WEEI vs. MLPD.L

Last updated Apr 1, 2026

Compare and contrast key facts about Westwood Salient Enhanced Energy Income ETF (WEEI) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L).

WEEI and MLPD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEEI is an actively managed fund by Westwood. It was launched on Apr 30, 2024. MLPD.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Energy NR USD. It was launched on May 15, 2013.

Performance

WEEI vs. MLPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Salient Enhanced Energy Income ETF (WEEI) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L). The values are adjusted to include any dividend payments, if applicable.

WEEI vs. MLPD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WEEI Westwood Salient Enhanced Energy Income ETF	19.18%	11.28%	-3.07%
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	18.10%	2.33%	10.69%

Returns By Period

In the year-to-date period, WEEI achieves a 19.18% return, which is significantly higher than MLPD.L's 18.10% return.

WEEI

• 1D: -0.28%
• 1M: 5.36%
• YTD: 19.18%
• 6M: 23.22%
• 1Y: 21.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MLPD.L

• 1D: -0.38%
• 1M: 3.53%
• YTD: 18.10%
• 6M: 18.70%
• 1Y: 9.37%
• 3Y*: 19.63%
• 5Y*: 21.27%
• 10Y*: 9.87%

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

WEEI vs. MLPD.L - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than MLPD.L's 0.50% expense ratio.

WEEI

Westwood Salient Enhanced Energy Income ETF

MLPD.L

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)

Return for Risk

WEEI vs. MLPD.L — Risk / Return Rank

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

WEEI

WEEI Risk / Return Rank: 55
WEEI Sharpe Ratio Rank: 62
WEEI Sortino Ratio Rank: 54
WEEI Omega Ratio Rank: 67
WEEI Calmar Ratio Rank: 49
WEEI Martin Ratio Rank: 41

MLPD.L

MLPD.L Risk / Return Rank: 26
MLPD.L Sharpe Ratio Rank: 28
MLPD.L Sortino Ratio Rank: 27
MLPD.L Omega Ratio Rank: 29
MLPD.L Calmar Ratio Rank: 25
MLPD.L Martin Ratio Rank: 22

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. MLPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L). 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.

	WEEI	MLPD.L	Difference
Sharpe ratio Return per unit of total volatility	1.08	0.49	+0.59
Sortino ratio Return per unit of downside risk	1.41	0.75	+0.66
Omega ratio Gain probability vs. loss probability	1.24	1.11	+0.13
Calmar ratio Return relative to maximum drawdown	1.25	0.53	+0.71
Martin ratio Return relative to average drawdown	3.76	1.33	+2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEEI vs. MLPD.L - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 1.08, which is higher than the MLPD.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of WEEI and MLPD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEEI	MLPD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	0.49	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.15	+0.63

Correlation

The correlation between WEEI and MLPD.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WEEI vs. MLPD.L - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 10.98%, more than MLPD.L's 7.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEEI Westwood Salient Enhanced Energy Income ETF	10.98%	12.59%	7.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	7.61%	8.21%	8.18%	8.60%	7.98%	8.57%	11.03%	10.06%	9.87%	8.15%	8.14%	9.96%

Drawdowns

WEEI vs. MLPD.L - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, smaller than the maximum MLPD.L drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for WEEI and MLPD.L.

Drawdown Indicators

	WEEI	MLPD.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-82.22%	+63.44%
Max Drawdown (1Y) Largest decline over 1 year	-18.36%	-17.03%	-1.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-75.74%	—
Current Drawdown Current decline from peak	-0.99%	-1.46%	+0.47%
Average Drawdown Average peak-to-trough decline	-4.20%	-28.57%	+24.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.09%	6.81%	-0.72%

Volatility

WEEI vs. MLPD.L - Volatility Comparison

The current volatility for Westwood Salient Enhanced Energy Income ETF (WEEI) is 1.96%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) has a volatility of 4.12%. This indicates that WEEI experiences smaller price fluctuations and is considered to be less risky than MLPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEI	MLPD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.96%	4.12%	-2.16%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	9.38%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	20.30%	18.93%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.17%	20.55%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	28.48%	-10.31%