KCOP vs. DRLL

Last updated Aug 6, 2026

KCOP (Kurv Copper & Mining Enhanced Income ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - KCOP is a Copper fund actively managed by Kurv, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. KCOP is actively managed, while DRLL is passively managed. Their -0.30 correlation means they have often moved in opposite directions in the past. KCOP charges 0.99%/yr vs 0.41%/yr for DRLL.

Performance

KCOP vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Copper & Mining Enhanced Income ETF (KCOP) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

KCOP

• 1D: 2.74%
• 1M: 9.19%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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
KCOP Kurv Copper & Mining Enhanced Income ETF	$323.94K	$335.89K	$555.57K

KCOP vs. DRLL - Yearly Performance Comparison

	2026 (YTD)
KCOP Kurv Copper & Mining Enhanced Income ETF	4.55%
DRLL Strive U.S. Energy ETF	9.75%

Correlation

The correlation between KCOP and DRLL is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	-0.30

Return for Risk

KCOP vs. DRLL — Risk / Return Rank

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

KCOP

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

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.

KCOP vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) 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.

	KCOP	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.62	—
Sortino ratio: Return per unit of downside risk	—	2.13	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.20	—
Martin ratio: Return relative to average drawdown	—	5.57	—

Drawdowns

KCOP vs. DRLL - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for KCOP and DRLL.

Drawdown Indicators

	KCOP	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-21.55%	-23.73%	+2.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.99%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-4.37%	-9.02%	+4.65%
Average Drawdown Average peak-to-trough decline	-9.58%	-8.14%	-1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.71%	—

Volatility

Volatility by Period

	KCOP	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	42.38%	23.14%	+19.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.38%	23.82%	+18.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.38%	23.82%	+18.56%

KCOP vs. DRLL - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

KCOP vs. DRLL - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 6.12%, more than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%
KCOP Kurv Copper & Mining Enhanced Income ETF	6.12%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KCOP and DRLL in my portfolio?

KCOP and DRLL have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KCOP or DRLL?

On fees, DRLL is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KCOP or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.99% for KCOP.

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

KCOP has the higher dividend yield at 6.12%, compared with 2.34% for DRLL.

What is the main difference between KCOP and DRLL?

KCOP is categorized as Copper, while DRLL is Energy Equities. They also come from different issuers: Kurv and Strive. Their fees differ too: 0.99% for KCOP and 0.41% for DRLL.