DRLL vs. STXE

Last updated Jun 4, 2026

DRLL (Strive U.S. Energy ETF) and STXE (Strive Emerging Markets Ex-China ETF) are both exchange-traded funds - DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index, while STXE is a Emerging Markets Diversified fund tracking the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DRLL returned 14.67%/yr vs 29.77%/yr for STXE. At a 0.16 correlation, their price movements are largely independent. DRLL charges 0.41%/yr vs 0.32%/yr for STXE.

Performance

DRLL vs. STXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Energy ETF (DRLL) and Strive Emerging Markets Ex-China ETF (STXE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRLL achieves a 31.26% return, which is significantly lower than STXE's 47.29% return.

DRLL

• 1D: 1.47%
• 1M: -1.82%
• YTD: 31.26%
• 6M: 27.14%
• 1Y: 43.09%
• 3Y*: 14.67%
• 5Y*: —
• 10Y*: —

STXE

• 1D: -1.00%
• 1M: 15.10%
• YTD: 47.29%
• 6M: 52.92%
• 1Y: 84.40%
• 3Y*: 29.77%
• 5Y*: —
• 10Y*: —

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

DRLL vs. STXE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-4.21%
STXE Strive Emerging Markets Ex-China ETF	47.29%	34.23%	2.09%	11.74%

Correlation

The correlation between DRLL and STXE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Feb 1, 2023	0.16

The correlation between DRLL and STXE shifts across timeframes, from -0.07 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

DRLL vs. STXE - Sectors Allocation Comparison

Sectors	DRLL	STXE
Energy	99.1%	3.9%
Consumer Cyclical	0.9%	4.0%
Basic Materials	-	7.1%
Communication Services	-	3.2%
Consumer Defensive	-	2.2%
Financial Services	-	22.5%
Healthcare	-	1.1%
Industrials	-	5.9%
Real Estate	-	0.4%
Technology	-	47.7%
Utilities	-	2.0%

Return for Risk

DRLL vs. STXE — Risk / Return Rank

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

DRLL

DRLL Risk / Return Rank: 55
DRLL Sharpe Ratio Rank: 57
DRLL Sortino Ratio Rank: 52
DRLL Omega Ratio Rank: 50
DRLL Calmar Ratio Rank: 63
DRLL Martin Ratio Rank: 52

STXE

STXE Risk / Return Rank: 92
STXE Sharpe Ratio Rank: 94
STXE Sortino Ratio Rank: 92
STXE Omega Ratio Rank: 93
STXE Calmar Ratio Rank: 91
STXE Martin Ratio Rank: 92

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.

DRLL vs. STXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Strive Emerging Markets Ex-China ETF (STXE). 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	STXE	Difference
Sharpe ratio: Return per unit of total volatility	1.94	3.70	-1.76
Sortino ratio: Return per unit of downside risk	2.49	4.47	-1.97
Omega ratio: Gain probability vs. loss probability	1.32	1.65	-0.34
Calmar ratio: Return relative to maximum drawdown	3.11	5.85	-2.74
Martin ratio: Return relative to average drawdown	8.82	23.95	-15.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRLL vs. STXE - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 1.94, which is lower than the STXE Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of DRLL and STXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRLL	STXE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	3.70	-1.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.57	-1.00

Drawdowns

DRLL vs. STXE - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, which is greater than STXE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for DRLL and STXE.

Drawdown Indicators

	DRLL	STXE	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-18.92%	-4.81%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-14.51%	+0.58%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-18.92%	-4.81%
Current Drawdown Current decline from peak	-8.10%	-1.00%	-7.10%
Average Drawdown Average peak-to-trough decline	-8.02%	-3.72%	-4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	3.54%	+1.36%

Volatility

DRLL vs. STXE - Volatility Comparison

The current volatility for Strive U.S. Energy ETF (DRLL) is 9.15%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 10.53%. This indicates that DRLL experiences smaller price fluctuations and is considered to be less risky than STXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	STXE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.15%	10.53%	-1.38%
Volatility (6M) Calculated over the trailing 6-month period	18.04%	20.81%	-2.77%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	22.95%	-0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	17.68%	+6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	17.68%	+6.08%

DRLL vs. STXE - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is higher than STXE's 0.32% expense ratio.

Dividends

DRLL vs. STXE - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.33%, more than STXE's 1.83% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
STXE Strive Emerging Markets Ex-China ETF	1.83%	2.66%	3.22%	1.08%	0.00%

Frequently Asked Questions

Can I hold both DRLL and STXE in my portfolio?

DRLL and STXE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRLL or STXE?

STXE has higher volatility (10.53%) compared to DRLL (9.15%). In terms of maximum drawdown, DRLL dropped -23.73% vs STXE's -18.92%.

Which ETF is better, DRLL or STXE?

On 3-year performance, STXE leads with 29.77% vs 14.67% for DRLL. On fees, STXE is cheaper at 0.32% per year. On volatility, DRLL has been the lower-risk option at 9.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or STXE?

Over the 3-year period, STXE has performed better with a 29.77% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or STXE?

STXE is cheaper with a 0.32% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.33%, compared with 1.83% for STXE.

What is the main difference between DRLL and STXE?

DRLL is categorized as Energy Equities, while STXE is Emerging Markets Diversified. DRLL tracks Bloomberg US Energy Select Index, while STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Their fees differ too: 0.41% for DRLL and 0.32% for STXE.

Which has better risk-adjusted returns?

STXE currently has the higher Sharpe Ratio (3.70 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.