A welding electrode according to the disclosure includes a body. A head is secured to the body and includes an aperture through which a pin extends. A polymer insulating sleeve is arranged between the pin and the head, for example. The sleeve material extends radially from an inner diameter to an outer diameter. The outer diameter engages the head, and the inner diameter is in close proximity to and engagement with the pin, which slides axially relative to the sleeve. The head and sleeve include first and second interlocking features that cooperate with one another to retain the sleeve in the aperture. The sleeve is arranged inboard from an outer face of the head, which is used to support a work piece.