WEEI vs. VDE

Last updated Apr 2, 2026

Compare and contrast key facts about Westwood Salient Enhanced Energy Income ETF (WEEI) and Vanguard Energy ETF (VDE).

WEEI and VDE 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. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.

Performance

WEEI vs. VDE - Performance Comparison

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

WEEI vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WEEI Westwood Salient Enhanced Energy Income ETF	16.39%	11.28%	-3.07%
VDE Vanguard Energy ETF	33.23%	7.11%	-3.08%

Returns By Period

In the year-to-date period, WEEI achieves a 16.39% return, which is significantly lower than VDE's 33.23% return.

WEEI

• 1D: -2.34%
• 1M: 1.98%
• YTD: 16.39%
• 6M: 20.27%
• 1Y: 18.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VDE

• 1D: -3.61%
• 1M: 4.27%
• YTD: 33.23%
• 6M: 34.21%
• 1Y: 31.84%
• 3Y*: 17.03%
• 5Y*: 23.32%
• 10Y*: 10.83%

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

WEEI vs. VDE - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than VDE's 0.10% expense ratio.

WEEI

Westwood Salient Enhanced Energy Income ETF

VDE

Vanguard Energy ETF

Return for Risk

WEEI vs. VDE — Risk / Return Rank

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

WEEI

WEEI Risk / Return Rank: 42
WEEI Sharpe Ratio Rank: 47
WEEI Sortino Ratio Rank: 41
WEEI Omega Ratio Rank: 53
WEEI Calmar Ratio Rank: 37
WEEI Martin Ratio Rank: 33

VDE

VDE Risk / Return Rank: 63
VDE Sharpe Ratio Rank: 70
VDE Sortino Ratio Rank: 63
VDE Omega Ratio Rank: 66
VDE Calmar Ratio Rank: 65
VDE Martin Ratio Rank: 49

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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and Vanguard Energy ETF (VDE). 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	VDE	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.27	-0.37
Sortino ratio Return per unit of downside risk	1.21	1.67	-0.45
Omega ratio Gain probability vs. loss probability	1.21	1.25	-0.04
Calmar ratio Return relative to maximum drawdown	1.03	1.72	-0.69
Martin ratio Return relative to average drawdown	3.12	4.92	-1.80
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. VDE - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 0.90, which is comparable to the VDE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WEEI and VDE, 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	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.27	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.28	+0.41

Correlation

The correlation between WEEI and VDE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WEEI vs. VDE - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 11.24%, more than VDE's 2.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEEI Westwood Salient Enhanced Energy Income ETF	11.24%	12.59%	7.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDE Vanguard Energy ETF	2.36%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Drawdowns

WEEI vs. VDE - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for WEEI and VDE.

Drawdown Indicators

	WEEI	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-74.20%	+55.42%
Max Drawdown (1Y) Largest decline over 1 year	-18.36%	-18.91%	+0.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-3.31%	-5.74%	+2.43%
Average Drawdown Average peak-to-trough decline	-4.20%	-20.06%	+15.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.09%	6.61%	-0.52%

Volatility

WEEI vs. VDE - Volatility Comparison

The current volatility for Westwood Salient Enhanced Energy Income ETF (WEEI) is 3.17%, while Vanguard Energy ETF (VDE) has a volatility of 6.29%. This indicates that WEEI experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEI	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	6.29%	-3.12%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	14.31%	-5.20%
Volatility (1Y) Calculated over the trailing 1-year period	20.43%	25.19%	-4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	26.53%	-8.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	29.88%	-11.64%