DRAI vs. EINC

Last updated Jul 12, 2026

DRAI (Draco Evolution AI ETF) and EINC (VanEck Energy Income ETF) are both exchange-traded funds - DRAI is a Diversified Portfolio fund actively managed by Draco Evolution, while EINC is a Energy Equities fund tracking the MVIS North America Energy Infrastructure Index. DRAI is actively managed, while EINC is passively managed. Over the past year, DRAI returned 22.95% vs 30.66% for EINC. At a 0.08 correlation, their price movements are largely independent. DRAI charges 1.50%/yr vs 0.45%/yr for EINC.

Performance

DRAI vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Draco Evolution AI ETF (DRAI) and VanEck Energy Income ETF (EINC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRAI achieves a 12.15% return, which is significantly lower than EINC's 26.77% return.

DRAI

• 1D: 0.10%
• 1M: -0.57%
• 6M: 10.16%
• YTD: 12.15%
• 1Y: 22.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EINC

• 1D: 0.19%
• 1M: 0.31%
• 6M: 28.45%
• YTD: 26.77%
• 1Y: 30.66%
• 3Y*: 28.13%
• 5Y*: 21.31%
• 10Y*: 11.56%

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

DRAI vs. EINC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DRAI Draco Evolution AI ETF	12.15%	33.68%	-6.79%
EINC VanEck Energy Income ETF	26.77%	7.11%	19.66%

Correlation

The correlation between DRAI and EINC is -0.19, 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	-0.19
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024	0.08

The correlation between DRAI and EINC shifts across timeframes, from -0.19 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRAI vs. EINC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRAI

DRAI Risk / Return Rank: 58
DRAI Sharpe Ratio Rank: 54
DRAI Sortino Ratio Rank: 50
DRAI Omega Ratio Rank: 58
DRAI Calmar Ratio Rank: 75
DRAI Martin Ratio Rank: 53

EINC

EINC Risk / Return Rank: 78
EINC Sharpe Ratio Rank: 81
EINC Sortino Ratio Rank: 78
EINC Omega Ratio Rank: 77
EINC Calmar Ratio Rank: 87
EINC Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRAI vs. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Draco Evolution AI ETF (DRAI) and VanEck Energy Income ETF (EINC). 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.

	DRAI	EINC	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.05	-0.57
Sortino ratio: Return per unit of downside risk	2.00	2.78	-0.78
Omega ratio: Gain probability vs. loss probability	1.28	1.36	-0.07
Calmar ratio: Return relative to maximum drawdown	3.07	3.98	-0.90
Martin ratio: Return relative to average drawdown	7.21	9.80	-2.59

DRAI vs. EINC - Sharpe Ratio Comparison

The current DRAI Sharpe Ratio is 1.47, which is comparable to the EINC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DRAI and EINC, 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

DRAI vs. EINC - Drawdown Comparison

The maximum DRAI drawdown since its inception was -13.69%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for DRAI and EINC.

Drawdown Indicators

	DRAI	EINC	Difference
Max Drawdown Largest peak-to-trough decline	-13.69%	-87.55%	+73.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-7.89%	+0.67%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-68.85%	—
Current Drawdown Current decline from peak	-5.84%	-3.89%	-1.95%
Average Drawdown Average peak-to-trough decline	-4.13%	-44.02%	+39.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	3.20%	-0.13%

Volatility

DRAI vs. EINC - Volatility Comparison

Draco Evolution AI ETF (DRAI) and VanEck Energy Income ETF (EINC) have volatilities of 6.39% and 6.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRAI	EINC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	6.16%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	12.38%	12.26%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	15.05%	15.33%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	19.58%	-2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	25.33%	-8.09%

DRAI vs. EINC - Expense Ratio Comparison

DRAI has a 1.50% expense ratio, which is higher than EINC's 0.45% expense ratio.

Dividends

DRAI vs. EINC - Dividend Comparison

DRAI's dividend yield for the trailing twelve months is around 1.69%, less than EINC's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRAI Draco Evolution AI ETF	1.69%	1.48%	2.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EINC VanEck Energy Income ETF	3.49%	4.51%	3.33%	3.77%	2.89%	6.03%	6.69%	9.66%	11.31%	8.53%	9.71%	28.53%

Frequently Asked Questions

Can I hold both DRAI and EINC in my portfolio?

DRAI and EINC have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRAI or EINC?

DRAI has higher volatility (6.39%) compared to EINC (6.16%). In terms of maximum drawdown, DRAI dropped -13.69% vs EINC's -87.55%.

Which ETF is better, DRAI or EINC?

On 1-year performance, EINC leads with 30.66% vs 22.95% for DRAI. On fees, EINC is cheaper at 0.45% per year. On volatility, EINC has been the lower-risk option at 6.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRAI or EINC?

Over the 1-year period, EINC has performed better with a 30.66% return vs 22.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRAI or EINC?

EINC is cheaper with a 0.45% expense ratio, compared with 1.50% for DRAI.

Which ETF pays a higher dividend yield, DRAI or EINC?

EINC has the higher dividend yield at 3.49%, compared with 1.69% for DRAI.

What is the main difference between DRAI and EINC?

DRAI is categorized as Diversified Portfolio, while EINC is Energy Equities. They also come from different issuers: Draco Evolution and VanEck. Their fees differ too: 1.50% for DRAI and 0.45% for EINC.

Which has better risk-adjusted returns?

EINC currently has the higher Sharpe Ratio (2.05 vs 1.47), 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.