ESGV vs. DRLL

Last updated Aug 6, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, ESGV returned 21.23%/yr vs 11.02%/yr for DRLL. Their 0.19 correlation means their historical movements had little consistent relationship. ESGV charges 0.09%/yr vs 0.41%/yr for DRLL.

Performance

ESGV vs. DRLL - Performance Comparison

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

Returns By Period

In the year-to-date period, ESGV achieves a 13.17% return, which is significantly lower than DRLL's 29.95% return.

ESGV

• 1D: -0.12%
• 1M: 2.37%
• 6M: 14.11%
• YTD: 13.17%
• 1Y: 23.68%
• 3Y*: 21.23%
• 5Y*: 11.80%
• 10Y*: —
• ALL TIME*: 14.79%

DRLL

• 1D: -2.68%
• 1M: 8.84%
• 6M: 11.16%
• YTD: 29.95%
• 1Y: 37.23%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.29%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K
ESGV Vanguard ESG U.S. Stock ETF	$25.81M	$22.30M	$25.78M

ESGV vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESGV Vanguard ESG U.S. Stock ETF	13.17%	16.48%	24.69%	30.79%	-9.84%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between ESGV and DRLL is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.24
Correlation (3Y) Balances recent behavior with more history.	0.06
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.19

The correlation between ESGV and DRLL shifts across timeframes, from -0.24 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

ESGV vs. DRLL - Sectors Allocation Comparison

Sectors	ESGV	DRLL
Technology	43.1%	-
Financial Services	11.9%	-
Communication Services	11.2%	-
Consumer Cyclical	11.2%	0.9%
Healthcare	10.1%	-
Industrials	4.2%	-
Consumer Defensive	3.7%	-
Real Estate	2.6%	-
Basic Materials	2.0%	-
Utilities	0.1%	-
Energy	0.0%	99.1%

Return for Risk

ESGV vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGV

ESGV Risk / Return Rank: 57
ESGV Sharpe Ratio Rank: 60
ESGV Sortino Ratio Rank: 58
ESGV Omega Ratio Rank: 58
ESGV Calmar Ratio Rank: 50
ESGV Martin Ratio Rank: 61

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGV vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Strive U.S. Energy ETF (DRLL). 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.

	ESGV	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.62	+0.02
Sortino ratio: Return per unit of downside risk	2.27	2.13	+0.14
Omega ratio: Gain probability vs. loss probability	1.29	1.27	+0.02
Calmar ratio: Return relative to maximum drawdown	2.05	2.20	-0.15
Martin ratio: Return relative to average drawdown	8.27	5.57	+2.70

ESGV vs. DRLL - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 1.64, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ESGV and DRLL, 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

ESGV vs. DRLL - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for ESGV and DRLL.

Drawdown Indicators

	ESGV	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-23.73%	-9.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-16.99%	+5.39%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-23.73%	+3.32%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	—	—
Current Drawdown Current decline from peak	-0.12%	-9.02%	+8.90%
Average Drawdown Average peak-to-trough decline	-6.33%	-8.14%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	6.71%	-3.84%

Volatility

ESGV vs. DRLL - Volatility Comparison

The current volatility for Vanguard ESG U.S. Stock ETF (ESGV) is 4.61%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that ESGV experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	7.42%	-2.81%
Volatility (6M) Calculated over the trailing 6-month period	11.74%	18.67%	-6.93%
Volatility (1Y) Calculated over the trailing 1-year period	14.53%	23.14%	-8.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	23.82%	-5.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.52%	23.82%	-3.30%

ESGV vs. DRLL - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

ESGV vs. DRLL - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.85%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%	0.00%	0.00%	0.00%	0.00%
ESGV Vanguard ESG U.S. Stock ETF	0.85%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%

Frequently Asked Questions

Can I hold both ESGV and DRLL in my portfolio?

ESGV and DRLL have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGV or DRLL?

DRLL has higher volatility (7.42%) compared to ESGV (4.61%). In terms of maximum drawdown, ESGV dropped -33.66% vs DRLL's -23.73%.

Which ETF is better, ESGV or DRLL?

On 3-year performance, ESGV leads with 21.23% vs 11.02% for DRLL. On fees, ESGV is cheaper at 0.09% per year. On volatility, ESGV has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or DRLL?

Over the 3-year period, ESGV has performed better with a 21.23% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or DRLL?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.34%, compared with 0.85% for ESGV.

What is the main difference between ESGV and DRLL?

ESGV is categorized as Large Cap Blend Equities, while DRLL is Energy Equities. ESGV tracks FTSE US All Cap Choice Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Vanguard and Strive. Their fees differ too: 0.09% for ESGV and 0.41% for DRLL.

Which has better risk-adjusted returns?

ESGV currently has the higher Sharpe Ratio (1.64 vs 1.62), 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.