WEUSX vs. SEITX
WEUSX (SEI Institutional Investments Trust World Equity Ex-US Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both Foreign Large Cap Equities funds from SEI. Over the past 10 years, WEUSX returned 9.89%/yr vs 10.15%/yr for SEITX. Their 0.97 correlation means they have historically moved very closely together. WEUSX charges 0.63%/yr vs 1.08%/yr for SEITX.
Performance
WEUSX vs. SEITX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WEUSX having a 13.99% return and SEITX slightly higher at 14.29%. Both investments have delivered pretty close results over the past 10 years, with WEUSX having a 9.89% annualized return and SEITX not far ahead at 10.15%.
WEUSX
- 1D
- 2.33%
- 1M
- 2.20%
- 6M
- 7.77%
- YTD
- 13.99%
- 1Y
- 27.83%
- 3Y*
- 17.45%
- 5Y*
- 9.05%
- 10Y*
- 9.89%
- ALL TIME*
- 3.92%
SEITX
- 1D
- 2.35%
- 1M
- 3.06%
- 6M
- 8.03%
- YTD
- 14.29%
- 1Y
- 29.44%
- 3Y*
- 19.20%
- 5Y*
- 10.79%
- 10Y*
- 10.15%
- ALL TIME*
- 4.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WEUSX vs. SEITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 13.99% | 29.41% | 7.19% | 16.95% | -16.61% | 7.36% | 14.61% | 23.74% | -16.01% | 29.52% |
SEITX SEI Institutional International Trust International Equity Fund | 14.29% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Correlation
The correlation between WEUSX and SEITX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | 0.97 |
The correlation between WEUSX and SEITX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
WEUSX vs. SEITX — Risk / Return Rank
WEUSX
SEITX
WEUSX vs. SEITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) and SEI Institutional International Trust International Equity Fund (SEITX). 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.
| WEUSX | SEITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.52 | -0.22 |
| Martin ratioReturn relative to average drawdown | 8.60 | 9.39 | -0.79 |
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Drawdowns
WEUSX vs. SEITX - Drawdown Comparison
The maximum WEUSX drawdown since its inception was -67.47%, roughly equal to the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for WEUSX and SEITX.
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Drawdown Indicators
| WEUSX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.47% | -66.98% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -11.23% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | -14.42% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -39.17% | -30.60% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.17% | -38.19% | -0.98% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -22.87% | -17.76% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.01% | -0.04% |
Volatility
WEUSX vs. SEITX - Volatility Comparison
SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) and SEI Institutional International Trust International Equity Fund (SEITX) have volatilities of 3.94% and 3.99%, 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.
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Volatility by Period
| WEUSX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.99% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 11.94% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.29% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 16.02% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 16.24% | +1.57% |
WEUSX vs. SEITX - Expense Ratio Comparison
WEUSX has a 0.63% expense ratio, which is lower than SEITX's 1.08% expense ratio.
Dividends
WEUSX vs. SEITX - Dividend Comparison
WEUSX's dividend yield for the trailing twelve months is around 10.99%, less than SEITX's 14.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 14.70% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 10.99% | 12.53% | 4.12% | 2.99% | 5.00% | 23.87% | 1.68% | 2.48% | 5.75% | 2.27% | 2.00% | 2.62% |
Frequently Asked Questions
With a correlation of 0.95, WEUSX and SEITX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SEITX has higher volatility (3.99%) compared to WEUSX (3.94%). In terms of maximum drawdown, WEUSX dropped -67.47% vs SEITX's -66.98%.
SEITX currently has the higher Sharpe Ratio (1.98 vs 1.79), 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.
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