LOWV vs. DRLL

Last updated Aug 6, 2026

LOWV (AB US Low Volatility Equity ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - LOWV is a Low Volatility fund actively managed by AllianceBernstein, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. LOWV is actively managed, while DRLL is passively managed. Over the past 3 years, LOWV returned 16.27%/yr vs 11.02%/yr for DRLL. Their 0.10 correlation means their historical movements had little consistent relationship. LOWV charges 0.48%/yr vs 0.41%/yr for DRLL.

Performance

LOWV vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Low Volatility Equity ETF (LOWV) 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, LOWV achieves a 7.82% return, which is significantly lower than DRLL's 29.95% return.

LOWV

• 1D: -0.05%
• 1M: 4.25%
• 6M: 8.59%
• YTD: 7.82%
• 1Y: 12.79%
• 3Y*: 16.27%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.71%

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
LOWV AB US Low Volatility Equity ETF	$304.83K	$284.15K	$593.92K

LOWV vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	7.82%	12.26%	20.43%	18.90%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	6.04%

Correlation

The correlation between LOWV and DRLL is -0.17, 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.	-0.17
Correlation (3Y) Balances recent behavior with more history.	0.08
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023	0.10

The correlation between LOWV and DRLL shifts across timeframes, from -0.17 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

LOWV vs. DRLL - Sectors Allocation Comparison

Sectors	LOWV	DRLL
Technology	35.6%	-
Financial Services	14.3%	-
Healthcare	11.6%	-
Communication Services	8.7%	-
Consumer Cyclical	8.2%	0.9%
Industrials	6.9%	-
Consumer Defensive	6.2%	-
Utilities	4.6%	-
Energy	2.3%	99.1%
Real Estate	1.6%	-
Basic Materials	-	-

Return for Risk

LOWV vs. DRLL — Risk / Return Rank

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

LOWV

LOWV Risk / Return Rank: 40
LOWV Sharpe Ratio Rank: 42
LOWV Sortino Ratio Rank: 41
LOWV Omega Ratio Rank: 40
LOWV Calmar Ratio Rank: 35
LOWV Martin Ratio Rank: 43

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.

LOWV vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) 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.

	LOWV	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.62	-0.40
Sortino ratio: Return per unit of downside risk	1.72	2.13	-0.41
Omega ratio: Gain probability vs. loss probability	1.21	1.27	-0.06
Calmar ratio: Return relative to maximum drawdown	1.34	2.20	-0.86
Martin ratio: Return relative to average drawdown	5.33	5.57	-0.24

LOWV vs. DRLL - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 1.22, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of LOWV 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

LOWV vs. DRLL - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for LOWV and DRLL.

Drawdown Indicators

	LOWV	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-23.73%	+9.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-16.99%	+7.40%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	-23.73%	+9.86%
Current Drawdown Current decline from peak	-0.05%	-9.02%	+8.97%
Average Drawdown Average peak-to-trough decline	-1.49%	-8.14%	+6.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	6.71%	-4.31%

Volatility

LOWV vs. DRLL - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.75%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that LOWV 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

	LOWV	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	7.42%	-4.67%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	18.67%	-10.94%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	23.14%	-12.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.88%	23.82%	-11.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.88%	23.82%	-11.94%

LOWV vs. DRLL - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

LOWV vs. DRLL - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.84%, less 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%
LOWV AB US Low Volatility Equity ETF	0.84%	0.85%	0.92%	0.77%	0.00%

Frequently Asked Questions

Can I hold both LOWV and DRLL in my portfolio?

LOWV and DRLL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOWV or DRLL?

DRLL has higher volatility (7.42%) compared to LOWV (2.75%). In terms of maximum drawdown, LOWV dropped -13.87% vs DRLL's -23.73%.

Which ETF is better, LOWV or DRLL?

On 3-year performance, LOWV leads with 16.27% vs 11.02% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, LOWV has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOWV or DRLL?

Over the 3-year period, LOWV has performed better with a 16.27% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOWV or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.48% for LOWV.

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

DRLL has the higher dividend yield at 2.34%, compared with 0.84% for LOWV.

What is the main difference between LOWV and DRLL?

LOWV is categorized as Low Volatility, while DRLL is Energy Equities. They also come from different issuers: AllianceBernstein and Strive. Their fees differ too: 0.48% for LOWV and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 1.22), 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.