DRLL vs. GXPE
DRLL (Strive U.S. Energy ETF) and GXPE (Global X PureCap MSCI Energy ETF) are both Energy Equities funds - DRLL tracks the Bloomberg US Energy Select Index while GXPE tracks the MSCI USA Energy PureCap Index. Both are passively managed. With a 0.97 correlation, they move nearly in lockstep. DRLL charges 0.41%/yr vs 0.15%/yr for GXPE.
Performance
DRLL vs. GXPE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DRLL having a 20.68% return and GXPE slightly higher at 21.27%.
DRLL
- 1D
- 1.39%
- 1M
- -8.33%
- YTD
- 20.68%
- 6M
- 21.93%
- 1Y
- 22.10%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
GXPE
- 1D
- 1.15%
- 1M
- -8.52%
- YTD
- 21.27%
- 6M
- 22.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRLL vs. GXPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRLL Strive U.S. Energy ETF | 20.68% | 4.95% |
GXPE Global X PureCap MSCI Energy ETF | 21.27% | 4.62% |
Correlation
The correlation between DRLL and GXPE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.97 |
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Return for Risk
DRLL vs. GXPE — Risk / Return Rank
DRLL
GXPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRLL vs. GXPE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Global X PureCap MSCI Energy ETF (GXPE). 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.
| DRLL | GXPE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | — | — |
| Martin ratioReturn relative to average drawdown | 3.99 | — | — |
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Drawdowns
DRLL vs. GXPE - Drawdown Comparison
The maximum DRLL drawdown since its inception was -23.73%, which is greater than GXPE's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for DRLL and GXPE.
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Drawdown Indicators
| DRLL | GXPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.73% | -14.89% | -8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | — | — |
Current DrawdownCurrent decline from peak | -15.51% | -13.91% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -3.58% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | — | — |
Volatility
DRLL vs. GXPE - Volatility Comparison
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Volatility by Period
| DRLL | GXPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 20.71% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 20.71% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 20.71% | +3.12% |
DRLL vs. GXPE - Expense Ratio Comparison
DRLL has a 0.41% expense ratio, which is higher than GXPE's 0.15% expense ratio.
Dividends
DRLL vs. GXPE - Dividend Comparison
DRLL's dividend yield for the trailing twelve months is around 2.54%, more than GXPE's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.54% | 2.99% | 3.00% | 3.01% | 1.18% |
GXPE Global X PureCap MSCI Energy ETF | 0.99% | 1.20% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, DRLL and GXPE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPE is cheaper with a 0.15% expense ratio, compared with 0.41% for DRLL.
DRLL has the higher dividend yield at 2.54%, compared with 0.99% for GXPE.
DRLL tracks Bloomberg US Energy Select Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: Strive and Global X. Their fees differ too: 0.41% for DRLL and 0.15% for GXPE.
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