XSVM vs. SEIM

Last updated Jun 4, 2026

XSVM (Invesco S&P SmallCap Value with Momentum ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both Momentum funds. XSVM is passively managed, while SEIM is actively managed. Over the past 3 years, XSVM returned 15.99%/yr vs 29.67%/yr for SEIM. A 0.64 correlation means they provide meaningful diversification when combined. XSVM charges 0.37%/yr vs 0.15%/yr for SEIM.

Performance

XSVM vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Value with Momentum ETF (XSVM) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSVM achieves a 16.87% return, which is significantly lower than SEIM's 18.91% return.

XSVM

• 1D: -1.47%
• 1M: 1.71%
• YTD: 16.87%
• 6M: 16.68%
• 1Y: 34.73%
• 3Y*: 15.99%
• 5Y*: 6.37%
• 10Y*: 12.72%

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

XSVM vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XSVM Invesco S&P SmallCap Value with Momentum ETF	16.87%	7.47%	2.30%	20.20%	-6.79%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	39.12%	16.25%	-2.39%

Correlation

The correlation between XSVM and SEIM is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.64

The correlation between XSVM and SEIM shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

XSVM vs. SEIM - Sectors Allocation Comparison

Sectors	XSVM	SEIM
Financial Services	38.8%	8.1%
Consumer Cyclical	17.0%	7.2%
Energy	9.9%	11.8%
Technology	7.8%	29.5%
Consumer Defensive	7.3%	7.9%
Industrials	6.7%	6.8%
Real Estate	5.0%	7.2%
Communication Services	2.9%	4.4%
Basic Materials	1.9%	4.7%
Healthcare	1.4%	9.5%
Utilities	1.3%	2.4%

Return for Risk

XSVM vs. SEIM — Risk / Return Rank

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

XSVM

XSVM Risk / Return Rank: 58
XSVM Sharpe Ratio Rank: 54
XSVM Sortino Ratio Rank: 56
XSVM Omega Ratio Rank: 53
XSVM Calmar Ratio Rank: 69
XSVM Martin Ratio Rank: 59

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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.

XSVM vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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.

	XSVM	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	1.88	2.28	-0.40
Sortino ratio: Return per unit of downside risk	2.74	3.08	-0.35
Omega ratio: Gain probability vs. loss probability	1.33	1.40	-0.07
Calmar ratio: Return relative to maximum drawdown	3.46	3.68	-0.22
Martin ratio: Return relative to average drawdown	10.66	16.18	-5.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSVM vs. SEIM - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 1.88, which is comparable to the SEIM Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XSVM and SEIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSVM	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	2.28	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	1.19	-0.83

Drawdowns

XSVM vs. SEIM - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than SEIM's maximum drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for XSVM and SEIM.

Drawdown Indicators

	XSVM	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-62.57%	-22.17%	-40.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.08%	-10.07%	-0.01%
Max Drawdown (3Y) Largest decline over 3 years	-26.21%	-22.17%	-4.04%
Max Drawdown (5Y) Largest decline over 5 years	-26.21%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.02%	—	—
Current Drawdown Current decline from peak	-1.47%	-0.33%	-1.14%
Average Drawdown Average peak-to-trough decline	-11.57%	-3.98%	-7.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	2.29%	+0.98%

Volatility

XSVM vs. SEIM - Volatility Comparison

Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a higher volatility of 5.24% compared to SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) at 4.68%. This indicates that XSVM's price experiences larger fluctuations and is considered to be riskier than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSVM	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	4.68%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	13.33%	-1.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.59%	16.28%	+2.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.71%	18.86%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.09%	18.86%	+6.23%

XSVM vs. SEIM - Expense Ratio Comparison

XSVM has a 0.37% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

XSVM vs. SEIM - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.81%, more than SEIM's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSVM Invesco S&P SmallCap Value with Momentum ETF	1.81%	2.29%	1.69%	1.31%	1.79%	1.23%	1.21%	1.22%	2.54%	1.90%	2.29%	2.68%

Frequently Asked Questions

Can I hold both XSVM and SEIM in my portfolio?

XSVM and SEIM have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XSVM or SEIM?

XSVM has higher volatility (5.24%) compared to SEIM (4.68%). In terms of maximum drawdown, XSVM dropped -62.57% vs SEIM's -22.17%.

Which ETF is better, XSVM or SEIM?

On 3-year performance, SEIM leads with 29.67% vs 15.99% for XSVM. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XSVM or SEIM?

Over the 3-year period, SEIM has performed better with a 29.67% return vs 15.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XSVM or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.37% for XSVM.

Which ETF pays a higher dividend yield, XSVM or SEIM?

XSVM has the higher dividend yield at 1.81%, compared with 0.52% for SEIM.

What is the main difference between XSVM and SEIM?

They also come from different issuers: Invesco and SEI. Their fees differ too: 0.37% for XSVM and 0.15% for SEIM.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.28 vs 1.88), 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.