SEIM vs CTA
Comparison between SEI ENHANCED U.S. LARGE CAP MOMENTUM FACTOR ETF (SEIM, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
SEIM vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SEIM
$1.50B
CTA
$1.50B
Expense Ratio
Winner
SEIM
0.15%
CTA
0.75%
Max Drawdown
Winner
SEIM
22.30%
CTA
22.46%
Sharpe Ratio
Winner
SEIM
1.07
CTA
0.10
5Y Beta
SEIM
1.12
Winner
CTA
-0.08
P/E Ratio
SEIM
31.52
CTA
N/A
Forward P/E
SEIM
21.78
CTA
N/A
5Y EPS CAGR
SEIM
27.36%
CTA
N/A
Debt to Equity
SEIM
-15.53%
CTA
N/A
P/S Ratio
SEIM
2.71
CTA
N/A
P/B Ratio
SEIM
7.72
CTA
N/A
SEIM vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
SEIM
-3.03%
Winner
CTA
+7.82%
3M
Winner
SEIM
+3.99%
CTA
-5.65%
6M
Winner
SEIM
+11.64%
CTA
+2.59%
1Y
Winner
SEIM
+23.71%
CTA
+4.15%
5Y(CAGR)
Winner
SEIM
+20.44%
CTA
+8.40%
Max(CAGR)
Winner
SEIM
+20.44%
CTA
+8.40%
SEIM vs CTA - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | SEIM | CTA |
|---|---|---|
| 2026 | +13.58% | +6.52% |
| 2025 | +19.63% | +0.56% |
| 2024 | +40.51% | +22.54% |
| 2023 | +17.79% | -2.92% |
| 2022 | -2.40% | +9.54% |
SEIM vs CTA Drawdown Comparison
The maximum drawdown for SEIM was -22.16%, occurring on Apr 8, 2025. Recovery took 104 trading sessions.
The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.
The current SEIM drawdown is -5.91%. The current CTA drawdown is -12.91%.
| Rank | SEIM | CTA |
|---|---|---|
| #1 | -22.16% Jan 23, 2025 - Jun 24, 2025 | -20.43% May 4, 2026 - Jul 2, 2026 |
| #2 | -14.14% Aug 18, 2022 - Jul 17, 2023 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -13.98% Jun 7, 2022 - Aug 12, 2022 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -10.22% Jul 18, 2023 - Dec 11, 2023 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -10.07% Feb 25, 2026 - Apr 13, 2026 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -9.32% Jul 16, 2024 - Aug 19, 2024 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -8.14% Mar 21, 2024 - Jun 5, 2024 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -7.75% Oct 29, 2025 - Dec 23, 2025 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -6.20% Dec 4, 2024 - Jan 23, 2025 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -6.11% Jun 30, 2026 - Jul 20, 2026 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -5.33% Jun 2, 2026 - Jun 15, 2026 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -5.15% Aug 23, 2024 - Sep 13, 2024 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -4.58% Jan 27, 2026 - Feb 9, 2026 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -3.55% Oct 21, 2024 - Nov 6, 2024 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -3.06% May 14, 2026 - May 26, 2026 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between SEIM and CTA is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
Dividend Comparison (2022 - 2026)
SEIM vs CTA dividend yield comparison.
| Year | SEIM | CTA |
|---|---|---|
| 2026 | 0.32% | 2.95% |
| 2025 | 0.56% | 3.19% |
| 2024 | 0.48% | 4.80% |
| 2023 | 0.89% | 7.78% |
| 2022 | 1.01% | 6.58% |
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