SELV

SEI Enhanced Low Volatility U.S. Large Cap ETF

SELV is an actively managed fund of large-cap US companies, seeking to achieve low volatility. Selection is based on a factor scoring model, a risk model and an optimization process.


US

EQUITY

Active

MANAGEMENT STYLE

143.0 M

ASSETS UNDER MGMT

15 bp

EXPENSES
Fund Basics
Fund sponsorSEI Investments
CategoryUS
Asset classEquity
Websitelink...
Inception dateMay 18, 2022
Assets (mns)$143
Expense ratio15 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
MICROSOFT CORP 5.3 %
APPLE INC 4.4 %
WAL-MART STORES INC 3.5 %
AT&T INC 3.1 %
JOHNSON & JOHNSON 2.9 %
REPUBLIC SERVICES INC 2.8 %
PROCTER & GAMBLE CO/THE 2.6 %
GILEAD SCIENCES INC 2.6 %
CISCO SYSTEMS INC 2.5 %
VERIZON COMMUNICATIONS INC 2.5 %
Constituent Breakdown
Number of holdings80
Herfindahl-Hirschman Index 211
Wgt avg mkt cap (mns)$516,674
Large cap (>$10bn)95.2%
Mid cap ($2-10bn)4.8%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 97.3 %
SWITZERLAND 1.5 %
IRELAND 1.4 %
Historical Performance


Standardized Performance (as of 02/28/2025)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 5.3% 15.3% 14.1% -- -- -- 9.8%
Volatility 9.2% 8.9% 9.0% -- -- -- --
Market Correlations
versus...BetaR-squared
S&P 5000.7579%
MSCI EAFE0.6260%
MSCI Emg Mkts0.3724%
Liquidity Measures
Avg. volume (000)7
Turnover0.2%
Avg. Bid/Ask (% of price)0.20%
ADV of underlying (mns)$47,157
Technical Indicators
Recent close$30.10
30d moving avg.$30.25
Annualized volatility13.3%
Relative strength (RSI)53
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)

Risk and Returns: SELV 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
  2020 2021 2022 2023 2024 2025E 2026E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2024 2025E Fwd Est 2026E
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 --%
1.4 16.7 3.2 2.0% --
Based on closing prices from 4/3/2025
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
SELV



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

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™

SELV

7.1%

Cat. Avg

6.0%


ALTAR Score™ Calculation

Category Overview
There are 952 funds in the US Equity category, with an average ALTAR Score™ of 6.0% and a standard deviation of 3.0%. SELV's ALTAR Score™ is approximately 0.4 standard deviations above the category average. This places SELV in the 64th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

SELV
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
SELV (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)
SELV 15.0 19.5 34.5
Peer Avg. 56.5 25.1 81.5
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .