DRLL vs. VCLN

Last updated Jun 24, 2026

DRLL (Strive U.S. Energy ETF) and VCLN (Virtus Duff & Phelps Clean Energy ETF) are both exchange-traded funds - DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index, while VCLN is a Sustainable fund actively managed by Virtus Investment Partners. DRLL is passively managed, while VCLN is actively managed. Over the past 3 years, DRLL returned 12.49%/yr vs 17.94%/yr for VCLN. At a 0.26 correlation, their price movements are largely independent. DRLL charges 0.41%/yr vs 0.59%/yr for VCLN.

Performance

DRLL vs. VCLN - Performance Comparison

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

Returns By Period

In the year-to-date period, DRLL achieves a 21.39% return, which is significantly lower than VCLN's 25.35% return.

DRLL

• 1D: 0.59%
• 1M: -7.79%
• YTD: 21.39%
• 6M: 21.91%
• 1Y: 26.18%
• 3Y*: 12.49%
• 5Y*: —
• 10Y*: —

VCLN

• 1D: -3.36%
• 1M: -6.42%
• YTD: 25.35%
• 6M: 23.25%
• 1Y: 72.58%
• 3Y*: 17.94%
• 5Y*: —
• 10Y*: —

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

DRLL vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	21.39%	7.74%	0.02%	-1.84%	15.52%
VCLN Virtus Duff & Phelps Clean Energy ETF	25.35%	55.75%	-6.69%	-17.54%	-9.99%

Correlation

The correlation between DRLL and VCLN is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.26

The correlation between DRLL and VCLN shifts across timeframes, from -0.03 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

DRLL vs. VCLN - Sectors Allocation Comparison

Sectors	DRLL	VCLN
Energy	99.2%	18.1%
Consumer Cyclical	0.8%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	35.0%
Real Estate	-	-
Technology	-	9.9%
Utilities	-	34.9%

Return for Risk

DRLL vs. VCLN — Risk / Return Rank

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

DRLL

DRLL Risk / Return Rank: 33
DRLL Sharpe Ratio Rank: 35
DRLL Sortino Ratio Rank: 32
DRLL Omega Ratio Rank: 30
DRLL Calmar Ratio Rank: 34
DRLL Martin Ratio Rank: 34

VCLN

VCLN Risk / Return Rank: 81
VCLN Sharpe Ratio Rank: 81
VCLN Sortino Ratio Rank: 75
VCLN Omega Ratio Rank: 70
VCLN Calmar Ratio Rank: 89
VCLN 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. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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	VCLN	Difference
Sharpe ratio: Return per unit of total volatility	1.16	2.41	-1.25
Sortino ratio: Return per unit of downside risk	1.61	3.11	-1.50
Omega ratio: Gain probability vs. loss probability	1.20	1.39	-0.19
Calmar ratio: Return relative to maximum drawdown	1.58	5.05	-3.47
Martin ratio: Return relative to average drawdown	4.66	18.41	-13.75

DRLL vs. VCLN - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 1.16, which is lower than the VCLN Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DRLL and VCLN, 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. VCLN - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, smaller than the maximum VCLN drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for DRLL and VCLN.

Drawdown Indicators

	DRLL	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-45.66%	+21.93%
Max Drawdown (1Y) Largest decline over 1 year	-16.66%	-14.45%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-29.25%	+5.52%
Current Drawdown Current decline from peak	-15.01%	-10.96%	-4.05%
Average Drawdown Average peak-to-trough decline	-8.07%	-23.91%	+15.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	3.95%	+1.69%

Volatility

DRLL vs. VCLN - Volatility Comparison

The current volatility for Strive U.S. Energy ETF (DRLL) is 7.92%, while Virtus Duff & Phelps Clean Energy ETF (VCLN) has a volatility of 11.33%. This indicates that DRLL experiences smaller price fluctuations and is considered to be less risky than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.92%	11.33%	-3.41%
Volatility (6M) Calculated over the trailing 6-month period	18.45%	21.41%	-2.96%
Volatility (1Y) Calculated over the trailing 1-year period	22.78%	30.43%	-7.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.82%	27.65%	-3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.82%	27.65%	-3.83%

DRLL vs. VCLN - Expense Ratio Comparison

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

Dividends

DRLL vs. VCLN - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.52%, more than VCLN's 1.67% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.52%	2.99%	3.00%	3.01%	1.18%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.67%	2.01%	1.16%	1.14%	0.65%

Frequently Asked Questions

Can I hold both DRLL and VCLN in my portfolio?

DRLL and VCLN have a correlation of -0.03, 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 VCLN?

VCLN has higher volatility (11.33%) compared to DRLL (7.92%). In terms of maximum drawdown, DRLL dropped -23.73% vs VCLN's -45.66%.

Which ETF is better, DRLL or VCLN?

On 3-year performance, VCLN leads with 17.94% vs 12.49% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, DRLL has been the lower-risk option at 7.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or VCLN?

Over the 3-year period, VCLN has performed better with a 17.94% return vs 12.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or VCLN?

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

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

DRLL has the higher dividend yield at 2.52%, compared with 1.67% for VCLN.

What is the main difference between DRLL and VCLN?

DRLL is categorized as Energy Equities, while VCLN is Sustainable. They also come from different issuers: Strive and Virtus Investment Partners. Their fees differ too: 0.41% for DRLL and 0.59% for VCLN.

Which has better risk-adjusted returns?

VCLN currently has the higher Sharpe Ratio (2.41 vs 1.16), 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.