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SELVSEI QiM U.S. Large Cap Low Volatility Active ETF

Grow my money4y track recordRanked #785 of 2,998 in this goal

Seeks long-term capital appreciation with lower volatility relative to the broad U.S. large cap equity market.

By SEI Investments Co · Launched 2022

Annual Cost

0.15%

#612 of 5,861 · low cost

Fund Size

$245M

#2,197 of 5,861 · mid-size

Return (1Y)Goal

+13.1%

Track Record

4 years

#2,620 of 5,861 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$11,377+13.8%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Cap

Large

Strategy

Active selection

Factor

Low volatility

What it actually holds

By weight

Concentration

Top 10 holdings = 27.9% of fundwell diversified

JOHNSON & JOHNSON
3.1%
WALMART INC.
3.0%
AT&T INC.
2.9%
CARDINAL HEALTH, INC.
2.9%
CISCO SYSTEMS, INC.
2.8%
GILEAD SCIENCES, INC.
2.8%
MCKESSON CORPORATION
2.7%
APPLE INC.
2.7%
MERCK & CO., INC.
2.5%
VERIZON COMMUNICATIONS INC.
2.5%

Asset allocation

Stocks
99.7%
Cash
0.3%

By sector

Technology
29.3%
Healthcare
18.3%
Consumer Defensive
12.2%
Communication
11.4%
Financial Services
10.5%
Industrials
7.8%
Utilities
5.1%
Energy
2.5%
Other
2.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
9.9%Low

Year-on-year price swings

Max drawdown
-13.5%Mild

Worst peak-to-trough loss

Sharpe (3Y)
0.78Decent risk-adjusted returns
Sortino (3Y)
1.12Good downside protection

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks long-term capital appreciation with lower volatility relative to the broad U.S. large cap equity market.
Strategy
Invests primarily in U.S. common stocks of large U.S. companies, utilizing an active stock selection process based on Value, Momentum, Quality, and Low Volatility factors. Aims for lower volatility compared to the broad U.S. large cap equity market.
Inception date
May 16, 2022
Fund family
SEI Investments Co

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Data updated on 2026-08-04