Cognitively loaded tests of knowledge, skill, and ability often contribute to decisions regarding educpation, jobs, licensure, or certification. Users of such tests often face difficult choices when trying to optimize both the performance and ethnic diversity of chosen individuals. The authors describe the nature of this quandary, review research on different strategies to address it, and recommend using selection materials that assess the full range of relevant attributes using a format that minimizes verbal content as much as is consistent with the outcome one is trying to achieve. They also recommend the use of test preparation, face-valid assessments, and the consideration of relevant job or life experiences. Regardless of the strategy adopted, it is unreasonable to expect that one can maximize both the performance and ethnic diversity of selected individuals.