BUXX vs. DRLL
BUXX (Strive Enhanced Income Short Maturity ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - BUXX is a Ultrashort Bond fund actively managed by Strive, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. BUXX is actively managed, while DRLL is passively managed. Over the past year, BUXX returned 4.35% vs 43.29% for DRLL. At a correlation of -0.08, they often move in opposite directions. BUXX charges 0.26%/yr vs 0.41%/yr for DRLL.
Performance
BUXX vs. DRLL - Performance Comparison
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Returns By Period
In the year-to-date period, BUXX achieves a 1.61% return, which is significantly lower than DRLL's 28.37% return.
BUXX
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 1.61%
- 6M
- 1.99%
- 1Y
- 4.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRLL
- 1D
- -1.78%
- 1M
- 0.69%
- YTD
- 28.37%
- 6M
- 24.85%
- 1Y
- 43.29%
- 3Y*
- 13.80%
- 5Y*
- —
- 10Y*
- —
BUXX vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BUXX Strive Enhanced Income Short Maturity ETF | 1.61% | 4.84% | 6.18% | 2.89% |
DRLL Strive U.S. Energy ETF | 28.37% | 7.74% | 0.02% | -3.97% |
Correlation
The correlation between BUXX and DRLL is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2023 | -0.08 |
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Return for Risk
BUXX vs. DRLL — Risk / Return Rank
BUXX
DRLL
BUXX vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive Enhanced Income Short Maturity ETF (BUXX) 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.
| BUXX | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.32 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 14.85 | 3.12 | +11.73 |
| Martin ratioReturn relative to average drawdown | 61.16 | 8.74 | +52.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUXX | DRLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.60 | 1.95 | +1.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.82 | 0.54 | +3.28 |
Drawdowns
BUXX vs. DRLL - Drawdown Comparison
The maximum BUXX drawdown since its inception was -0.60%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for BUXX and DRLL.
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Drawdown Indicators
| BUXX | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.60% | -23.73% | +23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -0.29% | -13.93% | +13.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.12% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -0.05% | -8.02% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 4.97% | -4.90% |
Volatility
BUXX vs. DRLL - Volatility Comparison
The current volatility for Strive Enhanced Income Short Maturity ETF (BUXX) is 0.30%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.86%. This indicates that BUXX 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.
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Volatility by Period
| BUXX | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | 7.86% | -7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 0.78% | 18.03% | -17.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.22% | 22.29% | -21.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.46% | 23.76% | -22.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.46% | 23.76% | -22.30% |
BUXX vs. DRLL - Expense Ratio Comparison
BUXX has a 0.26% expense ratio, which is lower than DRLL's 0.41% expense ratio.
Dividends
BUXX vs. DRLL - Dividend Comparison
BUXX's dividend yield for the trailing twelve months is around 4.73%, more than DRLL's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BUXX Strive Enhanced Income Short Maturity ETF | 4.73% | 4.95% | 5.55% | 1.92% | 0.00% |
DRLL Strive U.S. Energy ETF | 2.39% | 2.99% | 3.00% | 3.01% | 1.18% |
Frequently Asked Questions
BUXX and DRLL have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRLL has higher volatility (7.86%) compared to BUXX (0.30%). In terms of maximum drawdown, BUXX dropped -0.60% vs DRLL's -23.73%.
On 1-year performance, DRLL leads with 43.29% vs 4.35% for BUXX. On fees, BUXX is cheaper at 0.26% per year. On volatility, BUXX has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DRLL has performed better with a 43.29% return vs 4.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BUXX is cheaper with a 0.26% expense ratio, compared with 0.41% for DRLL.
BUXX has the higher dividend yield at 4.73%, compared with 2.39% for DRLL.
BUXX is categorized as Ultrashort Bond, while DRLL is Energy Equities. Their fees differ too: 0.26% for BUXX and 0.41% for DRLL.
BUXX currently has the higher Sharpe Ratio (3.60 vs 1.95), 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.
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