XRLV vs. SELV

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and SEI Enhanced Low Volatility US Large Cap ETF (SELV).

XRLV and SELV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Rate Response Index. It was launched on Apr 9, 2015. SELV is an actively managed fund by SEI. It was launched on May 16, 2022.

Performance

XRLV vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

XRLV vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XRLV Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF	6.34%	4.11%	14.11%	0.06%	4.45%
SELV SEI Enhanced Low Volatility US Large Cap ETF	0.06%	12.86%	14.71%	6.58%	1.38%

Returns By Period

XRLV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SELV

• 1D: -0.03%
• 1M: -4.52%
• YTD: 0.06%
• 6M: 2.34%
• 1Y: 7.52%
• 3Y*: 10.73%
• 5Y*: —
• 10Y*: —

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

XRLV vs. SELV - Expense Ratio Comparison

XRLV has a 0.25% expense ratio, which is higher than SELV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XRLV

Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF

SELV

SEI Enhanced Low Volatility US Large Cap ETF

Return for Risk

XRLV vs. SELV — Risk / Return Rank

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

SELV

SELV Risk / Return Rank: 33
SELV Sharpe Ratio Rank: 31
SELV Sortino Ratio Rank: 31
SELV Omega Ratio Rank: 30
SELV Calmar Ratio Rank: 31
SELV Martin Ratio Rank: 40

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.

XRLV vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) 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.

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

Sharpe Ratios by Period

	XRLV	SELV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.76	—

Correlation

The correlation between XRLV and SELV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XRLV vs. SELV - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.86%, more than SELV's 1.74% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XRLV Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF	1.86%	2.15%	1.94%	2.57%	1.96%	1.26%	1.65%	1.66%	1.76%	1.39%	1.71%	1.07%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.74%	1.74%	1.77%	2.06%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	XRLV	SELV	Difference
Max Drawdown Largest peak-to-trough decline	—	-13.73%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.87%	—
Current Drawdown Current decline from peak	—	-4.72%	—
Average Drawdown Average peak-to-trough decline	—	-2.31%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	XRLV	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.25%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.94%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	11.94%	—