{"schemaVersion":1,"ticker":"WEEI","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/weei/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, WEEI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/weei/"},"benchmark":{"ticker":"XLE","name":"Energy sector (XLE)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-05","url":"https://westwoodgroup.com/wp-content/uploads/2026/10/Enhanced-Energy-Income-ETF-October-2026-19A-1_STAMPED.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2025-11-04","to":"2026-10-05","notices":9,"distributions":12,"full":false}},"kind":"benchmark","a":"WEEI","b":"XLE","window":{"from":"2024-05-10","to":"2026-10-30","firstReturn":"2024-05-17","weeklyReturns":129,"years":2.47,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04241974,"perWeek":0.0008157643,"days":618,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.42946733,"b":0.61153651,"edge":"XLE","lead":"XLE"},"annualised":{"a":0.15491721,"b":0.2121006,"edge":"XLE","lead":"XLE"},"price":{"a":0.06176351,"b":0.49248641,"edge":"XLE","lead":"XLE"},"volatility":{"a":0.18181405,"b":0.23717493,"edge":"WEEI","lead":"WEEI"},"downsideDeviation":{"a":0.13797263,"b":0.17055463,"edge":"WEEI","lead":"WEEI"},"maxDrawdown":{"a":-0.1577534,"b":-0.17724309,"edge":"WEEI","lead":"WEEI","aPeak":"2024-11-22","aTrough":"2025-04-11","bPeak":"2024-11-22","bTrough":"2025-04-04"},"excess":{"a":0.11859674,"b":0.1786688,"edge":"XLE","lead":"XLE"},"sharpe":{"a":0.65229686,"b":0.75332079,"edge":"XLE","lead":"XLE"},"sortino":{"a":0.8595671,"b":1.04757519,"edge":"XLE","lead":"XLE"},"calmar":{"a":0.98202138,"b":1.19666499,"edge":"XLE","lead":"XLE"}},"relative":{"WEEI":{"on":"XLE","beta":0.75041399,"r2":0.95826252,"alpha":-0.01547883,"alphaT":-0.65022327,"alphaLow":-0.06258545,"alphaHigh":0.03162778,"upsideCapture":0.61777507,"downsideCapture":0.86709627,"treynor":0.15804174,"trackingError":0.0698842,"informationRatio":-0.85959445,"upWeeks":80,"downWeeks":49,"treynorReference":0.1786688,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLE","lead":"XLE"},"downsideCapture":{"edge":"WEEI","lead":"WEEI"},"treynor":{"edge":"XLE","lead":"XLE"},"informationRatio":{"edge":null,"lead":"XLE","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"WEEI":{"kept":"2026-11-01","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":129,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.42946733}},"XLE":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":129,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.61153651}}}}