There is no difference SD's are not Sigmas. It is someone that is labeling the SDVE wrong. The frame of the SDVE is much like the Sigma and that's it. The SDVE replaced the Sigma. So a SDVE is a SDVE not a Sigma.
Thanks for the responses! I recently bought my first handgun - a SD40VE. A lot of folks here mentioned that many have paid too much for their SDs (including me, evidently) and that to avoid price gougers, Academy is a great place to shop. As a newbie to purchasing firearms (and looking at purchasing more in the future and *not* getting ripped off!), I was interested. So I went there and on their website, I found a listing for a Smith & Wesson SD40VE New Sigma Series .40 Pistol. Having read other threads about SDs and Sigmas, this really had me confused. Perhaps they're really not sure what they have.
Thanks for clearing that up! More and more, this place looks like it is going to be a goldmine of information