SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ) Performance
SEIQ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +10.7% since Dec 31, 2025
- 1 year
- +12.1% total return
- 3 years
- +17.2% a year
- Since first price
- +14.2% a year since 2022
SEIQ trailing returns vs SPY, QQQ, AGG
| Period | SEIQ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +4.0% | +3.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +8.3% | +8.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +12.4% | +11.9% | +7.8% | +8.4% | −1.5% |
| YTD | +10.7% | +9.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.1% | +11.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +61.2%+17.2%/yr | +56.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionMay 18, 2022 | +80.1%+14.2%/yr | +71.8% | — | — | — |
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: SEIQ vs SPY
From May 18, 2022: SEIQ grew to $18,014, SPY to $20,599.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SEIQ returns by calendar year
3 of 3 full years positive. Best 2023 (+22.7%), worst 2025 (+12.5%). 2026 is year to date.
SEIQ annual returns table
| Year | SEIQ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +10.7% | −9.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.5% | −13.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +16.2% | −5.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.7% | −9.8% | +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.
SEIQ largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Aug 16, 2022 | −14.9% | Oct 12, 2022 | Apr 3, 2023 | 57 days | 8 months |
| Dec 11, 2024 | −14.3% | Apr 8, 2025 | May 19, 2025 | 4 months | 5 months |
| Jun 2, 2022 | −10.6% | Jun 16, 2022 | Jul 29, 2022 | 14 days | 57 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SEIQ risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +15.3% | +12.2% |
| Volatility (annualized) | 11.0% | 13.4% |
| Sharpe ratio | 0.96 | 0.63 |
| Sortino ratio | 1.59 | 0.99 |
| Best month | +8.3% | +8.3% |
| Worst month | −6.4% | −7.2% |
| Best 12 months | +28.7% | +28.7% |
| Worst 12 months | +5.3% | +5.3% |
| Positive months | 69% | 63% |
| Beta vs S&P 500 | 0.78 | — |
| Correlation with S&P 500 | 0.87 | — |
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.
SEIQ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 42 | +5.3% | +13.0% | +28.7% | 100% |
| 3-year (a year) | 18 | +11.4% | +14.9% | +19.6% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
SEIQ performance overview
SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ) returned +12.1% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +14.2% a year, turning $10,000 into about $18,014. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −14.9%, from Aug 16, 2022 to Oct 12, 2022, and it took 6 months to get back to the old high. SEIQ finished 3 of its 3 full calendar years with a gain; the best year was 2023 (+22.7%) and the worst 2025 (+12.5%). Volatility has been 13.4% a year.
Related: SEIQ chart, SEIQ holdings, SEIQ dividends, SEIQ valuation. See the SEIQ overview for the latest quote and fund facts.
SEIQ performance FAQ
What is the SEIQ return over the past year?
SEIQ returned +12.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 11.0%.
How much would $10,000 invested in SEIQ be worth?
$10,000 invested in SEIQ at its first recorded close on May 18, 2022 would be worth about $18,014 on October 23, 2026 with distributions reinvested.
What was the worst year for SEIQ?
The worst calendar year was 2025, with a total return of +12.5%. The best was 2023 at +22.7%.
What is the biggest drawdown of SEIQ?
The largest peak-to-trough decline was −14.9% between August 16, 2022 and October 12, 2022. It recovered to the old high on April 3, 2023, 6 months after the bottom.
How volatile is SEIQ?
Over the past 3 years SEIQ had an annualized volatility of 11.0% and a Sharpe ratio of 0.96 (excess return over 1–3 month T-bills per unit of risk).