XCHG vs. SELV

Last updated Jul 12, 2026

XCHG (AB US Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. At a 0.30 correlation, their price movements are largely independent. XCHG charges 0.50%/yr vs 0.15%/yr for SELV.

Performance

XCHG vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Equity ETF (XCHG) 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, XCHG achieves a 8.47% return, which is significantly higher than SELV's 3.81% return.

XCHG

• 1D: 0.70%
• 1M: 3.47%
• 6M: 6.06%
• YTD: 8.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: 0.24%
• 1M: 1.35%
• 6M: 3.14%
• YTD: 3.81%
• 1Y: 9.80%
• 3Y*: 11.13%
• 5Y*: —
• 10Y*: —

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

XCHG vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025
XCHG AB US Equity ETF	8.47%	0.38%
SELV SEI Enhanced Low Volatility US Large Cap ETF	3.81%	0.39%

Correlation

The correlation between XCHG and SELV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025	0.30

Return for Risk

XCHG vs. SELV — Risk / Return Rank

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

XCHG

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

SELV

SELV Risk / Return Rank: 33
SELV Sharpe Ratio Rank: 32
SELV Sortino Ratio Rank: 31
SELV Omega Ratio Rank: 29
SELV Calmar Ratio Rank: 36
SELV Martin Ratio Rank: 34

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.

XCHG vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Equity ETF (XCHG) 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.

	XCHG	SELV	Difference
Sharpe ratio: Return per unit of total volatility	—	0.96	—
Sortino ratio: Return per unit of downside risk	—	1.42	—
Omega ratio: Gain probability vs. loss probability	—	1.17	—
Calmar ratio: Return relative to maximum drawdown	—	1.50	—
Martin ratio: Return relative to average drawdown	—	4.00	—

Drawdowns

XCHG vs. SELV - Drawdown Comparison

The maximum XCHG drawdown since its inception was -9.66%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for XCHG and SELV.

Drawdown Indicators

	XCHG	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-9.66%	-13.73%	+4.07%
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	0.00%	-1.15%	+1.15%
Average Drawdown Average peak-to-trough decline	-1.84%	-2.37%	+0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.22%	—

Volatility

Volatility by Period

	XCHG	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	9.25%	+3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.16%	11.90%	+1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.16%	11.90%	+1.26%

XCHG vs. SELV - Expense Ratio Comparison

XCHG has a 0.50% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

XCHG vs. SELV - Dividend Comparison

XCHG's dividend yield for the trailing twelve months is around 0.37%, less than SELV's 1.72% yield.

Position	TTM	2025	2024	2023	2022
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.72%	1.74%	1.77%	2.06%	1.26%
XCHG AB US Equity ETF	0.37%	0.05%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCHG and SELV in my portfolio?

XCHG and SELV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCHG 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, XCHG or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.50% for XCHG.

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

SELV has the higher dividend yield at 1.72%, compared with 0.37% for XCHG.

What is the main difference between XCHG and SELV?

They also come from different issuers: AllianceBernstein and SEI. Their fees differ too: 0.50% for XCHG and 0.15% for SELV.