DRLL vs. STXK

Last updated Jun 4, 2026

DRLL (Strive U.S. Energy ETF) and STXK (Strive Small-Cap ETF) are both exchange-traded funds - DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index, while STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DRLL returned 14.67%/yr vs 14.24%/yr for STXK. At a 0.38 correlation, their price movements are largely independent. DRLL charges 0.41%/yr vs 0.18%/yr for STXK.

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.

Returns By Period

In the year-to-date period, DRLL achieves a 31.26% return, which is significantly higher than STXK's 10.46% return.

DRLL

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

STXK

• 1D: -0.89%
• 1M: 2.04%
• YTD: 10.46%
• 6M: 9.14%
• 1Y: 25.86%
• 3Y*: 14.24%
• 5Y*: —
• 10Y*: —

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

DRLL vs. STXK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	-2.83%
STXK Strive Small-Cap ETF	10.46%	7.82%	9.47%	20.15%	-4.99%

Correlation

The correlation between DRLL and STXK 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	0.32
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.38

Over the past year, the correlation between DRLL and STXK has dropped to 0.07 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

DRLL vs. STXK - Sectors Allocation Comparison

Sectors	DRLL	STXK
Energy	99.1%	7.0%
Consumer Cyclical	0.9%	13.5%
Basic Materials	-	4.5%
Communication Services	-	2.2%
Consumer Defensive	-	3.1%
Financial Services	-	15.8%
Healthcare	-	12.2%
Industrials	-	14.6%
Real Estate	-	7.4%
Technology	-	16.4%
Utilities	-	3.2%

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: 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

STXK

STXK Risk / Return Rank: 48
STXK Sharpe Ratio Rank: 45
STXK Sortino Ratio Rank: 46
STXK Omega Ratio Rank: 42
STXK Calmar Ratio Rank: 54
STXK Martin Ratio Rank: 54

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	1.94	1.55	+0.39
Sortino ratio: Return per unit of downside risk	2.49	2.29	+0.20
Omega ratio: Gain probability vs. loss probability	1.32	1.27	+0.05
Calmar ratio: Return relative to maximum drawdown	3.11	2.65	+0.46
Martin ratio: Return relative to average drawdown	8.82	9.12	-0.30
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 1.94, which is comparable to the STXK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DRLL and STXK, 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	STXK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	1.55	+0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.59	-0.02

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	-13.93%	-9.81%	-4.12%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-27.12%	+3.39%
Current Drawdown Current decline from peak	-8.10%	-1.10%	-7.00%
Average Drawdown Average peak-to-trough decline	-8.02%	-5.61%	-2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	2.84%	+2.06%

Volatility

DRLL vs. STXK - Volatility Comparison

Strive U.S. Energy ETF (DRLL) has a higher volatility of 9.15% compared to Strive Small-Cap ETF (STXK) at 4.21%. This indicates that DRLL's price experiences larger fluctuations and is considered to be riskier 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	9.15%	4.21%	+4.94%
Volatility (6M) Calculated over the trailing 6-month period	18.04%	11.55%	+6.49%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	16.86%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	20.12%	+3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	20.12%	+3.64%

DRLL vs. STXK - Expense Ratio Comparison

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

Dividends

DRLL vs. STXK - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.33%, more than STXK's 1.39% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
STXK Strive Small-Cap ETF	1.39%	1.29%	1.64%	1.14%	0.31%

Frequently Asked Questions

Can I hold both DRLL and STXK in my portfolio?

DRLL and STXK 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 STXK?

DRLL has higher volatility (9.15%) compared to STXK (4.21%). In terms of maximum drawdown, DRLL dropped -23.73% vs STXK's -27.12%.

Which ETF is better, DRLL or STXK?

On 3-year performance, DRLL leads with 14.67% vs 14.24% for STXK. On fees, STXK is cheaper at 0.18% per year. On volatility, STXK has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or STXK?

Over the 3-year period, DRLL has performed better with a 14.67% return vs 14.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or STXK?

STXK is cheaper with a 0.18% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.33%, compared with 1.39% for STXK.

What is the main difference between DRLL and STXK?

DRLL is categorized as Energy Equities, while STXK is Small Cap Blend Equities. DRLL tracks Bloomberg US Energy Select Index, while STXK tracks Bloomberg US 600 Index - Benchmark TR Gross. Their fees differ too: 0.41% for DRLL and 0.18% for STXK.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.94 vs 1.55), 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.