DRLL vs. STXK

Last updated Apr 1, 2026

Compare and contrast key facts about Strive U.S. Energy ETF (DRLL) and Strive Small-Cap ETF (STXK).

DRLL and STXK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DRLL is a passively managed fund by Strive that tracks the performance of the Bloomberg US Energy Select Index. It was launched on Aug 8, 2022. STXK is a passively managed fund by Strive that tracks the performance of the Bloomberg US 600 Index - Benchmark TR Gross. It was launched on Nov 9, 2022. Both DRLL and STXK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DRLL vs. STXK - Performance Comparison

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

DRLL vs. STXK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	39.11%	7.74%	0.02%	-1.84%	-2.83%
STXK Strive Small-Cap ETF	0.52%	7.82%	9.47%	20.15%	-4.99%

Returns By Period

In the year-to-date period, DRLL achieves a 39.11% return, which is significantly higher than STXK's 0.52% return.

DRLL

• 1D: -1.68%
• 1M: 12.84%
• YTD: 39.11%
• 6M: 39.00%
• 1Y: 36.68%
• 3Y*: 15.62%
• 5Y*: —
• 10Y*: —

STXK

• 1D: 2.92%
• 1M: -5.55%
• YTD: 0.52%
• 6M: 1.39%
• 1Y: 18.03%
• 3Y*: 11.21%
• 5Y*: —
• 10Y*: —

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

DRLL vs. STXK - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is higher than STXK's 0.18% expense ratio.

DRLL

Strive U.S. Energy ETF

STXK

Strive Small-Cap ETF

Return for Risk

DRLL vs. STXK — Risk / Return Rank

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

DRLL

DRLL Risk / Return Rank: 71
DRLL Sharpe Ratio Rank: 77
DRLL Sortino Ratio Rank: 73
DRLL Omega Ratio Rank: 72
DRLL Calmar Ratio Rank: 75
DRLL Martin Ratio Rank: 57

STXK

STXK Risk / Return Rank: 46
STXK Sharpe Ratio Rank: 43
STXK Sortino Ratio Rank: 46
STXK Omega Ratio Rank: 43
STXK Calmar Ratio Rank: 46
STXK Martin Ratio Rank: 50

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. STXK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Strive Small-Cap ETF (STXK). 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	STXK	Difference
Sharpe ratio Return per unit of total volatility	1.41	0.81	+0.60
Sortino ratio Return per unit of downside risk	1.84	1.29	+0.56
Omega ratio Gain probability vs. loss probability	1.27	1.17	+0.10
Calmar ratio Return relative to maximum drawdown	1.96	1.21	+0.75
Martin ratio Return relative to average drawdown	5.65	4.91	+0.74
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. STXK - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 1.41, which is higher than the STXK Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DRLL and STXK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DRLL	STXK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	0.81	+0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.46	+0.22

Correlation

The correlation between DRLL and STXK is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DRLL vs. STXK - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.20%, more than STXK's 1.52% yield.

	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.20%	2.99%	3.00%	3.01%	1.18%
STXK Strive Small-Cap ETF	1.52%	1.29%	1.64%	1.14%	0.31%

Drawdowns

DRLL vs. STXK - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, smaller than the maximum STXK drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for DRLL and STXK.

Drawdown Indicators

	DRLL	STXK	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-27.12%	+3.39%
Max Drawdown (1Y) Largest decline over 1 year	-19.37%	-14.89%	-4.48%
Current Drawdown Current decline from peak	-2.61%	-7.18%	+4.57%
Average Drawdown Average peak-to-trough decline	-7.95%	-5.81%	-2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.74%	3.68%	+3.06%

Volatility

DRLL vs. STXK - Volatility Comparison

The current volatility for Strive U.S. Energy ETF (DRLL) is 5.64%, while Strive Small-Cap ETF (STXK) has a volatility of 6.39%. This indicates that DRLL experiences smaller price fluctuations and is considered to be less risky than STXK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	STXK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	6.39%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	14.76%	12.67%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	26.10%	22.32%	+3.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.41%	20.37%	+3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.41%	20.37%	+3.04%