WEEI vs. DYLD

Last updated Jun 24, 2026

WEEI (Westwood Salient Enhanced Energy Income ETF) and DYLD (LeaderShares Dynamic Yield ETF) are both exchange-traded funds - WEEI is a Energy Equities fund actively managed by Westwood, while DYLD is a Multisector Bonds fund actively managed by LeaderShares. Both are actively managed. Over the past year, WEEI returned 22.30% vs 3.71% for DYLD. At a correlation of -0.01, they often move in opposite directions. WEEI charges 0.85%/yr vs 0.75%/yr for DYLD.

Performance

WEEI vs. DYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, WEEI achieves a 12.67% return, which is significantly higher than DYLD's 1.07% return.

WEEI

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

DYLD

• 1D: 0.01%
• 1M: 0.36%
• YTD: 1.07%
• 6M: 1.20%
• 1Y: 3.71%
• 3Y*: 4.43%
• 5Y*: —
• 10Y*: —

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

WEEI vs. DYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WEEI Westwood Salient Enhanced Energy Income ETF	12.67%	11.28%	-3.19%
DYLD LeaderShares Dynamic Yield ETF	1.07%	5.02%	4.26%

Correlation

The correlation between WEEI and DYLD is -0.20, 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 (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (All Time) Calculated using the full available price history since May 1, 2024	-0.01

The correlation between WEEI and DYLD shifts across timeframes, from -0.20 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WEEI vs. DYLD — Risk / Return Rank

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

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

DYLD

DYLD Risk / Return Rank: 54
DYLD Sharpe Ratio Rank: 47
DYLD Sortino Ratio Rank: 50
DYLD Omega Ratio Rank: 50
DYLD Calmar Ratio Rank: 62
DYLD Martin Ratio Rank: 62

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. DYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and LeaderShares Dynamic Yield ETF (DYLD). 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.

	WEEI	DYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.56	1.52	+0.04
Sortino ratio: Return per unit of downside risk	2.06	2.26	-0.19
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio: Return relative to maximum drawdown	2.37	2.82	-0.45
Martin ratio: Return relative to average drawdown	8.14	10.27	-2.13

WEEI vs. DYLD - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 1.56, which is comparable to the DYLD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of WEEI and DYLD, 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

WEEI vs. DYLD - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, which is greater than DYLD's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for WEEI and DYLD.

Drawdown Indicators

	WEEI	DYLD	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-15.03%	-3.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-1.32%	-8.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.40%	—
Current Drawdown Current decline from peak	-7.81%	-0.13%	-7.68%
Average Drawdown Average peak-to-trough decline	-4.20%	-5.12%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	0.36%	+2.39%

Volatility

WEEI vs. DYLD - Volatility Comparison

Westwood Salient Enhanced Energy Income ETF (WEEI) has a higher volatility of 5.77% compared to LeaderShares Dynamic Yield ETF (DYLD) at 0.48%. This indicates that WEEI's price experiences larger fluctuations and is considered to be riskier than DYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEI	DYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	0.48%	+5.29%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	1.94%	+9.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.46%	2.45%	+12.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	4.37%	+13.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	4.37%	+13.99%

WEEI vs. DYLD - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than DYLD's 0.75% expense ratio.

Dividends

WEEI vs. DYLD - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.84%, more than DYLD's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021
DYLD LeaderShares Dynamic Yield ETF	4.33%	4.20%	4.58%	3.43%	1.54%	1.02%
WEEI Westwood Salient Enhanced Energy Income ETF	11.84%	12.59%	7.20%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WEEI and DYLD in my portfolio?

WEEI and DYLD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEEI or DYLD?

WEEI has higher volatility (5.77%) compared to DYLD (0.48%). In terms of maximum drawdown, WEEI dropped -18.78% vs DYLD's -15.03%.

Which ETF is better, WEEI or DYLD?

On 1-year performance, WEEI leads with 22.30% vs 3.71% for DYLD. On fees, DYLD is cheaper at 0.75% per year. On volatility, DYLD has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WEEI or DYLD?

Over the 1-year period, WEEI has performed better with a 22.30% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WEEI or DYLD?

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

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

WEEI has the higher dividend yield at 11.84%, compared with 4.33% for DYLD.

What is the main difference between WEEI and DYLD?

WEEI is categorized as Energy Equities, while DYLD is Multisector Bonds. They also come from different issuers: Westwood and LeaderShares. Their fees differ too: 0.85% for WEEI and 0.75% for DYLD.

Which has better risk-adjusted returns?

WEEI currently has the higher Sharpe Ratio (1.56 vs 1.52), 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.