Not at all certain about non-Bitcoin sidechains, and not even 100% certain about Bitcoin ones, especially because I'm only "familiar" with Bitcoin sidechains because of Rootstock (and maybe if you consider Counterparty a sidechain?) but KingZee probably summarised it in his first line, you absolutely need to secure it on its own. As a general incentive to do so, normally miners are given option to merge mine the sidechain with Bitcoin.