DRLL vs. SHAG
DRLL (Strive U.S. Energy ETF) and SHAG (WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF) are both exchange-traded funds - DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index, while SHAG is a Short-Term Bond fund tracking the Bloomberg U.S. Short Aggregate Enhanced Yield Index. Both are passively managed. Over the past 3 years, DRLL returned 14.67%/yr vs 4.70%/yr for SHAG. At a correlation of -0.07, they often move in opposite directions. DRLL charges 0.41%/yr vs 0.12%/yr for SHAG.
Performance
DRLL vs. SHAG - Performance Comparison
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Returns By Period
In the year-to-date period, DRLL achieves a 31.26% return, which is significantly higher than SHAG's 0.41% return.
DRLL
- 1D
- 1.47%
- 1M
- -1.82%
- YTD
- 31.26%
- 6M
- 27.14%
- 1Y
- 43.09%
- 3Y*
- 14.67%
- 5Y*
- —
- 10Y*
- —
SHAG
- 1D
- -0.09%
- 1M
- 0.03%
- YTD
- 0.41%
- 6M
- 0.68%
- 1Y
- 3.92%
- 3Y*
- 4.70%
- 5Y*
- 1.59%
- 10Y*
- —
DRLL vs. SHAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 31.26% | 7.74% | 0.02% | -1.84% | 16.56% |
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 0.41% | 6.27% | 4.30% | 4.61% | -1.48% |
Correlation
The correlation between DRLL and SHAG is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2022 | -0.07 |
Over the past year, the inverse relationship between DRLL and SHAG has strengthened: their correlation has moved from -0.07 to -0.30, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
DRLL vs. SHAG — Risk / Return Rank
DRLL
SHAG
DRLL vs. SHAG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG). 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.
| DRLL | SHAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.86 | +0.25 |
| Martin ratioReturn relative to average drawdown | 8.82 | 10.18 | -1.36 |
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
| DRLL | SHAG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.14 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.83 | -0.26 |
Drawdowns
DRLL vs. SHAG - Drawdown Comparison
The maximum DRLL drawdown since its inception was -23.73%, which is greater than SHAG's maximum drawdown of -9.62%. Use the drawdown chart below to compare losses from any high point for DRLL and SHAG.
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Drawdown Indicators
| DRLL | SHAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.73% | -9.62% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -1.38% | -12.55% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -1.38% | -22.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.62% | — |
Current DrawdownCurrent decline from peak | -8.10% | -0.61% | -7.49% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -1.87% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 0.39% | +4.51% |
Volatility
DRLL vs. SHAG - Volatility Comparison
Strive U.S. Energy ETF (DRLL) has a higher volatility of 9.15% compared to WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) at 0.60%. This indicates that DRLL's price experiences larger fluctuations and is considered to be riskier than SHAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRLL | SHAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 0.60% | +8.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 1.31% | +16.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 1.84% | +20.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 2.75% | +21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.76% | 2.58% | +21.18% |
DRLL vs. SHAG - Expense Ratio Comparison
DRLL has a 0.41% expense ratio, which is higher than SHAG's 0.12% expense ratio.
Dividends
DRLL vs. SHAG - Dividend Comparison
DRLL's dividend yield for the trailing twelve months is around 2.33%, less than SHAG's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.33% | 2.99% | 3.00% | 3.01% | 1.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHAG WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 4.28% | 4.33% | 4.49% | 3.04% | 1.38% | 0.92% | 2.33% | 2.71% | 2.56% | 0.77% |
Frequently Asked Questions
DRLL and SHAG have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRLL has higher volatility (9.15%) compared to SHAG (0.60%). In terms of maximum drawdown, DRLL dropped -23.73% vs SHAG's -9.62%.
On 3-year performance, DRLL leads with 14.67% vs 4.70% for SHAG. On fees, SHAG is cheaper at 0.12% per year. On volatility, SHAG has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DRLL has performed better with a 14.67% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SHAG is cheaper with a 0.12% expense ratio, compared with 0.41% for DRLL.
SHAG has the higher dividend yield at 4.28%, compared with 2.33% for DRLL.
DRLL is categorized as Energy Equities, while SHAG is Short-Term Bond. DRLL tracks Bloomberg US Energy Select Index, while SHAG tracks Bloomberg U.S. Short Aggregate Enhanced Yield Index. They also come from different issuers: Strive and WisdomTree. Their fees differ too: 0.41% for DRLL and 0.12% for SHAG.
SHAG currently has the higher Sharpe Ratio (2.14 vs 1.94), 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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