SEI Enhanced Low Volatility U.S. Large Cap ETF (SELV) Performance
SELV total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.3% since Dec 31, 2025
- 1 year
- +16.9% total return
- 3 years
- +16.5% a year
- Since first price
- +11.0% a year since 2022
SELV trailing returns vs SPY, QQQ, AGG
| Period | SELV total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.6% | +5.2% | −1.0% | −5.0% | +0.9% |
| 3 months | +9.6% | +9.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +11.4% | +10.4% | +7.8% | +8.4% | −1.5% |
| YTD | +13.3% | +11.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.9% | +14.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +58.2%+16.5%/yr | +50.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionMay 18, 2022 | +58.5%+11.0%/yr | +45.8% | — | — | — |
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: SELV vs SPY
From May 18, 2022: SELV grew to $15,851, SPY to $20,599.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SELV returns by calendar year
3 of 3 full years positive. Best 2024 (+14.7%), worst 2023 (+6.6%). 2026 is year to date.
SELV annual returns table
| Year | SELV | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.3% | −5.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.9% | −8.9% | +17.7% | +20.8% | +7.2% |
| 2024 | +14.7% | −5.1% | +24.9% | +25.6% | +1.3% |
| 2023 | +6.6% | −7.9% | +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.
SELV largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Aug 16, 2022 | −13.7% | Oct 12, 2022 | Nov 30, 2022 | 57 days | 3 months |
| May 27, 2022 | −10.6% | Jun 16, 2022 | Aug 16, 2022 | 20 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SELV risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +13.3% | +8.4% |
| Volatility (annualized) | 9.7% | 12.1% |
| Sharpe ratio | 0.90 | 0.39 |
| Sortino ratio | 1.37 | 0.58 |
| Best month | +6.0% | +9.5% |
| Worst month | −5.1% | −7.8% |
| Best 12 months | +23.3% | +23.3% |
| Worst 12 months | +6.2% | −2.0% |
| Positive months | 67% | 60% |
| Beta vs S&P 500 | 0.43 | — |
| Correlation with S&P 500 | 0.55 | — |
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.
SELV rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 42 | −2.0% | +12.2% | +23.3% | 98% |
| 3-year (a year) | 18 | +8.5% | +11.4% | +16.3% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
SELV performance overview
SEI Enhanced Low Volatility U.S. Large Cap ETF (SELV) returned +16.9% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +11.0% a year, turning $10,000 into about $15,851. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −13.7%, from Aug 16, 2022 to Oct 12, 2022, and it took 49 days to get back to the old high. SELV finished 3 of its 3 full calendar years with a gain; the best year was 2024 (+14.7%) and the worst 2023 (+6.6%). Volatility has been 12.1% a year.
Related: SELV chart, SELV holdings, SELV dividends, SELV valuation. See the SELV overview for the latest quote and fund facts.
SELV performance FAQ
What is the SELV return over the past year?
SELV returned +16.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.9%.
How much would $10,000 invested in SELV be worth?
$10,000 invested in SELV at its first recorded close on May 18, 2022 would be worth about $15,851 on October 23, 2026 with distributions reinvested.
What was the worst year for SELV?
The worst calendar year was 2023, with a total return of +6.6%. The best was 2024 at +14.7%.
What is the biggest drawdown of SELV?
The largest peak-to-trough decline was −13.7% between August 16, 2022 and October 12, 2022. It recovered to the old high on November 30, 2022, 49 days after the bottom.
How volatile is SELV?
Over the past 3 years SELV had an annualized volatility of 9.7% and a Sharpe ratio of 0.90 (excess return over 1–3 month T-bills per unit of risk).