SEIM Performance — SEI Enhanced U.S. Large Cap Momentum Factor ETF
Data updated: 2026-08-28
SEIM returned +22.01% year to date and +34.02% over one year to Jun 2026. The annualised 3-year return is +29.08%. The fund beat its US Large Growth category average: $100 invested three years ago grew to $215, against $175 for the category, and to $134 over one year, against $117. Volatility over the past three years was 16.33% a year. In the 12 months to Jun 2026 the fund took in a net $581.6M, and assets reached $1.50B.
SEIM Growth of $100
What $100 invested in SEI Enhanced U.S. Large Cap Momentum Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | SEIM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $134 | $117 |
| 3 years (Jul 2023 – Jun 2026) | $215 | $175 |
| Since data start (Apr 2022 – Jun 2026) | $217 | $178 |
SEIM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.01% |
| 1 year | +34.02% |
| 3 years (annualised) | +29.08% |
SEIM Annual Returns
Calendar-year total returns of SEI Enhanced U.S. Large Cap Momentum Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.01% |
| 2025 | +20.26% |
| 2024 | +38.94% |
| 2023 | +16.29% |
| 2022 (Apr–Dec) | −8.56% |
SEIM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −5.7% | +1.8% | +2.8% | +3.8% | +6.5% | +11.8% | — | — | — | — | — | — |
| 2025 | −7.6% | −2.5% | +3.9% | +6.1% | +9.5% | +0.8% | +4.8% | +0.8% | +2.1% | +0.9% | −0.7% | +1.7% |
| 2024 | +2.8% | +8.0% | +3.7% | +4.2% | +5.6% | −5.8% | +3.9% | +5.5% | −0.7% | −4.4% | +11.8% | +0.2% |
| 2023 | +2.8% | −0.7% | +3.1% | +6.4% | −1.5% | −0.2% | −4.1% | −1.8% | +0.7% | +4.7% | +8.2% | −1.9% |
| 2022 | — | — | — | −10.8% | +10.1% | −10.8% | — | — | — | −7.1% | +3.0% | +9.2% |
SEIM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.33%
- 3-year Sharpe ratio: 1.50 (vs 4.5% risk-free rate)
- Best month: +11.81% (Nov 2024)
- Worst month: −7.63% (Jan 2025)
SEIM Fund Flows
Monthly money in and out of SEI Enhanced U.S. Large Cap Momentum Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $581.6M
- 12-month gross sales (incl. reinvestments): $1.1B
- Sales ÷ redemptions: 2.05×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $107.8M | $75.0M | $32.8M |
| May 2026 | $23.5M | $14.8M | $8.7M |
| Apr 2026 | $109.1M | $97.4M | $11.7M |
| Mar 2026 | $106.3M | $61.2M | $45.1M |
| Feb 2026 | $153.5M | $121.0M | $32.5M |
| Jan 2026 | $90.6M | $45.1M | $45.6M |
| Dec 2025 | $35.1M | $0 | $35.1M |
| Nov 2025 | $51.1M | $0 | $51.1M |
| Oct 2025 | $78.1M | $46.1M | $32.0M |
| Sep 2025 | $76.5M | $36.2M | $40.2M |
| Aug 2025 | $147.0M | $27.2M | $119.8M |
| Jul 2025 | $156.4M | $29.4M | $127.0M |
SEIM Assets Under Management
Net assets of SEI Enhanced U.S. Large Cap Momentum Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.50B |
| 2026-03-31 | $1.17B |
| 2025-12-31 | $1.06B |
| 2025-09-30 | $926.00M |
| 2025-06-30 | $654.48M |
| 2025-03-31 | $516.04M |
| 2024-12-31 | $528.59M |
| 2024-09-30 | $517.61M |
| 2024-06-30 | $480.28M |
| 2024-03-31 | $462.39M |
| 2023-12-31 | $32.79M |
| 2023-09-30 | $27.09M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.