GAMR vs. DRLL

Last updated Aug 6, 2026

GAMR (Amplify Video Game Leaders ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, GAMR returned 17.28%/yr vs 11.02%/yr for DRLL. Their 0.12 correlation means their historical movements had little consistent relationship. GAMR charges 0.59%/yr vs 0.41%/yr for DRLL.

Performance

GAMR vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) 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, GAMR achieves a 5.69% return, which is significantly lower than DRLL's 29.95% return.

GAMR

• 1D: -0.77%
• 1M: 3.06%
• 6M: 20.02%
• YTD: 5.69%
• 1Y: 9.66%
• 3Y*: 17.28%
• 5Y*: 2.07%
• 10Y*: 12.42%
• ALL TIME*: 13.68%

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
GAMR Amplify Video Game Leaders ETF	$82.01K	$77.83K	$103.64K

GAMR vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GAMR Amplify Video Game Leaders ETF	5.69%	39.20%	11.23%	6.89%	-14.28%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between GAMR and DRLL is -0.22, 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.	-0.22
Correlation (3Y) Balances recent behavior with more history.	0.02
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.12

The correlation between GAMR and DRLL shifts across timeframes, from -0.22 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

GAMR vs. DRLL - Sectors Allocation Comparison

Sectors	GAMR	DRLL
Technology	66.2%	-
Communication Services	19.6%	-
Consumer Cyclical	11.2%	0.9%
Financial Services	0.6%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	99.1%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

GAMR vs. DRLL — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 17
GAMR Sharpe Ratio Rank: 18
GAMR Sortino Ratio Rank: 19
GAMR Omega Ratio Rank: 18
GAMR Calmar Ratio Rank: 15
GAMR Martin Ratio Rank: 15

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.

GAMR vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) 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.

	GAMR	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	0.41	1.62	-1.21
Sortino ratio: Return per unit of downside risk	0.71	2.13	-1.42
Omega ratio: Gain probability vs. loss probability	1.09	1.27	-0.18
Calmar ratio: Return relative to maximum drawdown	0.33	2.20	-1.87
Martin ratio: Return relative to average drawdown	0.71	5.57	-4.85

GAMR vs. DRLL - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.41, which is lower than the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GAMR 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

GAMR vs. DRLL - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for GAMR and DRLL.

Drawdown Indicators

	GAMR	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-23.73%	-31.64%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	-16.99%	-12.37%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	-23.73%	-5.63%
Max Drawdown (5Y) Largest decline over 5 years	-50.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-55.37%	—	—
Current Drawdown Current decline from peak	-11.93%	-9.02%	-2.91%
Average Drawdown Average peak-to-trough decline	-22.02%	-8.14%	-13.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.56%	6.71%	+6.85%

Volatility

GAMR vs. DRLL - Volatility Comparison

The current volatility for Amplify Video Game Leaders ETF (GAMR) is 6.43%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that GAMR 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

	GAMR	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.43%	7.42%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	18.75%	18.67%	+0.08%
Volatility (1Y) Calculated over the trailing 1-year period	23.73%	23.14%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.68%	23.82%	+0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.39%	23.82%	+0.57%

GAMR vs. DRLL - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

GAMR vs. DRLL - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.49%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%
GAMR Amplify Video Game Leaders ETF	0.49%	0.52%	0.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GAMR and DRLL in my portfolio?

GAMR and DRLL have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GAMR or DRLL?

DRLL has higher volatility (7.42%) compared to GAMR (6.43%). In terms of maximum drawdown, GAMR dropped -55.37% vs DRLL's -23.73%.

Which ETF is better, GAMR or DRLL?

On 3-year performance, GAMR leads with 17.28% vs 11.02% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, GAMR has been the lower-risk option at 6.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or DRLL?

Over the 3-year period, GAMR has performed better with a 17.28% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or DRLL?

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

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

DRLL has the higher dividend yield at 2.34%, compared with 0.49% for GAMR.

What is the main difference between GAMR and DRLL?

GAMR is categorized as Gaming, while DRLL is Energy Equities. GAMR tracks VettaFi Video Game Leaders Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Amplify and Strive. Their fees differ too: 0.59% for GAMR and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 0.41), 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.