XLFQ.L vs. SEIV
Compare and contrast key facts about Invesco US Financials Sector UCITS ETF (XLFQ.L) and SEI Enhanced US Large Cap Value Factor ETF (SEIV).
XLFQ.L and SEIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLFQ.L or SEIV.
Key characteristics
| XLFQ.L | SEIV | |
|---|---|---|
| YTD Return | 28.47% | 24.62% |
| 1Y Return | 39.78% | 38.31% |
| Sharpe Ratio | 2.87 | 3.08 |
| Sortino Ratio | 4.39 | 4.14 |
| Omega Ratio | 1.56 | 1.56 |
| Calmar Ratio | 4.36 | 4.71 |
| Martin Ratio | 21.03 | 19.63 |
| Ulcer Index | 1.87% | 1.93% |
| Daily Std Dev | 13.61% | 12.28% |
| Max Drawdown | -35.39% | -18.18% |
| Current Drawdown | -1.21% | 0.00% |
Correlation
The correlation between XLFQ.L and SEIV is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XLFQ.L vs. SEIV - Performance Comparison
In the year-to-date period, XLFQ.L achieves a 28.47% return, which is significantly higher than SEIV's 24.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XLFQ.L vs. SEIV - Expense Ratio Comparison
XLFQ.L has a 0.14% expense ratio, which is lower than SEIV'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%.
Risk-Adjusted Performance
XLFQ.L vs. SEIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). 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.
Dividends
XLFQ.L vs. SEIV - Dividend Comparison
XLFQ.L has not paid dividends to shareholders, while SEIV's dividend yield for the trailing twelve months is around 1.63%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XLFQ.L Invesco US Financials Sector UCITS ETF | 0.00% | 0.00% | 0.00% |
SEIV SEI Enhanced US Large Cap Value Factor ETF | 1.63% | 2.08% | 1.63% |
Drawdowns
XLFQ.L vs. SEIV - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -35.39%, which is greater than SEIV's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and SEIV. For additional features, visit the drawdowns tool.
Volatility
XLFQ.L vs. SEIV - Volatility Comparison
Invesco US Financials Sector UCITS ETF (XLFQ.L) has a higher volatility of 6.04% compared to SEI Enhanced US Large Cap Value Factor ETF (SEIV) at 4.00%. This indicates that XLFQ.L's price experiences larger fluctuations and is considered to be riskier than SEIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.