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ILCG vs. DRLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ILCG vs. DRLL

Last updated Aug 6, 2026
Documentation

ILCG (iShares Morningstar Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - ILCG is a Large Cap Growth Equities fund tracking the Morningstar US Large-Mid Cap Broad Growth Index Gross, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, ILCG returned 24.17%/yr vs 11.02%/yr for DRLL. Their 0.14 correlation means their historical movements had little consistent relationship. ILCG charges 0.04%/yr vs 0.41%/yr for DRLL.

Performance

ILCG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) 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

In the year-to-date period, ILCG achieves a 12.63% return, which is significantly lower than DRLL's 29.95% return.

ILCG

1D
-0.19%
1M
1.12%
6M
15.76%
YTD
12.63%
1Y
17.95%
3Y*
24.17%
5Y*
12.23%
10Y*
17.54%
ALL TIME*
11.74%

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

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DRLL

Strive U.S. Energy ETF
$478.10K$507.89K$528.94K

ILCG

iShares Morningstar Growth ETF
$5.25M$6.59M$9.50M

ILCG vs. DRLL - Yearly Performance Comparison

2026 (YTD)2025202420232022
ILCG
iShares Morningstar Growth ETF		12.63%16.71%32.82%40.41%-14.69%
DRLL
Strive U.S. Energy ETF		29.95%7.74%0.02%-1.84%15.52%

Correlation

The correlation between ILCG 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.

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.14

The correlation between ILCG and DRLL shifts across timeframes, from -0.22 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

ILCG vs. DRLL - Sectors Allocation Comparison

Sectors
ILCG
DRLL

Technology

54.1%

-

Industrials

10.9%

-

Communication Services

9.7%

-

Consumer Cyclical

9.2%
0.9%

Healthcare

5.3%

-

Financial Services

4.7%

-

Consumer Defensive

1.6%

-

Real Estate

1.5%

-

Basic Materials

1.4%

-

Utilities

0.9%

-

Energy

0.7%
99.1%

Technology

ILCG
54.1%
DRLL

-

Industrials

ILCG
10.9%
DRLL

-

Communication Services

ILCG
9.7%
DRLL

-

Consumer Cyclical

ILCG
9.2%
DRLL
0.9%

Healthcare

ILCG
5.3%
DRLL

-

Financial Services

ILCG
4.7%
DRLL

-

Consumer Defensive

ILCG
1.6%
DRLL

-

Real Estate

ILCG
1.5%
DRLL

-

Basic Materials

ILCG
1.4%
DRLL

-

Utilities

ILCG
0.9%
DRLL

-

Energy

ILCG
0.7%
DRLL
99.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Morningstar Growth ETF

Strive U.S. Energy ETF

Often compared with ILCG:
ILCG vs. SCHGILCG vs. IUSGILCG vs. VUGILCG vs. ILCBILCG vs. QQQILCG vs. VOOILCG vs. MGK
Often compared with DRLL:
DRLL vs. USAIDRLL vs. VCLNDRLL vs. XLEDRLL vs. NUKZDRLL vs. VOODRLL vs. VDEDRLL vs. ULTY

Return for Risk

ILCG vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ILCG
ILCG Risk / Return Rank: 3333
Overall Rank
ILCG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 3333
Sortino Ratio Rank
ILCG Omega Ratio Rank: 3232
Omega Ratio Rank
ILCG Calmar Ratio Rank: 3131
Calmar Ratio Rank
ILCG Martin Ratio Rank: 3434
Martin Ratio Rank
DRLL
DRLL Risk / Return Rank: 5353
Overall Rank
DRLL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 5353
Sortino Ratio Rank
DRLL Omega Ratio Rank: 5252
Omega Ratio Rank
DRLL Calmar Ratio Rank: 5454
Calmar Ratio Rank
DRLL Martin Ratio Rank: 4444
Martin Ratio Rank
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.

ILCG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) 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.

ILCGDRLLDifference
Sharpe ratioReturn per unit of total volatility
0.96
1.62

-0.66

Sortino ratioReturn per unit of downside risk
1.40
2.13

-0.73

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.15

2.20

-1.05

Martin ratioReturn relative to average drawdown

3.65

5.57

-1.91

ILCG vs. DRLL - Sharpe Ratio Comparison

The current ILCG Sharpe Ratio is 0.96, which is lower than the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ILCG 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.

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Drawdowns

ILCG vs. DRLL - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for ILCG and DRLL.

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Drawdown Indicators

ILCGDRLLDifference

Max Drawdown

Largest peak-to-trough decline

-52.98%

-23.73%

-29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-16.99%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-23.73%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-35.38%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

—

—

Current Drawdown

Current decline from peak

-2.62%

-9.02%

+6.40%

Average Drawdown

Average peak-to-trough decline

-8.19%

-8.14%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

6.71%

-1.78%

Volatility

ILCG vs. DRLL - Volatility Comparison

The current volatility for iShares Morningstar Growth ETF (ILCG) is 6.66%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that ILCG 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.

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Volatility by Period

ILCGDRLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

7.42%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

18.67%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.81%

23.14%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

23.82%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

23.82%

-2.10%

ILCG vs. DRLL - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

ILCG vs. DRLL - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.41%, less than DRLL's 2.34% yield.

PositionTTM20252024202320222021202020192018201720162015
DRLL
Strive U.S. Energy ETF		2.34%2.99%3.00%3.01%1.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILCG
iShares Morningstar Growth ETF		0.41%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%

Frequently Asked Questions

ILCG 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.

DRLL has higher volatility (7.42%) compared to ILCG (6.66%). In terms of maximum drawdown, ILCG dropped -52.98% vs DRLL's -23.73%.

On 3-year performance, ILCG leads with 24.17% vs 11.02% for DRLL. On fees, ILCG is cheaper at 0.04% per year. On volatility, ILCG has been the lower-risk option at 6.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ILCG has performed better with a 24.17% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCG is cheaper with a 0.04% expense ratio, compared with 0.41% for DRLL.

DRLL has the higher dividend yield at 2.34%, compared with 0.41% for ILCG.

ILCG is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. ILCG tracks Morningstar US Large-Mid Cap Broad Growth Index Gross, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: iShares and Strive. Their fees differ too: 0.04% for ILCG and 0.41% for DRLL.

DRLL currently has the higher Sharpe Ratio (1.62 vs 0.96), 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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