Data as of Nov 4, 2026.
GSLC vs SEIM: Differences, Returns & Fees
Over the year to Nov 4, 2026, GSLC returned +13.3% to SEIM's +12.4%; 29% of their weight is in the same names.
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Net assets: $15.3bn on Nov 3, 2026 for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF, and $1.5bn on Jun 30, 2026 for SEI Enhanced U.S. Large Cap Momentum Factor ETF.
Pair scorecard
GSLC costs 0.06 points a year less; their one-year returns differ by 0.9 points.
| Measure | GSLC | SEIM |
|---|---|---|
| Return | ||
| Total return, 1 year | +13.3% | +12.4% |
| Drawdown | ||
| Below its high | 9.4%, high on Jun 30, 2026 | |
| Benchmark | ||
| What it tracks | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index | No index, actively managed |
| Cost and size | ||
| Expense ratio | 0.09% | 0.15% |
| Net assets, GSLC as of Nov 3, 2026 and SEIM as of Jun 30, 2026 | $15.3bn | $1.5bn |
| Holdings | ||
| Holdings in common | 29% | |
| Top ten holdings, share of the fund | 35.2% | 37.6% |
Risk and return
May 27, 2022 to Oct 30, 2026 · 231 weekly returns · each against VOOFrom May 2022 to Oct 2026, SEIM returned more: +98.0% to +85.6%. GSLC swung less: 15.5% to 18.4%. GSLC fell less at its worst: −16.9% to −21.4%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | GSLC | SEIM | VOO | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +85.6% | +98.0% | SEIM | Price change plus distributions, reinvested. | |
| Annualized | +14.9% | +16.6% | SEIM | Total return as a yearly rate. | |
| Price return | +75.2% | +91.1% | SEIM | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 15.5% | 18.4% | GSLC | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 10.4% | 12.2% | GSLC | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −16.9% | −21.4% | GSLC | Deepest fall from a high to the low after it. | |
| Upside capture | 96.2% | 110.8% | 100.0% | SEIM | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 99.4% | 105.2% | 100.0% | GSLC (slight) | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 0.99 | 1.08 | 1.00 | GSLC lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.99 | 0.86 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | 0.69 | 0.69 | Tie | Return above Treasury bills per unit of volatility. | |
| Sortino | 1.03 | 1.04 | Tie | Return above Treasury bills per unit of downside deviation. | |
| Treynor | 0.109 | 0.117 | 0.117 | SEIM (slight) | Return above Treasury bills per unit of beta. |
| Calmar | 0.88 | 0.78 | GSLC | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | VOO | VOO | VOO | The ETF each fund is measured against. | |
| Alpha | −0.8% a year | 0.0% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −1.28 | −0.01 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −2.1% to +0.5% | −6.6% to +6.5% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | −0.72 | 0.13 | SEIM | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.4% | 7.1% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 231 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, GSLC and SEIM hold 29% of their money in the same securities at the same weight. Holdings dated Jun 30, 2026 and Aug 31, 2026.
half
29% in common
Only in one fund ↓
Side by side
GSLC and SEIM on the fields both publish, as of Nov 4, 2026. Source: ETFIQ.
Client brief:
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GSLC
GSLC tracks an index. Over the year to Nov 4, 2026 it returned +13.3% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.09% a year. By its holdings filed for Aug 31, 2026, 94% of the fund by weight is stocks the S&P 500 also holds, across 426 positions, with the top ten at 35.2%.
SEIM
SEIM is actively managed and tracks no index. Over the year to Nov 4, 2026 it returned +12.4% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.15% a year. By its holdings filed for Jun 30, 2026, 89% of the fund by weight is stocks the S&P 500 also holds, across 71 positions, with the top ten at 37.6%. It sat 9.4% below its high of Jun 30, 2026 on Nov 4, 2026.
Questions people ask
- Which returned more over the last year, GSLC or SEIM?
- In the year to Nov 4, 2026, with distributions reinvested, GSLC returned +13.3% and SEIM +12.4%.
- Which is cheaper, GSLC or SEIM?
- GSLC is cheaper, by 0.06 percentage points a year. That is about $6 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, GSLC against SEIM, data as of Nov 4, 2026. https://etfiq.com/compare/any/gslc-vs-seim
ETFIQ. (Nov 4, 2026). GSLC against SEIM. Retrieved from https://etfiq.com/compare/any/gslc-vs-seim
[GSLC against SEIM (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/any/gslc-vs-seim)
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