GPRF vs. DRLL

Last updated Aug 4, 2026

GPRF (Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - GPRF is a Preferred Stock fund tracking the FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past year, GPRF returned 4.03% vs 42.98% for DRLL. Their -0.00 correlation means they have often moved in opposite directions in the past. GPRF charges 0.45%/yr vs 0.41%/yr for DRLL.

Performance

GPRF vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) 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, GPRF achieves a 1.40% return, which is significantly lower than DRLL's 34.95% return.

GPRF

• 1D: 0.45%
• 1M: -0.24%
• 6M: 0.31%
• YTD: 1.40%
• 1Y: 4.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.03%

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%

*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	$486.14K	$506.54K	$559.53K
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF	$179.35K	$1.44M	$844.22K

GPRF vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF	1.40%	6.17%	2.49%
DRLL Strive U.S. Energy ETF	34.95%	7.74%	-8.94%

Correlation

The correlation between GPRF 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 (All Time) Calculated using the full available price history since Aug 1, 2024	-0.00

Over the past year, the inverse relationship between GPRF and DRLL has strengthened: their correlation has moved from -0.00 to -0.25, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

GPRF vs. DRLL — Risk / Return Rank

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

GPRF

GPRF Risk / Return Rank: 38
GPRF Sharpe Ratio Rank: 41
GPRF Sortino Ratio Rank: 38
GPRF Omega Ratio Rank: 44
GPRF Calmar Ratio Rank: 29
GPRF Martin Ratio Rank: 38

DRLL

DRLL Risk / Return Rank: 68
DRLL Sharpe Ratio Rank: 78
DRLL Sortino Ratio Rank: 71
DRLL Omega Ratio Rank: 70
DRLL Calmar Ratio Rank: 69
DRLL Martin Ratio Rank: 53

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.

GPRF vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) 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.

	GPRF	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.10	1.88	-0.79
Sortino ratio: Return per unit of downside risk	1.54	2.42	-0.88
Omega ratio: Gain probability vs. loss probability	1.22	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	0.96	2.54	-1.58
Martin ratio: Return relative to average drawdown	4.33	6.46	-2.13

GPRF vs. DRLL - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.10, which is lower than the DRLL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GPRF 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

GPRF vs. DRLL - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for GPRF and DRLL.

Drawdown Indicators

	GPRF	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-4.36%	-23.73%	+19.37%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-16.99%	+12.79%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-0.71%	-5.52%	+4.81%
Average Drawdown Average peak-to-trough decline	-0.88%	-8.14%	+7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	6.67%	-5.74%

Volatility

GPRF vs. DRLL - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) is 0.94%, while Strive U.S. Energy ETF (DRLL) has a volatility of 6.98%. This indicates that GPRF 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

	GPRF	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.94%	6.98%	-6.04%
Volatility (6M) Calculated over the trailing 6-month period	3.13%	18.78%	-15.65%
Volatility (1Y) Calculated over the trailing 1-year period	3.70%	22.98%	-19.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.86%	23.79%	-19.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.86%	23.79%	-19.93%

GPRF vs. DRLL - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

GPRF vs. DRLL - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.66%, 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%
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF	5.66%	5.38%	2.10%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GPRF and DRLL in my portfolio?

GPRF 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.

Which is riskier, GPRF or DRLL?

DRLL has higher volatility (6.98%) compared to GPRF (0.94%). In terms of maximum drawdown, GPRF dropped -4.36% vs DRLL's -23.73%.

Which ETF is better, GPRF or DRLL?

On 1-year performance, DRLL leads with 42.98% vs 4.03% for GPRF. On fees, DRLL is cheaper at 0.41% per year. On volatility, GPRF has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPRF or DRLL?

Over the 1-year period, DRLL has performed better with a 42.98% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPRF or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.45% for GPRF.

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

GPRF has the higher dividend yield at 5.66%, compared with 2.25% for DRLL.

What is the main difference between GPRF and DRLL?

GPRF is categorized as Preferred Stock, while DRLL is Energy Equities. GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Goldman Sachs and Strive. Their fees differ too: 0.45% for GPRF and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.88 vs 1.10), 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.