GOOY vs. DRLL
GOOY (YieldMax GOOGL Option Income Strategy ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - GOOY is a Derivative Income fund actively managed by YieldMax, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. GOOY is actively managed, while DRLL is passively managed. Over the past 3 years, GOOY returned 25.61%/yr vs 12.43%/yr for DRLL. Their -0.02 correlation means they have often moved in opposite directions in the past. GOOY charges 0.99%/yr vs 0.41%/yr for DRLL.
Performance
GOOY vs. DRLL - Performance Comparison
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Returns By Period
In the year-to-date period, GOOY achieves a 15.35% return, which is significantly lower than DRLL's 34.95% return.
GOOY
- 1D
- 3.69%
- 1M
- 1.69%
- 6M
- 6.23%
- YTD
- 15.35%
- 1Y
- 70.54%
- 3Y*
- 25.61%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.40%
DRLL
- 1D
- -1.27%
- 1M
- 12.74%
- 6M
- 22.18%
- YTD
- 34.95%
- 1Y
- 42.98%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $486.14K | $506.54K | $559.53K | |
| $5.33M | $4.69M | $7.86M |
GOOY vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 15.35% | 53.95% | 12.58% | -3.35% |
DRLL Strive U.S. Energy ETF | 34.95% | 7.74% | 0.02% | -1.15% |
Correlation
The correlation between GOOY and DRLL is -0.25, 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. | -0.25 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2023 | -0.02 |
Over the past year, the inverse relationship between GOOY and DRLL has strengthened: their correlation has moved from -0.02 to -0.25, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
GOOY vs. DRLL — Risk / Return Rank
GOOY
DRLL
GOOY vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) 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.
| GOOY | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.54 | +1.46 |
| Martin ratioReturn relative to average drawdown | 11.89 | 6.46 | +5.43 |
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Drawdowns
GOOY vs. DRLL - Drawdown Comparison
The maximum GOOY drawdown since its inception was -24.40%, roughly equal to the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for GOOY and DRLL.
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Drawdown Indicators
| GOOY | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -23.73% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -16.99% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -23.73% | -0.67% |
Current DrawdownCurrent decline from peak | -7.22% | -5.52% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -8.14% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.95% | 6.67% | -0.72% |
Volatility
GOOY vs. DRLL - Volatility Comparison
YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 10.94% compared to Strive U.S. Energy ETF (DRLL) at 6.98%. This indicates that GOOY's price experiences larger fluctuations and is considered to be riskier than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOOY | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.94% | 6.98% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 18.78% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 22.98% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 23.79% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.96% | 23.79% | +0.17% |
GOOY vs. DRLL - Expense Ratio Comparison
GOOY has a 0.99% expense ratio, which is higher than DRLL's 0.41% expense ratio.
Dividends
GOOY vs. DRLL - Dividend Comparison
GOOY's dividend yield for the trailing twelve months is around 53.13%, more than DRLL's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.25% | 2.99% | 3.00% | 3.01% | 1.18% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 53.13% | 41.50% | 36.74% | 7.90% | 0.00% |
Frequently Asked Questions
GOOY and DRLL have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOY has higher volatility (10.94%) compared to DRLL (6.98%). In terms of maximum drawdown, GOOY dropped -24.40% vs DRLL's -23.73%.
On 3-year performance, GOOY leads with 25.61% vs 12.43% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, DRLL has been the lower-risk option at 6.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GOOY has performed better with a 25.61% return vs 12.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DRLL is cheaper with a 0.41% expense ratio, compared with 0.99% for GOOY.
GOOY has the higher dividend yield at 53.13%, compared with 2.25% for DRLL.
GOOY is categorized as Derivative Income, while DRLL is Energy Equities. They also come from different issuers: YieldMax and Strive. Their fees differ too: 0.99% for GOOY and 0.41% for DRLL.
GOOY currently has the higher Sharpe Ratio (2.75 vs 1.88), 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.
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