Motivated by the proposal of a Weyl-semimetal phase in pyrochlore iridates, we consider a Hubbard-type model on the pyrochlore lattice. To shed light on the question as to why such a state has not been observed experimentally, its robustness is analyzed. On the one hand, we study the possible phases when the system is doped. Magnetic frustration favors several phases with magnetic and charge order that do not occur at half filling, including additional Weyl-semimetal states close to quarter filling. On the other hand, we search for density waves that break translational symmetry and destroy the Weyl-semimetal phase close to half filling. The uniform Weyl semimetal is found to be stable, which we attribute to the low density of states close to the Fermi energy.