UNG vs. WEEI
Compare and contrast key facts about United States Natural Gas Fund LP (UNG) and Westwood Salient Enhanced Energy Income ETF (WEEI).
UNG and WEEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UNG is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Natural Gas. It was launched on Apr 18, 2007. WEEI is an actively managed fund by Westwood. It was launched on Apr 30, 2024.
Performance
UNG vs. WEEI - Performance Comparison
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UNG vs. WEEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
UNG United States Natural Gas Fund LP | -6.85% | -27.07% | 18.88% |
WEEI Westwood Salient Enhanced Energy Income ETF | 16.39% | 11.28% | -3.07% |
Returns By Period
In the year-to-date period, UNG achieves a -6.85% return, which is significantly lower than WEEI's 16.39% return.
UNG
- 1D
- -2.64%
- 1M
- -4.83%
- YTD
- -6.85%
- 6M
- -16.15%
- 1Y
- -44.83%
- 3Y*
- -25.63%
- 5Y*
- -21.70%
- 10Y*
- -19.95%
WEEI
- 1D
- -2.34%
- 1M
- 1.98%
- YTD
- 16.39%
- 6M
- 20.27%
- 1Y
- 18.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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UNG vs. WEEI - Expense Ratio Comparison
UNG has a 1.28% expense ratio, which is higher than WEEI's 0.85% expense ratio.
Return for Risk
UNG vs. WEEI — Risk / Return Rank
UNG
WEEI
UNG vs. WEEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) 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.
| UNG | WEEI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.71 | 0.90 | -1.61 |
Sortino ratioReturn per unit of downside risk | -0.83 | 1.21 | -2.04 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.21 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.03 | -1.93 |
Martin ratioReturn relative to average drawdown | -1.31 | 3.12 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UNG | WEEI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.90 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.58 | 0.70 | -1.27 |
Correlation
The correlation between UNG and WEEI is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UNG vs. WEEI - Dividend Comparison
UNG has not paid dividends to shareholders, while WEEI's dividend yield for the trailing twelve months is around 11.24%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
UNG United States Natural Gas Fund LP | 0.00% | 0.00% | 0.00% |
WEEI Westwood Salient Enhanced Energy Income ETF | 11.24% | 12.59% | 7.20% |
Drawdowns
UNG vs. WEEI - Drawdown Comparison
The maximum UNG drawdown since its inception was -99.87%, which is greater than WEEI's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for UNG and WEEI.
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Drawdown Indicators
| UNG | WEEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.87% | -18.78% | -81.09% |
Max Drawdown (1Y)Largest decline over 1 year | -52.53% | -18.36% | -34.17% |
Max Drawdown (5Y)Largest decline over 5 years | -92.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.49% | — | — |
Current DrawdownCurrent decline from peak | -99.86% | -3.31% | -96.55% |
Average DrawdownAverage peak-to-trough decline | -89.87% | -4.20% | -85.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.11% | 6.09% | +30.02% |
Volatility
UNG vs. WEEI - Volatility Comparison
United States Natural Gas Fund LP (UNG) has a higher volatility of 14.67% compared to Westwood Salient Enhanced Energy Income ETF (WEEI) at 3.17%. This indicates that UNG'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.
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Volatility by Period
| UNG | WEEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.67% | 3.17% | +11.50% |
Volatility (6M)Calculated over the trailing 6-month period | 54.12% | 9.11% | +45.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.90% | 20.43% | +43.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.91% | 18.24% | +45.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.87% | 18.24% | +36.63% |