SEIM
SEI Enhanced U.S. Large Cap Momentum Factor ETF
SEIM is an actively managed fund of large-cap US companies, exhibiting strong momentum. Selection is based on a quantitative model and an optimization process.
US
EQUITY
Active
MANAGEMENT STYLE
530.4 M
ASSETS UNDER MGMT
15 bp
EXPENSES
Fund Basics
| Fund sponsor | SEI Investments |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | May 18, 2022 |
| Assets (mns) | $530 |
| Expense ratio | 15 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| NVIDIA CORP | 8.3 % |
| APPLE INC | 8.1 % |
| MICROSOFT CORP | 4.9 % |
| META PLATFORMS INC | 4.4 % |
| ARISTA NETWORKS, INC. | 3.0 % |
| WAL-MART STORES INC | 2.7 % |
| MCKESSON CORP | 2.7 % |
| PARKER HANNIFIN CORP | 2.6 % |
| GARMIN LTD | 2.3 % |
| DR HORTON INC | 2.2 % |
Constituent Breakdown
| Number of holdings | 58 |
| Herfindahl-Hirschman Index | 316 |
| Wgt avg mkt cap (mns) | $711,679 |
| Large cap (>$10bn) | 98.4% |
| Mid cap ($2-10bn) | 1.6% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 93.3 % |
 |
BERMUDA | 2.5 % |
 |
SWITZERLAND | 2.3 % |
 |
IRELAND | 2.1 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 26.3% | 43.0% | 18.6% | -- | -- | -- | 19.8% | Volatility | 15.9% | 15.1% | 15.1% | -- | -- | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.98 | 91% |
| MSCI EAFE | 0.70 | 51% |
| MSCI Emg Mkts | 0.42 | 21% |
Liquidity Measures
| Avg. volume (000) | 49 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.17% |
| ADV of underlying (mns) | $118,431 |
Technical Indicators
| Recent close | $38.65 |
| 30d moving avg. | $36.54 |
| Annualized volatility | 16.9% |
| Relative strength (RSI) | 54 |
| Short interest (ETF) | 0.0% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. SEIM |
Expenses vs. SEIM |
ALTAR Score™ vs. SEIM |
|---|---|---|---|---|
| BTHM | BlackRock Future U.S. Themes ETF | 36.6% | +45 bp | +0.1% |
| GQQQ | Astoria US Quality Growth Kings ETF | 35.9% | +20 bp | +2.2% |
| THRO | iShares U.S. Thematic Rotation Active ETF | 35.9% | +75 bp | -0.2% |
| BGRO | iShares Large Cap Growth Active ETF | 35.5% | +40 bp | -0.5% |
| IVW | iShares S&P 500 Growth ETF | 35.1% | +3 bp | +0.4% |
| VOOG | Vanguard S&P 500 Growth ETF | 35.1% | -5 bp | +0.5% |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | 35.1% | -11 bp | +0.5% |
| IWF | iShares Russell 1000 Growth ETF | 35.0% | +4 bp | +0.4% |
| VONG | Vanguard Russell 1000 Growth ETF | 35.0% | -7 bp | +0.5% |
| AFLG | First Trust Active Factor Large Cap ETF | 34.9% | +40 bp | +1.8% |
Risk and Returns: SEIM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 11/15/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
SEIM
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
ALTAR Score™
SEIM
4.1%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. SEIM's ALTAR Score™ is approximately
0.5 standard deviations
below
the category average. This places SEIM in the 29th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
SEIMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active US Equity ETFs |
| # of ETFs | 308 |
| Avg. Expense Ratio | 67.1 bp |
| Std. Deviation | 37 bp |
| SEIM (15 bp) Percentile rank | 8 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| SEIM | 15.0 | 16.7 | 31.7 |
| Peer Avg. | 67.8 | 48.9 | 116.7 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .