Silicon subwavelength grating waveguides enable flexible design in integrated photonics through nano-scale refractive index engineering. Here, we explore the possibility of combining silicon subwavelength gratings waveguides with a high-index chalcogenide glass as a top cladding, thus modifying the waveguiding behavior and opening a new design axis for these structures. A detailed investigation of the heterogeneous SWG waveguide with high-index cladding is presented based on analytical and numerical simulations. We design, fabricate and characterize silicon subwavelength grating waveguide microring resonators with an As20S80 cladding. Thanks to As20S80 negative thermo-optic coefficient, we achieve near athermal behavior with a measured minimum thermally induced resonance shift of -1.54 pm/K, highlighting the potential of subwavelength grating waveguides for modal confinement engineering and to control light-matter interaction. We also show that the chalcogenide glass can be thermally reflowed to remove air gaps inside the cladding, resulting in a highly conformal structure. These types of waveguides can find application in reconfigurable photonics, nonlinear optics, metamaterials or slow light.