BLCR vs. DRLL

Last updated Aug 6, 2026

BLCR (iShares Large Cap Core Active ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - BLCR is a Large Cap Blend Equities fund actively managed by BlackRock, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. BLCR is actively managed, while DRLL is passively managed. Over the past year, BLCR returned 35.25% vs 37.23% for DRLL. Their 0.07 correlation means their historical movements had little consistent relationship. BLCR charges 0.36%/yr vs 0.41%/yr for DRLL.

Performance

BLCR vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Core Active ETF (BLCR) 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, BLCR achieves a 19.04% return, which is significantly lower than DRLL's 29.95% return.

BLCR

• 1D: -0.59%
• 1M: 0.96%
• 6M: 18.01%
• YTD: 19.04%
• 1Y: 35.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.00%

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%

*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)
BLCR iShares Large Cap Core Active ETF	$17.62M	$18.64M	$32.54M
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K

BLCR vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BLCR iShares Large Cap Core Active ETF	19.04%	30.93%	17.07%	13.54%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-3.06%

Correlation

The correlation between BLCR and DRLL is -0.18, 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.	-0.18
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.07

The correlation between BLCR and DRLL shifts across timeframes, from -0.18 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

BLCR vs. DRLL - Sectors Allocation Comparison

Sectors	BLCR	DRLL
Technology	36.6%	-
Industrials	13.7%	-
Communication Services	13.3%	-
Consumer Cyclical	10.3%	0.9%
Financial Services	9.7%	-
Healthcare	9.7%	-
Basic Materials	2.3%	-
Utilities	2.3%	-
Energy	2.2%	99.1%
Consumer Defensive	-	-
Real Estate	-	-

Return for Risk

BLCR vs. DRLL — Risk / Return Rank

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

BLCR

BLCR Risk / Return Rank: 80
BLCR Sharpe Ratio Rank: 80
BLCR Sortino Ratio Rank: 77
BLCR Omega Ratio Rank: 74
BLCR Calmar Ratio Rank: 83
BLCR Martin Ratio Rank: 86

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

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.

BLCR vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Core Active ETF (BLCR) 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.

	BLCR	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	2.05	1.62	+0.43
Sortino ratio: Return per unit of downside risk	2.81	2.13	+0.68
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio: Return relative to maximum drawdown	3.45	2.20	+1.25
Martin ratio: Return relative to average drawdown	13.77	5.57	+8.21

BLCR vs. DRLL - Sharpe Ratio Comparison

The current BLCR Sharpe Ratio is 2.05, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of BLCR 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

BLCR vs. DRLL - Drawdown Comparison

The maximum BLCR drawdown since its inception was -21.29%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BLCR and DRLL.

Drawdown Indicators

	BLCR	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-21.29%	-23.73%	+2.44%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-16.99%	+6.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-0.81%	-9.02%	+8.21%
Average Drawdown Average peak-to-trough decline	-2.23%	-8.14%	+5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	6.71%	-4.14%

Volatility

BLCR vs. DRLL - Volatility Comparison

The current volatility for iShares Large Cap Core Active ETF (BLCR) is 6.05%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that BLCR 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

	BLCR	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	7.42%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	13.95%	18.67%	-4.72%
Volatility (1Y) Calculated over the trailing 1-year period	17.27%	23.14%	-5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.75%	23.82%	-6.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.75%	23.82%	-6.07%

BLCR vs. DRLL - Expense Ratio Comparison

BLCR has a 0.36% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

BLCR vs. DRLL - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.28%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022
BLCR iShares Large Cap Core Active ETF	0.28%	0.33%	0.75%	0.13%	0.00%
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%

Frequently Asked Questions

Can I hold both BLCR and DRLL in my portfolio?

BLCR and DRLL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLCR or DRLL?

DRLL has higher volatility (7.42%) compared to BLCR (6.05%). In terms of maximum drawdown, BLCR dropped -21.29% vs DRLL's -23.73%.

Which ETF is better, BLCR or DRLL?

On 1-year performance, DRLL leads with 37.23% vs 35.25% for BLCR. On fees, BLCR is cheaper at 0.36% per year. On volatility, BLCR has been the lower-risk option at 6.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLCR or DRLL?

Over the 1-year period, DRLL has performed better with a 37.23% return vs 35.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLCR or DRLL?

BLCR is cheaper with a 0.36% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.34%, compared with 0.28% for BLCR.

What is the main difference between BLCR and DRLL?

BLCR is categorized as Large Cap Blend Equities, while DRLL is Energy Equities. They also come from different issuers: BlackRock and Strive. Their fees differ too: 0.36% for BLCR and 0.41% for DRLL.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (2.05 vs 1.62), 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.