WEEI vs. PWRZ

Last updated Aug 2, 2026

WEEI (Westwood Salient Enhanced Energy Income ETF) and PWRZ (TrueShares Eagle Global Next Gen Power Infrastructure ETF) are both exchange-traded funds - WEEI is a Energy Equities fund actively managed by Westwood, while PWRZ is a Infrastructure Equities fund actively managed by TrueShares. Both are actively managed. Their 0.38 correlation means their historical movements had little consistent relationship. 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: 0.40%
• 1M: 9.54%
• 6M: 11.64%
• YTD: 20.96%
• 1Y: 30.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.50%

PWRZ

• 1D: -0.01%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF	$11.69K	$10.99K	$10.99K
WEEI Westwood Salient Enhanced Energy Income ETF	$1.31M	$1.32M	$1.22M

WEEI vs. PWRZ - Yearly Performance Comparison

	2026 (YTD)
WEEI Westwood Salient Enhanced Energy Income ETF	6.94%
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF	-1.03%

Correlation

The correlation between WEEI and PWRZ is 0.38, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 10, 2026	0.38

Return for Risk

WEEI vs. PWRZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WEEI

WEEI Risk / Return Rank: 78
WEEI Sharpe Ratio Rank: 84
WEEI Sortino Ratio Rank: 79
WEEI Omega Ratio Rank: 80
WEEI Calmar Ratio Rank: 79
WEEI Martin Ratio Rank: 70

PWRZ

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	1.96	—	—
Sortino ratio: Return per unit of downside risk	2.55	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.80	—	—
Martin ratio: Return relative to average drawdown	8.66	—	—

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 -3.62%. 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%	-3.62%	-15.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.27%	—	—
Current Drawdown Current decline from peak	-1.03%	-2.39%	+1.36%
Average Drawdown Average peak-to-trough decline	-4.26%	-1.20%	-3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	—	—

Volatility

Volatility by Period

	WEEI	PWRZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	12.56%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.23%	12.56%	+5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	12.56%	+5.67%

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 11.24%, 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	11.24%	12.59%	7.20%

Frequently Asked Questions

Can I hold both WEEI and PWRZ in my portfolio?

WEEI and PWRZ have a correlation of 0.38, 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 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 11.24%, compared with 0.00% for PWRZ.

What is the main difference between WEEI and PWRZ?

WEEI is categorized as Energy Equities, while PWRZ is Infrastructure Equities. They also come from different issuers: Westwood and TrueShares. Their fees differ too: 0.85% for WEEI and 0.75% for PWRZ.