WEEI vs. PWRZ

Last updated Jul 14, 2026

WEEI (Westwood Salient Enhanced Energy Income ETF) and PWRZ (TrueShares Eagle Global Next Gen Power Infrastructure ETF) are both Energy Equities funds. Both are actively managed. With a 1.00 correlation, they move nearly in lockstep. WEEI charges 0.85%/yr vs 0.75%/yr for PWRZ.

Performance

WEEI vs. PWRZ - Performance Comparison

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

Returns By Period

WEEI

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

PWRZ

• 1D: -0.17%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEEI vs. PWRZ - Yearly Performance Comparison

	2026 (YTD)
WEEI Westwood Salient Enhanced Energy Income ETF	2.64%
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF	-0.40%

Correlation

The correlation between WEEI and PWRZ is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 10, 2026	1.00

Return for Risk

WEEI vs. PWRZ — 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

PWRZ

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. PWRZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). 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	PWRZ	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. PWRZ - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, which is greater than PWRZ's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for WEEI and PWRZ.

Drawdown Indicators

	WEEI	PWRZ	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-0.40%	-18.38%
Max Drawdown (1Y) Largest decline over 1 year	-10.27%	—	—
Current Drawdown Current decline from peak	-5.00%	-0.40%	-4.60%
Average Drawdown Average peak-to-trough decline	-4.30%	-0.31%	-3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	—	—

Volatility

Volatility by Period

	WEEI	PWRZ	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%	0.62%	+14.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	0.62%	+17.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	0.62%	+17.75%

WEEI vs. PWRZ - Expense Ratio Comparison

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

Dividends

WEEI vs. PWRZ - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.60%, while PWRZ has not paid dividends to shareholders.

Position	TTM	2025	2024
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF	0.00%	0.00%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.60%	12.59%	7.20%

Frequently Asked Questions

Can I hold both WEEI and PWRZ in my portfolio?

With a correlation of 1.00, WEEI and PWRZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, WEEI or PWRZ?

On fees, PWRZ 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 PWRZ?

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

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

WEEI has the higher dividend yield at 11.60%, compared with 0.00% for PWRZ.

What is the main difference between WEEI and PWRZ?

They also come from different issuers: Westwood and TrueShares. Their fees differ too: 0.85% for WEEI and 0.75% for PWRZ.