See what your fund actually adds

SEI Select Small Cap ETF SEIS

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SEIS compared with its replication portfolio
MeasureSEISReplication
Annualized growth11.3%13.8%
Annualized volatility18.9%18.3%
Sharpe ratio0.660.80
Maximum drawdown22.9%23.6%
Replication fit (R²)0.97 · Tracking error 3.5%

Replication portfolio

The published portfolio below is the investable basket used to model SEIS’s historical return behavior.

SEIS replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap68.5%
IWCMicro Cap11.2%
MTUMFactor · Momentum10.4%
VBKSmall-Cap · Growth9.8%