WEEI vs. SDIV

Last updated Jun 4, 2026

WEEI (Westwood Salient Enhanced Energy Income ETF) and SDIV (Global X SuperDividend ETF) are both exchange-traded funds - WEEI is a Energy Equities fund actively managed by Westwood, while SDIV is a Global Equities fund tracking the Solactive Global SuperDividend Index. WEEI is actively managed, while SDIV is passively managed. Over the past year, WEEI returned 34.24% vs 25.09% for SDIV. At a 0.39 correlation, their price movements are largely independent. WEEI charges 0.85%/yr vs 0.58%/yr for SDIV.

Performance

WEEI vs. SDIV - Performance Comparison

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

Returns By Period

In the year-to-date period, WEEI achieves a 18.85% return, which is significantly higher than SDIV's 5.97% return.

WEEI

• 1D: 0.67%
• 1M: 0.42%
• YTD: 18.85%
• 6M: 18.31%
• 1Y: 34.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDIV

• 1D: -2.00%
• 1M: -3.86%
• YTD: 5.97%
• 6M: 6.19%
• 1Y: 25.09%
• 3Y*: 15.75%
• 5Y*: -0.84%
• 10Y*: -0.07%

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

WEEI vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WEEI Westwood Salient Enhanced Energy Income ETF	18.85%	11.28%	-3.07%
SDIV Global X SuperDividend ETF	5.97%	29.12%	3.15%

Correlation

The correlation between WEEI and SDIV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (All Time) Calculated using the full available price history since May 2, 2024	0.39

The correlation between WEEI and SDIV shifts across timeframes, from 0.25 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

WEEI vs. SDIV - Sectors Allocation Comparison

Sectors	WEEI	SDIV
Energy	100.0%	18.4%
Basic Materials	-	2.8%
Communication Services	-	6.1%
Consumer Cyclical	-	5.5%
Consumer Defensive	-	3.7%
Financial Services	-	8.9%
Healthcare	-	1.4%
Industrials	-	14.3%
Real Estate	-	36.2%
Technology	-	1.6%
Utilities	-	1.1%

Return for Risk

WEEI vs. SDIV — Risk / Return Rank

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

WEEI

WEEI Risk / Return Rank: 74
WEEI Sharpe Ratio Rank: 75
WEEI Sortino Ratio Rank: 69
WEEI Omega Ratio Rank: 70
WEEI Calmar Ratio Rank: 83
WEEI Martin Ratio Rank: 75

SDIV

SDIV Risk / Return Rank: 61
SDIV Sharpe Ratio Rank: 58
SDIV Sortino Ratio Rank: 56
SDIV Omega Ratio Rank: 56
SDIV Calmar Ratio Rank: 68
SDIV Martin Ratio Rank: 66

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. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and Global X SuperDividend ETF (SDIV). 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	SDIV	Difference
Sharpe ratio: Return per unit of total volatility	2.46	2.02	+0.44
Sortino ratio: Return per unit of downside risk	3.15	2.73	+0.42
Omega ratio: Gain probability vs. loss probability	1.42	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	4.48	3.43	+1.05
Martin ratio: Return relative to average drawdown	14.29	12.41	+1.88
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. SDIV - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 2.46, which is comparable to the SDIV Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of WEEI and SDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WEEI	SDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	2.02	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.06	+0.64

Drawdowns

WEEI vs. SDIV - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for WEEI and SDIV.

Drawdown Indicators

	WEEI	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-56.90%	+38.12%
Max Drawdown (1Y) Largest decline over 1 year	-7.67%	-7.35%	-0.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-2.75%	-17.77%	+15.02%
Average Drawdown Average peak-to-trough decline	-4.17%	-18.59%	+14.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.03%	+0.38%

Volatility

WEEI vs. SDIV - Volatility Comparison

Westwood Salient Enhanced Energy Income ETF (WEEI) has a higher volatility of 6.21% compared to Global X SuperDividend ETF (SDIV) at 4.21%. This indicates that WEEI's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEI	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	4.21%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	10.73%	9.64%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	12.47%	+1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.30%	16.86%	+1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.30%	18.97%	-0.67%

WEEI vs. SDIV - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than SDIV's 0.58% expense ratio.

Dividends

WEEI vs. SDIV - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.22%, more than SDIV's 10.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDIV Global X SuperDividend ETF	10.02%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%
WEEI Westwood Salient Enhanced Energy Income ETF	11.22%	12.59%	7.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WEEI and SDIV in my portfolio?

WEEI and SDIV have a correlation of 0.25, 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 SDIV?

WEEI has higher volatility (6.21%) compared to SDIV (4.21%). In terms of maximum drawdown, WEEI dropped -18.78% vs SDIV's -56.90%.

Which ETF is better, WEEI or SDIV?

On 1-year performance, WEEI leads with 34.24% vs 25.09% for SDIV. On fees, SDIV is cheaper at 0.58% per year. On volatility, SDIV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WEEI or SDIV?

Over the 1-year period, WEEI has performed better with a 34.24% return vs 25.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WEEI or SDIV?

SDIV is cheaper with a 0.58% expense ratio, compared with 0.85% for WEEI.

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

WEEI has the higher dividend yield at 11.22%, compared with 10.02% for SDIV.

What is the main difference between WEEI and SDIV?

WEEI is categorized as Energy Equities, while SDIV is Global Equities. They also come from different issuers: Westwood and Global X. Their fees differ too: 0.85% for WEEI and 0.58% for SDIV.

Which has better risk-adjusted returns?

WEEI currently has the higher Sharpe Ratio (2.46 vs 2.02), 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.