SEI Enhanced U.S. Large Cap Momentum Factor ETF (SEIM) Performance
SEIM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.4% since Dec 31, 2025
- 1 year
- +14.0% total return
- 3 years
- +28.5% a year
- Since first price
- +18.6% a year since 2022
SEIM trailing returns vs SPY, QQQ, AGG
| Period | SEIM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −4.0% | −4.2% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.8% | −2.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.7% | +2.3% | +7.8% | +8.4% | −1.5% |
| YTD | +12.4% | +11.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.0% | +13.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +112.1%+28.5%/yr | +108.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionMay 18, 2022 | +113.3%+18.6%/yr | +105.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SEIM vs SPY
From May 18, 2022: SEIM grew to $21,334, SPY to $20,599.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SEIM returns by calendar year
3 of 3 full years positive. Best 2024 (+39.1%), worst 2023 (+16.2%). 2026 is year to date.
SEIM annual returns table
| Year | SEIM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.4% | −10.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +20.2% | −22.2% | +17.7% | +20.8% | +7.2% |
| 2024 | +39.1% | −9.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +16.2% | −10.2% | +26.2% | +54.9% | +5.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SEIM largest drawdowns
Now 7.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 23, 2025 | −22.2% | Apr 8, 2025 | Jun 24, 2025 | 2 months | 5 months |
| Aug 18, 2022 | −14.1% | Sep 30, 2022 | Jul 17, 2023 | 43 days | 11 months |
| Jun 7, 2022 | −14.0% | Jun 17, 2022 | Aug 12, 2022 | 10 days | 2 months |
| Jul 18, 2023 | −10.2% | Oct 27, 2023 | Dec 11, 2023 | 3 months | 5 months |
| Feb 25, 2026 | −10.1% | Mar 30, 2026 | Apr 13, 2026 | 33 days | 47 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SEIM risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +29.5% | +18.7% |
| Volatility (annualized) | 16.4% | 17.9% |
| Sharpe ratio | 1.41 | 0.82 |
| Sortino ratio | 2.77 | 1.37 |
| Best month | +11.9% | +11.9% |
| Worst month | −7.6% | −11.0% |
| Best 12 months | +52.1% | +52.1% |
| Worst 12 months | +12.8% | −4.2% |
| Positive months | 72% | 63% |
| Beta vs S&P 500 | 1.20 | — |
| Correlation with S&P 500 | 0.91 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SEIM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 42 | −4.2% | +25.3% | +52.1% | 95% |
| 3-year (a year) | 18 | +15.5% | +25.2% | +30.2% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
SEIM performance overview
SEI Enhanced U.S. Large Cap Momentum Factor ETF (SEIM) returned +14.0% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +18.6% a year, turning $10,000 into about $21,334. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −22.2%, from Jan 23, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. SEIM finished 3 of its 3 full calendar years with a gain; the best year was 2024 (+39.1%) and the worst 2023 (+16.2%). Volatility has been 17.9% a year.
Related: SEIM chart, SEIM holdings, SEIM dividends, SEIM valuation. See the SEIM overview for the latest quote and fund facts.
SEIM performance FAQ
What is the SEIM return over the past year?
SEIM returned +14.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 13.3%.
How much would $10,000 invested in SEIM be worth?
$10,000 invested in SEIM at its first recorded close on May 18, 2022 would be worth about $21,334 on October 23, 2026 with distributions reinvested.
What was the worst year for SEIM?
The worst calendar year was 2023, with a total return of +16.2%. The best was 2024 at +39.1%.
What is the biggest drawdown of SEIM?
The largest peak-to-trough decline was −22.2% between January 23, 2025 and April 8, 2025. It recovered to the old high on June 24, 2025, 3 months after the bottom.
How volatile is SEIM?
Over the past 3 years SEIM had an annualized volatility of 16.4% and a Sharpe ratio of 1.41 (excess return over 1–3 month T-bills per unit of risk).