DRLL vs. USNG

Last updated Jun 4, 2026

DRLL (Strive U.S. Energy ETF) and USNG (Amplify Samsung U.S. Natural Gas Infrastructure ETF) are both Energy Equities funds. DRLL is passively managed, while USNG is actively managed. Over the past year, DRLL returned 43.09% vs 40.50% for USNG. At a 0.38 correlation, their price movements are largely independent. DRLL charges 0.41%/yr vs 0.59%/yr for USNG.

Performance

DRLL vs. USNG - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DRLL having a 31.26% return and USNG slightly higher at 31.42%.

DRLL

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

USNG

• 1D: -0.19%
• 1M: -1.95%
• YTD: 31.42%
• 6M: 28.41%
• 1Y: 40.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRLL vs. USNG - Yearly Performance Comparison

	2026 (YTD)	2025
DRLL Strive U.S. Energy ETF	31.26%	8.77%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	31.42%	10.81%

Correlation

The correlation between DRLL and USNG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 21, 2025	0.38

DRLL vs. USNG - Sectors Allocation Comparison

Sectors	DRLL	USNG
Energy	99.1%	78.0%
Consumer Cyclical	0.9%	-
Basic Materials	-	1.4%
Communication Services	-	-
Consumer Defensive	-	-
Financial Services	-	1.8%
Healthcare	-	-
Industrials	-	13.8%
Real Estate	-	-
Technology	-	-
Utilities	-	5.0%

Return for Risk

DRLL vs. USNG — 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

USNG

USNG Risk / Return Rank: 80
USNG Sharpe Ratio Rank: 77
USNG Sortino Ratio Rank: 76
USNG Omega Ratio Rank: 70
USNG Calmar Ratio Rank: 91
USNG Martin Ratio Rank: 89

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. USNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). 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	USNG	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.47	-0.53
Sortino ratio: Return per unit of downside risk	2.49	3.39	-0.89
Omega ratio: Gain probability vs. loss probability	1.32	1.41	-0.10
Calmar ratio: Return relative to maximum drawdown	3.11	5.97	-2.86
Martin ratio: Return relative to average drawdown	8.82	19.70	-10.88
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. USNG - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 1.94, which is comparable to the USNG Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DRLL and USNG, 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	USNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	2.47	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	2.66	-2.09

Drawdowns

DRLL vs. USNG - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, which is greater than USNG's maximum drawdown of -6.82%. Use the drawdown chart below to compare losses from any high point for DRLL and USNG.

Drawdown Indicators

	DRLL	USNG	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-6.82%	-16.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-6.82%	-7.11%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	—	—
Current Drawdown Current decline from peak	-8.10%	-4.10%	-4.00%
Average Drawdown Average peak-to-trough decline	-8.02%	-1.40%	-6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	2.07%	+2.83%

Volatility

DRLL vs. USNG - Volatility Comparison

Strive U.S. Energy ETF (DRLL) has a higher volatility of 9.15% compared to Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) at 6.40%. This indicates that DRLL's price experiences larger fluctuations and is considered to be riskier than USNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	USNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.15%	6.40%	+2.75%
Volatility (6M) Calculated over the trailing 6-month period	18.04%	12.56%	+5.48%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	16.52%	+5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	16.55%	+7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	16.55%	+7.21%

DRLL vs. USNG - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is lower than USNG's 0.59% expense ratio.

Dividends

DRLL vs. USNG - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.33%, more than USNG's 1.13% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	1.13%	1.10%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DRLL and USNG in my portfolio?

DRLL and USNG have a correlation of 0.37, 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 USNG?

DRLL has higher volatility (9.15%) compared to USNG (6.40%). In terms of maximum drawdown, DRLL dropped -23.73% vs USNG's -6.82%.

Which ETF is better, DRLL or USNG?

On 1-year performance, DRLL leads with 43.09% vs 40.50% for USNG. On fees, DRLL is cheaper at 0.41% per year. On volatility, USNG has been the lower-risk option at 6.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or USNG?

Over the 1-year period, DRLL has performed better with a 43.09% return vs 40.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or USNG?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.59% for USNG.

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

DRLL has the higher dividend yield at 2.33%, compared with 1.13% for USNG.

What is the main difference between DRLL and USNG?

They also come from different issuers: Strive and Amplify. Their fees differ too: 0.41% for DRLL and 0.59% for USNG.

Which has better risk-adjusted returns?

USNG currently has the higher Sharpe Ratio (2.47 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.