BCHP vs. DRLL

Last updated Aug 5, 2026

BCHP (Principal Focused Blue Chip ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - BCHP is a Large Cap Growth Equities fund actively managed by Principal, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. BCHP is actively managed, while DRLL is passively managed. Over the past 3 years, BCHP returned 16.18%/yr vs 12.03%/yr for DRLL. Their 0.01 correlation means their historical movements had little consistent relationship. BCHP charges 0.58%/yr vs 0.41%/yr for DRLL.

Performance

BCHP vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Focused Blue Chip ETF (BCHP) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCHP achieves a 4.56% return, which is significantly lower than DRLL's 33.53% return.

BCHP

• 1D: 0.95%
• 1M: 6.41%
• 6M: 9.78%
• YTD: 4.56%
• 1Y: 4.04%
• 3Y*: 16.18%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.92%

DRLL

• 1D: -1.05%
• 1M: 11.55%
• 6M: 17.30%
• YTD: 33.53%
• 1Y: 41.89%
• 3Y*: 12.03%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCHP Principal Focused Blue Chip ETF	$1.90M	$1.29M	$1.18M
DRLL Strive U.S. Energy ETF	$455.44K	$502.20K	$532.52K

BCHP vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	4.56%	10.20%	20.55%	13.14%
DRLL Strive U.S. Energy ETF	33.53%	7.74%	0.02%	0.74%

Correlation

The correlation between BCHP and DRLL is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.27
Correlation (3Y) Balances recent behavior with more history.	0.00
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.01

The correlation between BCHP and DRLL shifts across timeframes, from -0.27 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

BCHP vs. DRLL - Sectors Allocation Comparison

Sectors	BCHP	DRLL
Technology	31.8%	-
Financial Services	23.8%	-
Communication Services	16.8%	-
Consumer Cyclical	14.3%	0.9%
Industrials	9.5%	-
Healthcare	3.9%	-
Real Estate	1.2%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	99.1%
Utilities	-	-

Return for Risk

BCHP vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCHP

BCHP Risk / Return Rank: 14
BCHP Sharpe Ratio Rank: 15
BCHP Sortino Ratio Rank: 14
BCHP Omega Ratio Rank: 14
BCHP Calmar Ratio Rank: 13
BCHP Martin Ratio Rank: 15

DRLL

DRLL Risk / Return Rank: 61
DRLL Sharpe Ratio Rank: 70
DRLL Sortino Ratio Rank: 63
DRLL Omega Ratio Rank: 62
DRLL Calmar Ratio Rank: 62
DRLL Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCHP vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Focused Blue Chip ETF (BCHP) 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.

	BCHP	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	0.23	1.83	-1.60
Sortino ratio: Return per unit of downside risk	0.44	2.37	-1.93
Omega ratio: Gain probability vs. loss probability	1.05	1.30	-0.25
Calmar ratio: Return relative to maximum drawdown	0.22	2.48	-2.25
Martin ratio: Return relative to average drawdown	0.67	6.29	-5.61

BCHP vs. DRLL - Sharpe Ratio Comparison

The current BCHP Sharpe Ratio is 0.23, which is lower than the DRLL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of BCHP and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCHP vs. DRLL - Drawdown Comparison

The maximum BCHP drawdown since its inception was -18.56%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BCHP and DRLL.

Drawdown Indicators

	BCHP	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-18.56%	-23.73%	+5.17%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	-16.99%	-1.13%
Max Drawdown (3Y) Largest decline over 3 years	-18.56%	-23.73%	+5.17%
Current Drawdown Current decline from peak	0.00%	-6.51%	+6.51%
Average Drawdown Average peak-to-trough decline	-3.08%	-8.14%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.01%	6.68%	-0.67%

Volatility

BCHP vs. DRLL - Volatility Comparison

The current volatility for Principal Focused Blue Chip ETF (BCHP) is 6.32%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.12%. This indicates that BCHP experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCHP	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.32%	7.12%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	14.55%	18.68%	-4.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	22.97%	-5.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	23.79%	-6.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.11%	23.79%	-6.68%

BCHP vs. DRLL - Expense Ratio Comparison

BCHP has a 0.58% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

BCHP vs. DRLL - Dividend Comparison

BCHP has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.27%.

Position	TTM	2025	2024	2023	2022
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%	0.00%
DRLL Strive U.S. Energy ETF	2.27%	2.99%	3.00%	3.01%	1.18%

Frequently Asked Questions

Can I hold both BCHP and DRLL in my portfolio?

BCHP and DRLL have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCHP or DRLL?

DRLL has higher volatility (7.12%) compared to BCHP (6.32%). In terms of maximum drawdown, BCHP dropped -18.56% vs DRLL's -23.73%.

Which ETF is better, BCHP or DRLL?

On 3-year performance, BCHP leads with 16.18% vs 12.03% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, BCHP has been the lower-risk option at 6.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCHP or DRLL?

Over the 3-year period, BCHP has performed better with a 16.18% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCHP or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.58% for BCHP.

Which ETF pays a higher dividend yield, BCHP or DRLL?

DRLL has the higher dividend yield at 2.27%, compared with 0.00% for BCHP.

What is the main difference between BCHP and DRLL?

BCHP is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: Principal and Strive. Their fees differ too: 0.58% for BCHP and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.83 vs 0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.