IBHE vs. DRLL
IBHE (iShares iBonds 2025 Term High Yield & Income ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - IBHE is a High Yield Bonds fund tracking the Bloomberg 2025 Term High Yield and Income Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Their 0.19 correlation means their historical movements had little consistent relationship. IBHE charges 0.35%/yr vs 0.41%/yr for DRLL.
Performance
IBHE vs. DRLL - Performance Comparison
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Returns By Period
IBHE
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DRLL
- 1D
- 0.80%
- 1M
- 14.19%
- 6M
- 21.14%
- YTD
- 36.69%
- 1Y
- 44.82%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $463.62K | $500.96K | $563.89K |
IBHE vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 0.00% | 4.45% | 7.62% | 10.32% | -0.74% |
DRLL Strive U.S. Energy ETF | 36.69% | 7.74% | 0.02% | -1.84% | 15.52% |
Correlation
The correlation between IBHE and DRLL is -0.14, 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. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | 0.19 |
The correlation between IBHE and DRLL shifts across timeframes, from -0.14 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBHE vs. DRLL — Risk / Return Rank
IBHE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRLL
IBHE vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) 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.
| IBHE | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.46 | — |
| Martin ratioReturn relative to average drawdown | — | 6.27 | — |
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Drawdowns
IBHE vs. DRLL - Drawdown Comparison
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Drawdown Indicators
| IBHE | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -23.73% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.99% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | — | -4.30% | — |
Average DrawdownAverage peak-to-trough decline | — | -8.14% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.68% | — |
Volatility
IBHE vs. DRLL - Volatility Comparison
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Volatility by Period
| IBHE | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 23.03% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 23.80% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 23.80% | — |
IBHE vs. DRLL - Expense Ratio Comparison
IBHE has a 0.35% expense ratio, which is lower than DRLL's 0.41% expense ratio.
Dividends
IBHE vs. DRLL - Dividend Comparison
IBHE has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.22% | 2.99% | 3.00% | 3.01% | 1.18% | 0.00% | 0.00% | 0.00% |
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 1.47% | 4.53% | 6.92% | 7.17% | 5.77% | 4.84% | 5.74% | 3.73% |
Frequently Asked Questions
IBHE and DRLL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBHE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBHE is cheaper with a 0.35% expense ratio, compared with 0.41% for DRLL.
DRLL has the higher dividend yield at 2.22%, compared with 1.47% for IBHE.
IBHE is categorized as High Yield Bonds, while DRLL is Energy Equities. IBHE tracks Bloomberg 2025 Term High Yield and Income Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: iShares and Strive. Their fees differ too: 0.35% for IBHE and 0.41% for DRLL.
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