IVEP vs. WEEI

Last updated Jun 5, 2026

IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) and WEEI (Westwood Salient Enhanced Energy Income ETF) are both exchange-traded funds - IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index, while WEEI is a Energy Equities fund actively managed by Westwood. IVEP is passively managed, while WEEI is actively managed. At a correlation of -0.21, they often move in opposite directions. IVEP charges 0.75%/yr vs 0.85%/yr for WEEI.

Performance

IVEP vs. WEEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP) and Westwood Salient Enhanced Energy Income ETF (WEEI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IVEP

• 1D: 0.13%
• 1M: -1.91%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEI

• 1D: 0.27%
• 1M: 0.52%
• YTD: 19.17%
• 6M: 18.21%
• 1Y: 36.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVEP vs. WEEI - Yearly Performance Comparison

	2026 (YTD)
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.51%
WEEI Westwood Salient Enhanced Energy Income ETF	3.00%

Correlation

The correlation between IVEP and WEEI is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026	-0.21

Return for Risk

IVEP vs. WEEI — Risk / Return Rank

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

WEEI

WEEI Risk / Return Rank: 80
WEEI Sharpe Ratio Rank: 82
WEEI Sortino Ratio Rank: 76
WEEI Omega Ratio Rank: 77
WEEI Calmar Ratio Rank: 86
WEEI Martin Ratio Rank: 79

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.

IVEP vs. WEEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IVEP	WEEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.63	0.70	+1.92

Drawdowns

IVEP vs. WEEI - Drawdown Comparison

The maximum IVEP drawdown since its inception was -7.34%, smaller than the maximum WEEI drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for IVEP and WEEI.

Drawdown Indicators

	IVEP	WEEI	Difference
Max Drawdown Largest peak-to-trough decline	-7.34%	-18.78%	+11.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.67%	—
Current Drawdown Current decline from peak	-3.18%	-2.49%	-0.69%
Average Drawdown Average peak-to-trough decline	-2.00%	-4.17%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.41%	—

Volatility

Volatility by Period

	IVEP	WEEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.95%	13.96%	+11.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.95%	18.28%	+7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.95%	18.28%	+7.67%

IVEP vs. WEEI - Expense Ratio Comparison

IVEP has a 0.75% expense ratio, which is lower than WEEI's 0.85% expense ratio.

Dividends

IVEP vs. WEEI - Dividend Comparison

IVEP has not paid dividends to shareholders, while WEEI's dividend yield for the trailing twelve months is around 11.19%.

Position	TTM	2025	2024
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.19%	12.59%	7.20%

Frequently Asked Questions

Can I hold both IVEP and WEEI in my portfolio?

IVEP and WEEI have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IVEP or WEEI?

On fees, IVEP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IVEP or WEEI?

IVEP is cheaper with a 0.75% expense ratio, compared with 0.85% for WEEI.

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

WEEI has the higher dividend yield at 11.19%, compared with 0.00% for IVEP.

What is the main difference between IVEP and WEEI?

IVEP is categorized as Industrials Equities, while WEEI is Energy Equities. They also come from different issuers: Wedbush and Westwood. Their fees differ too: 0.75% for IVEP and 0.85% for WEEI.