WCAP vs. SELV
WCAP (WarCap Unconstrained Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - WCAP is a Large Cap Blend Equities fund actively managed by WarCap, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Their 0.10 correlation means their historical movements had little consistent relationship. WCAP charges 1.00%/yr vs 0.15%/yr for SELV.
Performance
WCAP vs. SELV - Performance Comparison
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Returns By Period
In the year-to-date period, WCAP achieves a -8.26% return, which is significantly lower than SELV's 6.37% return.
WCAP
- 1D
- 2.04%
- 1M
- -6.02%
- 6M
- -6.81%
- YTD
- -8.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SELV
- 1D
- -1.33%
- 1M
- 4.65%
- 6M
- 4.43%
- YTD
- 6.37%
- 1Y
- 12.51%
- 3Y*
- 11.87%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $618.13K | $513.49K | $533.99K | |
| $124.16K | $145.73K | $81.26K |
WCAP vs. SELV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WCAP WarCap Unconstrained Equity ETF | -8.26% | -2.03% |
SELV SEI Enhanced Low Volatility US Large Cap ETF | 6.37% | 3.75% |
Correlation
The correlation between WCAP and SELV is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.10 |
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Return for Risk
WCAP vs. SELV — Risk / Return Rank
WCAP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SELV
WCAP vs. SELV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WarCap Unconstrained Equity ETF (WCAP) 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.
| WCAP | SELV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.12 | — |
| Martin ratioReturn relative to average drawdown | — | 5.68 | — |
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Drawdowns
WCAP vs. SELV - Drawdown Comparison
The maximum WCAP drawdown since its inception was -15.90%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for WCAP and SELV.
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Drawdown Indicators
| WCAP | SELV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.90% | -13.73% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.92% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.94% | — |
Current DrawdownCurrent decline from peak | -11.38% | -1.40% | -9.98% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -2.35% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.21% | — |
Volatility
WCAP vs. SELV - Volatility Comparison
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Volatility by Period
| WCAP | SELV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 9.88% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 11.98% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 11.98% | +4.14% |
WCAP vs. SELV - Expense Ratio Comparison
WCAP has a 1.00% expense ratio, which is higher than SELV's 0.15% expense ratio.
Dividends
WCAP vs. SELV - Dividend Comparison
WCAP's dividend yield for the trailing twelve months is around 0.04%, less than SELV's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SELV SEI Enhanced Low Volatility US Large Cap ETF | 1.68% | 1.74% | 1.77% | 2.06% | 1.26% |
WCAP WarCap Unconstrained Equity ETF | 0.04% | 0.04% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WCAP and SELV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
SELV is cheaper with a 0.15% expense ratio, compared with 1.00% for WCAP.
SELV has the higher dividend yield at 1.68%, compared with 0.04% for WCAP.
WCAP is categorized as Large Cap Blend Equities, while SELV is Low Volatility. They also come from different issuers: WarCap and SEI. Their fees differ too: 1.00% for WCAP and 0.15% for SELV.
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