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IG vs. DRLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Investment Grade Corporate Active ETF (IG) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IG

1D
-0.23%
1M
0.57%
YTD
6M
1Y
3Y*
5Y*
10Y*

DRLL

1D
1.47%
1M
-1.82%
YTD
31.26%
6M
27.14%
1Y
43.09%
3Y*
14.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IG vs. DRLL - Yearly Performance Comparison


Correlation

The correlation between IG and DRLL is -0.60, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 23, 2026

-0.60

IG vs. DRLL - Sectors Allocation Comparison


Sectors
IG
DRLL

Financial Services

2.9%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.9%

Consumer Defensive

-

-

Energy

-

99.1%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

IG
2.9%
DRLL

-

Basic Materials

IG

-

DRLL

-

Communication Services

IG

-

DRLL

-

Consumer Cyclical

IG

-

DRLL
0.9%

Consumer Defensive

IG

-

DRLL

-

Energy

IG

-

DRLL
99.1%

Healthcare

IG

-

DRLL

-

Industrials

IG

-

DRLL

-

Real Estate

IG

-

DRLL

-

Technology

IG

-

DRLL

-

Utilities

IG

-

DRLL

-

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Return for Risk

IG vs. DRLL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IG

DRLL
DRLL Risk / Return Rank: 5555
Overall Rank
DRLL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 5252
Sortino Ratio Rank
DRLL Omega Ratio Rank: 5050
Omega Ratio Rank
DRLL Calmar Ratio Rank: 6363
Calmar Ratio Rank
DRLL Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IG vs. DRLL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGDRLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.57

-0.97

Drawdowns

IG vs. DRLL - Drawdown Comparison

The maximum IG drawdown since its inception was -1.75%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for IG and DRLL.


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Drawdown Indicators


IGDRLLDifference

Max Drawdown

Largest peak-to-trough decline

-1.75%

-23.73%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

Current Drawdown

Current decline from peak

-0.32%

-8.10%

+7.78%

Average Drawdown

Average peak-to-trough decline

-0.53%

-8.02%

+7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

Volatility

IG vs. DRLL - Volatility Comparison


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Volatility by Period


IGDRLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

22.34%

-17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

23.76%

-18.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

23.76%

-18.86%

IG vs. DRLL - Expense Ratio Comparison

IG has a 0.26% expense ratio, which is lower than DRLL's 0.41% expense ratio.


Dividends

IG vs. DRLL - Dividend Comparison

IG's dividend yield for the trailing twelve months is around 0.84%, less than DRLL's 2.33% yield.


PositionTTM2025202420232022
DRLL
Strive U.S. Energy ETF
2.33%2.99%3.00%3.01%1.18%
IG
Principal Investment Grade Corporate Active ETF
0.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IG and DRLL have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IG is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IG is cheaper with a 0.26% expense ratio, compared with 0.41% for DRLL.

DRLL has the higher dividend yield at 2.33%, compared with 0.84% for IG.

IG is categorized as Corporate Bonds, while DRLL is Energy Equities. They also come from different issuers: Principal and Strive. Their fees differ too: 0.26% for IG and 0.41% for DRLL.

Portfolio Optimizer

Find the right allocation for IG and DRLL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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