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WEEI vs. BILD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEEI vs. BILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Salient Enhanced Energy Income ETF (WEEI) and Macquarie Global Listed Infrastructure ETF (BILD). The values are adjusted to include any dividend payments, if applicable.

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WEEI vs. BILD - Yearly Performance Comparison


2026 (YTD)20252024
WEEI
Westwood Salient Enhanced Energy Income ETF
16.39%11.28%-3.07%
BILD
Macquarie Global Listed Infrastructure ETF
9.56%21.08%1.14%

Returns By Period

In the year-to-date period, WEEI achieves a 16.39% return, which is significantly higher than BILD's 9.56% return.


WEEI

1D
-2.34%
1M
1.98%
YTD
16.39%
6M
20.27%
1Y
18.40%
3Y*
5Y*
10Y*

BILD

1D
0.55%
1M
-2.79%
YTD
9.56%
6M
11.25%
1Y
26.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEEI vs. BILD - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than BILD's 0.49% expense ratio.


Return for Risk

WEEI vs. BILD — Risk / Return Rank

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

WEEI
WEEI Risk / Return Rank: 4242
Overall Rank
WEEI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WEEI Sortino Ratio Rank: 4141
Sortino Ratio Rank
WEEI Omega Ratio Rank: 5353
Omega Ratio Rank
WEEI Calmar Ratio Rank: 3737
Calmar Ratio Rank
WEEI Martin Ratio Rank: 3333
Martin Ratio Rank

BILD
BILD Risk / Return Rank: 9191
Overall Rank
BILD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BILD Sortino Ratio Rank: 9191
Sortino Ratio Rank
BILD Omega Ratio Rank: 9191
Omega Ratio Rank
BILD Calmar Ratio Rank: 9090
Calmar Ratio Rank
BILD Martin Ratio Rank: 9292
Martin Ratio Rank
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.

WEEI vs. BILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and Macquarie Global Listed Infrastructure ETF (BILD). 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.


WEEIBILDDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.10

-1.20

Sortino ratio

Return per unit of downside risk

1.21

2.74

-1.53

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratio

Return relative to maximum drawdown

1.03

3.30

-2.27

Martin ratio

Return relative to average drawdown

3.12

14.23

-11.12

WEEI vs. BILD - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 0.90, which is lower than the BILD Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WEEI and BILD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEEIBILDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.10

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.03

-0.34

Correlation

The correlation between WEEI and BILD is 0.22, 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

WEEI vs. BILD - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.24%, more than BILD's 2.80% yield.


TTM202520242023
WEEI
Westwood Salient Enhanced Energy Income ETF
11.24%12.59%7.20%0.00%
BILD
Macquarie Global Listed Infrastructure ETF
2.80%3.05%5.53%0.52%

Drawdowns

WEEI vs. BILD - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, which is greater than BILD's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for WEEI and BILD.


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Drawdown Indicators


WEEIBILDDifference

Max Drawdown

Largest peak-to-trough decline

-18.78%

-14.78%

-4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.36%

-8.09%

-10.27%

Current Drawdown

Current decline from peak

-3.31%

-2.98%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.20%

-3.75%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

1.88%

+4.21%

Volatility

WEEI vs. BILD - Volatility Comparison

The current volatility for Westwood Salient Enhanced Energy Income ETF (WEEI) is 3.17%, while Macquarie Global Listed Infrastructure ETF (BILD) has a volatility of 3.66%. This indicates that WEEI experiences smaller price fluctuations and is considered to be less risky than BILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEEIBILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.66%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

7.35%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

12.66%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

13.12%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

13.12%

+5.12%