DRLL vs. STXF

Last updated Jun 23, 2026

DRLL (Strive U.S. Energy ETF) and STXF (Strive 500 ETF) are both exchange-traded funds - DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index, while STXF is a Large Cap Blend Equities fund tracking the Bloomberg US Large Cap Index. Both are passively managed. Over the past 3 years, DRLL returned 12.27%/yr vs 21.67%/yr for STXF. At a 0.24 correlation, their price movements are largely independent. DRLL charges 0.41%/yr vs 0.05%/yr for STXF.

Performance

DRLL vs. STXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Energy ETF (DRLL) and Strive 500 ETF (STXF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRLL achieves a 20.68% return, which is significantly higher than STXF's 9.82% return.

DRLL

• 1D: 1.39%
• 1M: -8.33%
• YTD: 20.68%
• 6M: 21.93%
• 1Y: 22.10%
• 3Y*: 12.27%
• 5Y*: —
• 10Y*: —

STXF

• 1D: -0.23%
• 1M: 0.37%
• YTD: 9.82%
• 6M: 9.26%
• 1Y: 26.91%
• 3Y*: 21.67%
• 5Y*: —
• 10Y*: —

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

DRLL vs. STXF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	20.68%	7.74%	0.02%	-1.84%	5.95%
STXF Strive 500 ETF	9.82%	17.95%	25.13%	27.70%	-2.98%

Correlation

The correlation between DRLL and STXF is -0.13, 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	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022	0.24

The correlation between DRLL and STXF shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRLL vs. STXF — Risk / Return Rank

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

DRLL

DRLL Risk / Return Rank: 27
DRLL Sharpe Ratio Rank: 28
DRLL Sortino Ratio Rank: 26
DRLL Omega Ratio Rank: 25
DRLL Calmar Ratio Rank: 28
DRLL Martin Ratio Rank: 30

STXF

STXF Risk / Return Rank: 65
STXF Sharpe Ratio Rank: 66
STXF Sortino Ratio Rank: 64
STXF Omega Ratio Rank: 63
STXF Calmar Ratio Rank: 61
STXF Martin Ratio Rank: 71

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. STXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Strive 500 ETF (STXF). 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	STXF	Difference
Sharpe ratio: Return per unit of total volatility	0.97	2.08	-1.11
Sortino ratio: Return per unit of downside risk	1.39	2.87	-1.48
Omega ratio: Gain probability vs. loss probability	1.17	1.37	-0.20
Calmar ratio: Return relative to maximum drawdown	1.33	2.91	-1.58
Martin ratio: Return relative to average drawdown	3.99	12.76	-8.78

DRLL vs. STXF - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 0.97, which is lower than the STXF Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DRLL and STXF, 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

DRLL vs. STXF - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, which is greater than STXF's maximum drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for DRLL and STXF.

Drawdown Indicators

	DRLL	STXF	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-19.00%	-4.73%
Max Drawdown (1Y) Largest decline over 1 year	-16.66%	-9.29%	-7.37%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-19.00%	-4.73%
Current Drawdown Current decline from peak	-15.51%	-1.71%	-13.80%
Average Drawdown Average peak-to-trough decline	-8.06%	-2.30%	-5.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.60%	2.11%	+3.49%

Volatility

DRLL vs. STXF - Volatility Comparison

Strive U.S. Energy ETF (DRLL) has a higher volatility of 7.94% compared to Strive 500 ETF (STXF) at 4.75%. This indicates that DRLL's price experiences larger fluctuations and is considered to be riskier than STXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	STXF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.94%	4.75%	+3.19%
Volatility (6M) Calculated over the trailing 6-month period	18.53%	10.18%	+8.35%
Volatility (1Y) Calculated over the trailing 1-year period	22.82%	13.01%	+9.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.83%	16.16%	+7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.83%	16.16%	+7.67%

DRLL vs. STXF - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is higher than STXF's 0.05% expense ratio.

Dividends

DRLL vs. STXF - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.54%, more than STXF's 1.03% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.54%	2.99%	3.00%	3.01%	1.18%
STXF Strive 500 ETF	1.03%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both DRLL and STXF in my portfolio?

DRLL and STXF have a correlation of -0.13, 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 STXF?

DRLL has higher volatility (7.94%) compared to STXF (4.75%). In terms of maximum drawdown, DRLL dropped -23.73% vs STXF's -19.00%.

Which ETF is better, DRLL or STXF?

On 3-year performance, STXF leads with 21.67% vs 12.27% for DRLL. On fees, STXF is cheaper at 0.05% per year. On volatility, STXF has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or STXF?

Over the 3-year period, STXF has performed better with a 21.67% return vs 12.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or STXF?

STXF is cheaper with a 0.05% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.54%, compared with 1.03% for STXF.

What is the main difference between DRLL and STXF?

DRLL is categorized as Energy Equities, while STXF is Large Cap Blend Equities. DRLL tracks Bloomberg US Energy Select Index, while STXF tracks Bloomberg US Large Cap Index. Their fees differ too: 0.41% for DRLL and 0.05% for STXF.

Which has better risk-adjusted returns?

STXF currently has the higher Sharpe Ratio (2.08 vs 0.97), 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.