BALQ vs. DRLL
BALQ (iShares Nasdaq Premium Income Active ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - BALQ is a Nasdaq-100 fund actively managed by iShares, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. BALQ is actively managed, while DRLL is passively managed. Their -0.28 correlation means they have often moved in opposite directions in the past. BALQ charges 0.35%/yr vs 0.41%/yr for DRLL.
Performance
BALQ vs. DRLL - Performance Comparison
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Returns By Period
In the year-to-date period, BALQ achieves a 20.79% return, which is significantly lower than DRLL's 29.95% return.
BALQ
- 1D
- -0.68%
- 1M
- 0.75%
- 6M
- 21.94%
- YTD
- 20.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DRLL
- 1D
- -2.68%
- 1M
- 8.84%
- 6M
- 11.16%
- YTD
- 29.95%
- 1Y
- 37.23%
- 3Y*
- 11.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $290.28K | $234.43K | $183.19K | |
| $478.10K | $507.89K | $528.94K |
BALQ vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BALQ iShares Nasdaq Premium Income Active ETF | 20.79% | 0.04% |
DRLL Strive U.S. Energy ETF | 29.95% | -1.34% |
Correlation
The correlation between BALQ and DRLL is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | -0.28 |
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Return for Risk
BALQ vs. DRLL — Risk / Return Rank
BALQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRLL
BALQ vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Premium Income Active ETF (BALQ) and Strive U.S. Energy ETF (DRLL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BALQ | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.20 | — |
| Martin ratioReturn relative to average drawdown | — | 5.57 | — |
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Drawdowns
BALQ vs. DRLL - Drawdown Comparison
The maximum BALQ drawdown since its inception was -11.79%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BALQ and DRLL.
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Drawdown Indicators
| BALQ | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.79% | -23.73% | +11.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.99% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | -1.92% | -9.02% | +7.10% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -8.14% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.71% | — |
Volatility
BALQ vs. DRLL - Volatility Comparison
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Volatility by Period
| BALQ | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 23.14% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 23.82% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 23.82% | -2.14% |
BALQ vs. DRLL - Expense Ratio Comparison
BALQ has a 0.35% expense ratio, which is lower than DRLL's 0.41% expense ratio.
Dividends
BALQ vs. DRLL - Dividend Comparison
BALQ's dividend yield for the trailing twelve months is around 6.92%, more than DRLL's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BALQ iShares Nasdaq Premium Income Active ETF | 6.92% | 0.95% | 0.00% | 0.00% | 0.00% |
DRLL Strive U.S. Energy ETF | 2.34% | 2.99% | 3.00% | 3.01% | 1.18% |
Frequently Asked Questions
BALQ and DRLL have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BALQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BALQ is cheaper with a 0.35% expense ratio, compared with 0.41% for DRLL.
BALQ has the higher dividend yield at 6.92%, compared with 2.34% for DRLL.
BALQ is categorized as Nasdaq-100, while DRLL is Energy Equities. They also come from different issuers: iShares and Strive. Their fees differ too: 0.35% for BALQ and 0.41% for DRLL.
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