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WEEI vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEEI vs. XLE - Performance Comparison

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

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WEEI vs. XLE - Yearly Performance Comparison


2026 (YTD)20252024
WEEI
Westwood Salient Enhanced Energy Income ETF
19.18%11.28%-3.07%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%-4.61%

Returns By Period

In the year-to-date period, WEEI achieves a 19.18% return, which is significantly lower than XLE's 37.91% return.


WEEI

1D
-0.28%
1M
5.36%
YTD
19.18%
6M
23.22%
1Y
21.82%
3Y*
5Y*
10Y*

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEEI vs. XLE - Expense Ratio Comparison

WEEI has a 0.85% expense ratio, which is higher than XLE's 0.08% expense ratio.


Return for Risk

WEEI vs. XLE — Risk / Return Rank

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

WEEI
WEEI Risk / Return Rank: 5555
Overall Rank
WEEI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WEEI Sortino Ratio Rank: 5454
Sortino Ratio Rank
WEEI Omega Ratio Rank: 6767
Omega Ratio Rank
WEEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
WEEI Martin Ratio Rank: 4141
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
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. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Energy Income ETF (WEEI) and State Street Energy Select Sector SPDR ETF (XLE). 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.


WEEIXLEDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.42

-0.34

Sortino ratio

Return per unit of downside risk

1.41

1.84

-0.42

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

1.25

1.96

-0.71

Martin ratio

Return relative to average drawdown

3.76

5.16

-1.40

WEEI vs. XLE - Sharpe Ratio Comparison

The current WEEI Sharpe Ratio is 1.08, which is comparable to the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of WEEI and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEEIXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.42

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.32

+0.46

Correlation

The correlation between WEEI and XLE 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. XLE - Dividend Comparison

WEEI's dividend yield for the trailing twelve months is around 10.98%, more than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
WEEI
Westwood Salient Enhanced Energy Income ETF
10.98%12.59%7.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

WEEI vs. XLE - Drawdown Comparison

The maximum WEEI drawdown since its inception was -18.78%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for WEEI and XLE.


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Drawdown Indicators


WEEIXLEDifference

Max Drawdown

Largest peak-to-trough decline

-18.78%

-71.26%

+52.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.36%

-18.79%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-0.99%

-2.08%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.20%

-18.05%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

7.14%

-1.05%

Volatility

WEEI vs. XLE - Volatility Comparison

The current volatility for Westwood Salient Enhanced Energy Income ETF (WEEI) is 1.96%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 5.05%. This indicates that WEEI experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEEIXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

5.05%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

13.94%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

24.93%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

26.06%

-7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

29.48%

-11.31%