WEEI vs. POW

Last updated Jul 14, 2026

WEEI (Westwood Salient Enhanced Energy Income ETF) and POW (VistaShares Electrification Supercycle ETF) are both exchange-traded funds - WEEI is a Energy Equities fund actively managed by Westwood, while POW is a Actively Managed fund actively managed by VistaShares. Both are actively managed. At a correlation of -0.09, they often move in opposite directions. WEEI charges 0.85%/yr vs 0.75%/yr for POW.

Performance

WEEI vs. POW - Performance Comparison

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

Returns By Period

In the year-to-date period, WEEI achieves a 16.10% return, which is significantly lower than POW's 38.93% return.

WEEI

• 1D: 2.24%
• 1M: -0.89%
• 6M: 13.51%
• YTD: 16.10%
• 1Y: 22.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

POW

• 1D: -3.60%
• 1M: -8.76%
• 6M: 31.71%
• YTD: 38.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEEI vs. POW - Yearly Performance Comparison

	2026 (YTD)	2025
WEEI Westwood Salient Enhanced Energy Income ETF	16.10%	3.79%
POW VistaShares Electrification Supercycle ETF	38.93%	-1.70%

Correlation

The correlation between WEEI and POW is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	-0.09

Return for Risk

WEEI vs. POW — Risk / Return Rank

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

WEEI

WEEI Risk / Return Rank: 53
WEEI Sharpe Ratio Rank: 57
WEEI Sortino Ratio Rank: 52
WEEI Omega Ratio Rank: 52
WEEI Calmar Ratio Rank: 55
WEEI Martin Ratio Rank: 50

POW

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

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. POW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and VistaShares Electrification Supercycle ETF (POW). 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	POW	Difference
Sharpe ratio: Return per unit of total volatility	1.53	—	—
Sortino ratio: Return per unit of downside risk	2.04	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	2.18	—	—
Martin ratio: Return relative to average drawdown	6.68	—	—

Drawdowns

WEEI vs. POW - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, roughly equal to the maximum POW drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for WEEI and POW.

Drawdown Indicators

	WEEI	POW	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-18.37%	-0.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.27%	—	—
Current Drawdown Current decline from peak	-5.00%	-18.37%	+13.37%
Average Drawdown Average peak-to-trough decline	-4.30%	-4.33%	+0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	—	—

Volatility

Volatility by Period

	WEEI	POW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.70%	32.94%	-18.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	32.94%	-14.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	32.94%	-14.57%

WEEI vs. POW - Expense Ratio Comparison

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

Dividends

WEEI vs. POW - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.60%, more than POW's 0.14% yield.

Position	TTM	2025	2024
POW VistaShares Electrification Supercycle ETF	0.14%	0.19%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.60%	12.59%	7.20%

Frequently Asked Questions

Can I hold both WEEI and POW in my portfolio?

WEEI and POW have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WEEI or POW?

On fees, POW 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, WEEI or POW?

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

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

WEEI has the higher dividend yield at 11.60%, compared with 0.14% for POW.

What is the main difference between WEEI and POW?

WEEI is categorized as Energy Equities, while POW is Actively Managed. They also come from different issuers: Westwood and VistaShares. Their fees differ too: 0.85% for WEEI and 0.75% for POW.