See what your fund actually adds
SEI Enhanced Low Volatility U.S. Large Cap ETF SELV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SELV | Replication |
|---|---|---|
| Annualized growth | 10.1% | 10.4% |
| Annualized volatility | 12.0% | 11.8% |
| Sharpe ratio | 0.86 | 0.90 |
| Maximum drawdown | 13.6% | 12.7% |
| Replication fit (R²) | 0.93 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model SELV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 74.1% |
| XLP | Sector · Cons Staples | 13.2% |
| SCHD | Factor · Dividend | 6.3% |
| VOX | Sector · Communication | 3.7% |
| XLE | Sector · Energy | 2.6% |