Drought is one of the foremost outcomes of global warming and global climate change. It is a serious threat to humans and other living beings. To reduce the adverse impact of drought, mitigation strategies as well as sound projections of extreme events are essential. This research aims to strengthen the robustness of anticipated twenty-first century drought by combining different Global Climate Models (GCMs). In this article, we develop a new drought index, named Maximum Relevant Prior Feature Ensemble index that is based on the newly proposed weighting scheme, called weighted ensemble (WE). In the application, this study considers 32 randomly scattered grid points within the Tibetan Plateau region and 18 GCMs of Coupled Model Intercomparison Project Phase 6 (CMIP6) of precipitation. In this study, the comparative inferences of the WE scheme are made with the traditional simple model averaging (SMA). To investigate the trend and long-term probability of various classes, this research employs Markov chain steady states probability, Mann–Kendall trend test, and Sen’s Slope estimator. The outcomes of this research are twofold. Firstly, the comparative inference shows that the proposed weighting scheme has greater efficiency than SMA to conflate GCMs. Secondly, the research indicates that the Tibetan Plateau is projected to experience “moderate drought (MD)” in the twenty-first century.