FTWO vs. WEEI

Last updated Jun 24, 2026

FTWO (Strive Natural Resources and Security ETF) and WEEI (Westwood Salient Enhanced Energy Income ETF) are both Energy Equities funds. FTWO is passively managed, while WEEI is actively managed. Over the past year, FTWO returned 24.37% vs 22.30% for WEEI. At a 0.39 correlation, their price movements are largely independent. FTWO charges 0.49%/yr vs 0.85%/yr for WEEI.

Performance

FTWO vs. WEEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Natural Resources and Security ETF (FTWO) and Westwood Salient Enhanced Energy Income ETF (WEEI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTWO achieves a 7.77% return, which is significantly lower than WEEI's 12.67% return.

FTWO

• 1D: -1.31%
• 1M: -2.45%
• YTD: 7.77%
• 6M: 6.31%
• 1Y: 24.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEI

• 1D: 0.75%
• 1M: -6.17%
• YTD: 12.67%
• 6M: 13.31%
• 1Y: 22.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWO vs. WEEI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FTWO Strive Natural Resources and Security ETF	7.77%	43.06%	4.01%
WEEI Westwood Salient Enhanced Energy Income ETF	12.67%	11.28%	-3.19%

Correlation

The correlation between FTWO and WEEI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since May 1, 2024	0.39

Over the past year, the correlation between FTWO and WEEI has dropped to 0.19 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

FTWO vs. WEEI - Sectors Allocation Comparison

Sectors	FTWO	WEEI
Industrials	33.1%	-
Energy	27.9%	100.0%
Basic Materials	26.8%	-
Utilities	11.2%	-
Consumer Defensive	1.1%	-
Communication Services	-	-
Consumer Cyclical	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Technology	-	-

Return for Risk

FTWO vs. WEEI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTWO

FTWO Risk / Return Rank: 37
FTWO Sharpe Ratio Rank: 40
FTWO Sortino Ratio Rank: 37
FTWO Omega Ratio Rank: 36
FTWO Calmar Ratio Rank: 36
FTWO Martin Ratio Rank: 35

WEEI

WEEI Risk / Return Rank: 47
WEEI Sharpe Ratio Rank: 48
WEEI Sortino Ratio Rank: 43
WEEI Omega Ratio Rank: 43
WEEI Calmar Ratio Rank: 51
WEEI Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTWO vs. WEEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and Westwood Salient Enhanced Energy Income ETF (WEEI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTWO	WEEI	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.56	-0.26
Sortino ratio: Return per unit of downside risk	1.83	2.06	-0.24
Omega ratio: Gain probability vs. loss probability	1.23	1.27	-0.04
Calmar ratio: Return relative to maximum drawdown	1.68	2.37	-0.69
Martin ratio: Return relative to average drawdown	4.88	8.14	-3.26

FTWO vs. WEEI - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 1.31, which is comparable to the WEEI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FTWO and WEEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTWO vs. WEEI - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, roughly equal to the maximum WEEI drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for FTWO and WEEI.

Drawdown Indicators

	FTWO	WEEI	Difference
Max Drawdown Largest peak-to-trough decline	-18.17%	-18.78%	+0.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.55%	-9.46%	-5.09%
Current Drawdown Current decline from peak	-11.75%	-7.81%	-3.94%
Average Drawdown Average peak-to-trough decline	-3.57%	-4.20%	+0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.00%	2.75%	+2.25%

Volatility

FTWO vs. WEEI - Volatility Comparison

Strive Natural Resources and Security ETF (FTWO) has a higher volatility of 6.27% compared to Westwood Salient Enhanced Energy Income ETF (WEEI) at 5.77%. This indicates that FTWO's price experiences larger fluctuations and is considered to be riskier than WEEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTWO	WEEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	5.77%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	15.08%	11.17%	+3.91%
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	14.46%	+4.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.31%	18.36%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	18.36%	+0.95%

FTWO vs. WEEI - Expense Ratio Comparison

FTWO has a 0.49% expense ratio, which is lower than WEEI's 0.85% expense ratio.

Dividends

FTWO vs. WEEI - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 1.04%, less than WEEI's 11.84% yield.

Position	TTM	2025	2024	2023
FTWO Strive Natural Resources and Security ETF	1.04%	1.02%	1.23%	0.59%
WEEI Westwood Salient Enhanced Energy Income ETF	11.84%	12.59%	7.20%	0.00%

Frequently Asked Questions

Can I hold both FTWO and WEEI in my portfolio?

FTWO and WEEI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTWO or WEEI?

FTWO has higher volatility (6.27%) compared to WEEI (5.77%). In terms of maximum drawdown, FTWO dropped -18.17% vs WEEI's -18.78%.

Which ETF is better, FTWO or WEEI?

On 1-year performance, FTWO leads with 24.37% vs 22.30% for WEEI. On fees, FTWO is cheaper at 0.49% per year. On volatility, WEEI has been the lower-risk option at 5.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTWO or WEEI?

Over the 1-year period, FTWO has performed better with a 24.37% return vs 22.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTWO or WEEI?

FTWO is cheaper with a 0.49% expense ratio, compared with 0.85% for WEEI.

Which ETF pays a higher dividend yield, FTWO or WEEI?

WEEI has the higher dividend yield at 11.84%, compared with 1.04% for FTWO.

What is the main difference between FTWO and WEEI?

They also come from different issuers: Strive and Westwood. Their fees differ too: 0.49% for FTWO and 0.85% for WEEI.

Which has better risk-adjusted returns?

WEEI currently has the higher Sharpe Ratio (1.56 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.