IUSG vs. DRLL

Last updated Aug 6, 2026

IUSG (iShares Core S&P U.S. Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - IUSG is a Large Cap Growth Equities fund tracking the S&P 900 Growth Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, IUSG returned 26.25%/yr vs 11.02%/yr for DRLL. Their 0.17 correlation means their historical movements had little consistent relationship. IUSG charges 0.04%/yr vs 0.41%/yr for DRLL.

Performance

IUSG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) 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, IUSG achieves a 15.15% return, which is significantly lower than DRLL's 29.95% return.

IUSG

• 1D: -0.18%
• 1M: 2.85%
• 6M: 17.75%
• YTD: 15.15%
• 1Y: 25.64%
• 3Y*: 26.25%
• 5Y*: 13.72%
• 10Y*: 17.45%
• ALL TIME*: 8.27%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K
IUSG iShares Core S&P U.S. Growth ETF	$106.69M	$93.84M	$99.41M

IUSG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IUSG iShares Core S&P U.S. Growth ETF	15.15%	21.23%	34.70%	29.28%	-13.79%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between IUSG and DRLL is -0.24, 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.	-0.24
Correlation (3Y) Balances recent behavior with more history.	0.03
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.17

The correlation between IUSG and DRLL shifts across timeframes, from -0.24 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

IUSG vs. DRLL - Sectors Allocation Comparison

Sectors	IUSG	DRLL
Technology	50.9%	-
Communication Services	14.9%	-
Financial Services	8.6%	-
Consumer Cyclical	8.5%	0.9%
Industrials	7.7%	-
Healthcare	6.5%	-
Consumer Defensive	1.0%	-
Real Estate	0.8%	-
Basic Materials	0.5%	-
Utilities	0.4%	-
Energy	0.2%	99.1%

Return for Risk

IUSG vs. DRLL — Risk / Return Rank

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

IUSG

IUSG Risk / Return Rank: 50
IUSG Sharpe Ratio Rank: 51
IUSG Sortino Ratio Rank: 50
IUSG Omega Ratio Rank: 48
IUSG Calmar Ratio Rank: 48
IUSG Martin Ratio Rank: 54

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

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.

IUSG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.

	IUSG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.45	1.62	-0.17
Sortino ratio: Return per unit of downside risk	2.04	2.13	-0.09
Omega ratio: Gain probability vs. loss probability	1.25	1.27	-0.02
Calmar ratio: Return relative to maximum drawdown	1.97	2.20	-0.23
Martin ratio: Return relative to average drawdown	7.31	5.57	+1.74

IUSG vs. DRLL - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.45, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IUSG 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

IUSG vs. DRLL - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for IUSG and DRLL.

Drawdown Indicators

	IUSG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-63.41%	-23.73%	-39.68%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-16.99%	+3.92%
Max Drawdown (3Y) Largest decline over 3 years	-22.28%	-23.73%	+1.45%
Max Drawdown (5Y) Largest decline over 5 years	-32.21%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.35%	—	—
Current Drawdown Current decline from peak	-0.18%	-9.02%	+8.84%
Average Drawdown Average peak-to-trough decline	-21.32%	-8.14%	-13.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.52%	6.71%	-3.19%

Volatility

IUSG vs. DRLL - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 6.48%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that IUSG 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

	IUSG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.48%	7.42%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	14.76%	18.67%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	17.85%	23.14%	-5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.24%	23.82%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.56%	23.82%	-3.26%

IUSG vs. DRLL - Expense Ratio Comparison

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

Dividends

IUSG vs. DRLL - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.48%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IUSG iShares Core S&P U.S. Growth ETF	0.48%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Frequently Asked Questions

Can I hold both IUSG and DRLL in my portfolio?

IUSG and DRLL have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IUSG or DRLL?

DRLL has higher volatility (7.42%) compared to IUSG (6.48%). In terms of maximum drawdown, IUSG dropped -63.41% vs DRLL's -23.73%.

Which ETF is better, IUSG or DRLL?

On 3-year performance, IUSG leads with 26.25% vs 11.02% for DRLL. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 6.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUSG or DRLL?

Over the 3-year period, IUSG has performed better with a 26.25% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUSG or DRLL?

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

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

DRLL has the higher dividend yield at 2.34%, compared with 0.48% for IUSG.

What is the main difference between IUSG and DRLL?

IUSG is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. IUSG tracks S&P 900 Growth Index, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: iShares and Strive. Their fees differ too: 0.04% for IUSG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 1.45), 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.