

	VV	SELV	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.16	+0.52
Sortino ratio: Return per unit of downside risk	2.33	1.71	+0.63
Omega ratio: Gain probability vs. loss probability	1.30	1.20	+0.10
Calmar ratio: Return relative to maximum drawdown	2.32	1.81	+0.51
Martin ratio: Return relative to average drawdown	10.00	4.84	+5.16

VV vs. SELV - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 1.69, which is higher than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of VV and SELV, 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

VV vs. SELV - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for VV and SELV.

Drawdown Indicators

	VV	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-13.73%	-41.08%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-5.92%	-3.29%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-8.94%	-10.03%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-1.13%	-0.34%	-0.79%
Average Drawdown Average peak-to-trough decline	-6.81%	-2.37%	-4.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	2.21%	-0.08%

Volatility

VV vs. SELV - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 4.14% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 3.86%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.14%	3.86%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	7.24%	+2.80%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	9.26%	+3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	11.90%	+5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	11.90%	+6.29%

VV vs. SELV - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than SELV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VV vs. SELV - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.02%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.71%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VV Vanguard Large-Cap ETF	1.02%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both VV and SELV in my portfolio?

VV and SELV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VV or SELV?

VV has higher volatility (4.14%) compared to SELV (3.86%). In terms of maximum drawdown, VV dropped -54.81% vs SELV's -13.73%.

Which ETF is better, VV or SELV?

On 3-year performance, VV leads with 20.34% vs 11.44% for SELV. On fees, VV is cheaper at 0.04% per year. On volatility, SELV has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VV or SELV?

Over the 3-year period, VV has performed better with a 20.34% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VV or SELV?

VV is cheaper with a 0.04% expense ratio, compared with 0.15% for SELV.

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

SELV has the higher dividend yield at 1.71%, compared with 1.02% for VV.

What is the main difference between VV and SELV?

They also come from different issuers: Vanguard and SEI. Their fees differ too: 0.04% for VV and 0.15% for SELV.

Which has better risk-adjusted returns?

VV currently has the higher Sharpe Ratio (1.69 vs 1.16), 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.