SELV vs LGI

Comparison between SEI ENHANCED LOW VOLATILITY U.S. LARGE CAP ETF (SELV, ETF) and Lazard Global Total Return and Income Fund Inc (LGI, ETF).

SELV vs LGI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SELV(ETF)	LGI(ETF)
Net Assets	$236M	$236M
Expense Ratio	0.15%	N/A
Max Drawdown	14.20%	67.17%
Sharpe Ratio	0.56	0.95
5Y Beta	0.44	0.76
P/E Ratio	19.07	N/A
Forward P/E	16.39	N/A
PEG Ratio	0.35	N/A
5Y Dividends CAGR	N/A	6.28%
5Y EPS CAGR	16.32%	N/A
Debt to Equity	81.71%	N/A
P/S Ratio	1.45	N/A
P/B Ratio	4.01	N/A

Net Assets

Winner

SELV

$236M

LGI

$236M

Expense Ratio

SELV

0.15%

LGI

N/A

Max Drawdown

Winner

SELV

14.20%

LGI

67.17%

Sharpe Ratio

SELV

0.56

Winner

LGI

0.95

5Y Beta

Winner

SELV

0.44

LGI

0.76

P/E Ratio

SELV

19.07

LGI

N/A

Forward P/E

SELV

16.39

LGI

N/A

PEG Ratio

SELV

0.35

LGI

N/A

5Y Dividends CAGR

SELV

N/A

LGI

6.28%

5Y EPS CAGR

SELV

16.32%

LGI

N/A

Debt to Equity

SELV

81.71%

LGI

N/A

P/S Ratio

SELV

1.45

LGI

N/A

P/B Ratio

SELV

4.01

LGI

N/A

SELV vs LGI - Historical Returns

Returns include dividend reinvestment.

Period	SELV	LGI
1 month	+1.15%	+3.56%
3 months	-0.20%	+4.34%
6 months	+1.92%	+9.77%
1 year	+7.97%	+22.53%
5 years(CAGR)	+9.15%	+6.91%
10 years(CAGR)	N/A	+13.78%
Max(CAGR)	+9.15%	+8.36%

SELV

+1.15%

Winner

LGI

+3.56%

SELV

-0.20%

Winner

LGI

+4.34%

SELV

+1.92%

Winner

LGI

+9.77%

SELV

+7.97%

Winner

LGI

+22.53%

5Y(CAGR)

Winner

SELV

+9.15%

LGI

+6.91%

10Y(CAGR)

SELV

N/A

LGI

+13.78%

Max(CAGR)

Winner

SELV

+9.15%

LGI

+8.36%

SELV vs LGI - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	SELV	LGI
2026	+2.62%	+8.89%
2025	+13.35%	+21.51%
2024	+14.11%	+15.23%
2023	+6.33%	+11.58%
2022	+1.37%	-21.14%
2021	N/A	+25.87%
2020	N/A	+16.65%
2019	N/A	+31.99%
2018	N/A	-10.66%
2017	N/A	+38.76%
2016	N/A	+15.48%
2015	N/A	-10.65%
2014	N/A	-2.44%
2013	N/A	+21.92%
2012	N/A	+21.19%
2011	N/A	-5.56%
2010	N/A	+7.57%
2009	N/A	+29.91%
2008	N/A	-42.31%
2007	N/A	+11.82%
2006	N/A	+34.42%
2005	N/A	+1.49%
2004	N/A	+0.25%

SELV vs LGI Drawdown Comparison

The maximum drawdown for SELV was -13.74%, occurring on Oct 12, 2022. Recovery took 74 trading sessions.

The maximum drawdown for LGI was -63.35%, occurring on Mar 9, 2009. Recovery took 1262 trading sessions.

The current SELV drawdown is -2.73%. The current LGI drawdown is -5.85%.

Rank	SELV	LGI
#1	-13.74% Aug 16, 2022 - Nov 30, 2022	-63.35% Dec 31, 2007 - Jan 4, 2013
#2	-10.57% May 27, 2022 - Aug 16, 2022	-42.90% Feb 19, 2020 - Sep 15, 2020
#3	-8.93% Nov 29, 2024 - May 2, 2025	-34.82% Jul 3, 2014 - Apr 24, 2017
#4	-7.87% Jul 25, 2023 - Dec 13, 2023	-32.83% Sep 3, 2021 - Aug 16, 2024
#5	-7.32% Dec 1, 2022 - Jun 15, 2023	-24.45% Mar 16, 2018 - Jun 20, 2019
#6	-5.92% Feb 27, 2026 - Mar 27, 2026	-21.93% Sep 27, 2024 - Jun 30, 2025
#7	-4.66% Mar 28, 2024 - Jun 20, 2024	-21.25% Feb 25, 2026 - Mar 30, 2026
#8	-3.34% Jul 17, 2024 - Aug 19, 2024	-18.75% May 10, 2004 - Dec 1, 2004
#9	-2.80% Oct 18, 2024 - Nov 7, 2024	-14.31% Jul 13, 2007 - Oct 5, 2007
#10	-2.59% Sep 30, 2025 - Nov 11, 2025	-13.89% May 20, 2013 - Dec 23, 2013
#11	-2.59% Jul 3, 2025 - Aug 13, 2025	-10.00% May 10, 2006 - Aug 15, 2006
#12	-1.88% Sep 30, 2024 - Oct 14, 2024	-9.74% Feb 26, 2007 - Apr 5, 2007
#13	-1.79% Nov 28, 2025 - Dec 15, 2025	-8.86% Jan 29, 2018 - Mar 12, 2018
#14	-1.69% Feb 6, 2026 - Feb 27, 2026	-8.25% Dec 26, 2013 - Mar 7, 2014
#15	-1.68% Aug 30, 2024 - Sep 13, 2024	-7.76% Sep 16, 2020 - Nov 9, 2020

Correlation

Correlation between SELV and LGI is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2004 - 2026)

SELV vs LGI dividend yield comparison.

Year	SELV	LGI
2026	0.49%	5.10%
2025	1.74%	10.09%
2024	1.77%	9.19%
2023	2.06%	7.32%
2022	1.26%	10.22%
2021	0.00%	9.77%
2020	0.00%	7.18%
2019	0.00%	6.44%
2018	0.00%	19.89%
2017	0.00%	5.45%
2016	0.00%	6.94%
2015	0.00%	8.51%
2014	0.00%	7.89%
2013	0.00%	6.18%
2012	0.00%	7.81%
2011	0.00%	7.86%
2010	0.00%	7.17%
2009	0.00%	6.69%
2008	0.00%	12.06%
2007	0.00%	7.12%
2006	0.00%	10.36%
2005	0.00%	6.74%
2004	0.00%	3.23%