DRLL vs. VDE

Last updated Jun 3, 2026

DRLL (Strive U.S. Energy ETF) and VDE (Vanguard Energy ETF) are both Energy Equities funds - DRLL tracks the Bloomberg US Energy Select Index while VDE tracks the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. Over the past 3 years, DRLL returned 14.12%/yr vs 17.53%/yr for VDE. With a 0.98 correlation, they move nearly in lockstep. DRLL charges 0.41%/yr vs 0.10%/yr for VDE.

Performance

DRLL vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Energy ETF (DRLL) and Vanguard Energy ETF (VDE). 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 29.36% return and VDE slightly higher at 30.77%.

DRLL

• 1D: 0.95%
• 1M: -1.87%
• YTD: 29.36%
• 6M: 27.62%
• 1Y: 43.26%
• 3Y*: 14.12%
• 5Y*: —
• 10Y*: —

VDE

• 1D: 1.17%
• 1M: -2.27%
• YTD: 30.77%
• 6M: 30.53%
• 1Y: 45.89%
• 3Y*: 17.53%
• 5Y*: 20.34%
• 10Y*: 9.58%

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

DRLL vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	29.36%	7.74%	0.02%	-1.84%	16.56%
VDE Vanguard Energy ETF	30.77%	7.11%	6.75%	0.03%	18.18%

Correlation

The correlation between DRLL and VDE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (All Time) Calculated using the full available price history since Aug 10, 2022	0.98

The correlation between DRLL and VDE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

DRLL vs. VDE - Sectors Allocation Comparison

Sectors	DRLL	VDE
Energy	99.1%	99.5%
Consumer Cyclical	0.9%	-
Basic Materials	-	0.4%
Communication Services	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	0.1%
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

DRLL vs. VDE — 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: 51
DRLL Omega Ratio Rank: 50
DRLL Calmar Ratio Rank: 63
DRLL Martin Ratio Rank: 52

VDE

VDE Risk / Return Rank: 66
VDE Sharpe Ratio Rank: 68
VDE Sortino Ratio Rank: 61
VDE Omega Ratio Rank: 59
VDE Calmar Ratio Rank: 78
VDE Martin Ratio Rank: 65

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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Vanguard Energy ETF (VDE). 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	VDE	Difference
Sharpe ratio Return per unit of total volatility	1.95	2.27	-0.32
Sortino ratio Return per unit of downside risk	2.50	2.90	-0.40
Omega ratio Gain probability vs. loss probability	1.32	1.36	-0.05
Calmar ratio Return relative to maximum drawdown	3.19	4.04	-0.85
Martin ratio Return relative to average drawdown	9.11	11.98	-2.87
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. VDE - Sharpe Ratio Comparison

The current DRLL Sharpe Ratio is 1.95, which is comparable to the VDE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DRLL and VDE, 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	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	2.27	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.28	+0.27

Drawdowns

DRLL vs. VDE - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for DRLL and VDE.

Drawdown Indicators

	DRLL	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-23.73%	-74.20%	+50.47%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-11.80%	-2.13%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-21.41%	-2.32%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-9.43%	-7.48%	-1.95%
Average Drawdown Average peak-to-trough decline	-8.02%	-19.97%	+11.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	3.98%	+0.90%

Volatility

DRLL vs. VDE - Volatility Comparison

Strive U.S. Energy ETF (DRLL) has a higher volatility of 9.14% compared to Vanguard Energy ETF (VDE) at 7.98%. This indicates that DRLL's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRLL	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.14%	7.98%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	18.00%	16.32%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	22.31%	20.38%	+1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	26.40%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	29.94%	-6.18%

DRLL vs. VDE - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is higher than VDE's 0.10% expense ratio.

Dividends

DRLL vs. VDE - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.37%, less than VDE's 2.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRLL Strive U.S. Energy ETF	2.37%	2.99%	3.00%	3.01%	1.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDE Vanguard Energy ETF	2.40%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both DRLL and VDE in my portfolio?

With a correlation of 0.98, DRLL and VDE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DRLL or VDE?

DRLL has higher volatility (9.14%) compared to VDE (7.98%). In terms of maximum drawdown, DRLL dropped -23.73% vs VDE's -74.20%.

Which ETF is better, DRLL or VDE?

On 3-year performance, VDE leads with 17.53% vs 14.12% for DRLL. On fees, VDE is cheaper at 0.10% per year. On volatility, VDE has been the lower-risk option at 7.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRLL or VDE?

Over the 3-year period, VDE has performed better with a 17.53% return vs 14.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRLL or VDE?

VDE is cheaper with a 0.10% expense ratio, compared with 0.41% for DRLL.

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

VDE has the higher dividend yield at 2.40%, compared with 2.37% for DRLL.

What is the main difference between DRLL and VDE?

DRLL tracks Bloomberg US Energy Select Index, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: Strive and Vanguard. Their fees differ too: 0.41% for DRLL and 0.10% for VDE.

Which has better risk-adjusted returns?

VDE currently has the higher Sharpe Ratio (2.27 vs 1.95), 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.