LSGR vs. DRLL

Last updated Aug 6, 2026

LSGR (Natixis Loomis Sayles Focused Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - LSGR is a Large Cap Growth Equities fund actively managed by Natixis, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. LSGR is actively managed, while DRLL is passively managed. Over the past 3 years, LSGR returned 20.26%/yr vs 11.02%/yr for DRLL. Their -0.01 correlation means they have often moved in opposite directions in the past. LSGR charges 0.59%/yr vs 0.41%/yr for DRLL.

Performance

LSGR vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Focused Growth ETF (LSGR) 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, LSGR achieves a -0.22% return, which is significantly lower than DRLL's 29.95% return.

LSGR

• 1D: 0.09%
• 1M: 3.05%
• 6M: 5.38%
• YTD: -0.22%
• 1Y: 6.11%
• 3Y*: 20.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.70%

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
LSGR Natixis Loomis Sayles Focused Growth ETF	$2.35M	$2.59M	$2.97M

LSGR vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LSGR Natixis Loomis Sayles Focused Growth ETF	-0.22%	15.32%	38.52%	12.46%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	5.97%

Correlation

The correlation between LSGR and DRLL is -0.26, 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.	-0.26
Correlation (3Y) Balances recent behavior with more history.	-0.02
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	-0.01

Over the past year, the inverse relationship between LSGR and DRLL has strengthened: their correlation has moved from -0.01 to -0.26, meaning they now move in opposite directions more often than their long-term average.

LSGR vs. DRLL - Sectors Allocation Comparison

Sectors	LSGR	DRLL
Technology	32.1%	-
Communication Services	26.8%	-
Consumer Cyclical	16.9%	0.9%
Healthcare	9.8%	-
Financial Services	5.4%	-
Consumer Defensive	4.9%	-
Industrials	4.2%	-
Basic Materials	-	-
Energy	-	99.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

LSGR vs. DRLL — Risk / Return Rank

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

LSGR

LSGR Risk / Return Rank: 16
LSGR Sharpe Ratio Rank: 17
LSGR Sortino Ratio Rank: 16
LSGR Omega Ratio Rank: 16
LSGR Calmar Ratio Rank: 15
LSGR Martin Ratio Rank: 16

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.

LSGR vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Focused Growth ETF (LSGR) 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.

	LSGR	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	0.34	1.62	-1.28
Sortino ratio: Return per unit of downside risk	0.59	2.13	-1.54
Omega ratio: Gain probability vs. loss probability	1.07	1.27	-0.20
Calmar ratio: Return relative to maximum drawdown	0.34	2.20	-1.86
Martin ratio: Return relative to average drawdown	0.94	5.57	-4.63

LSGR vs. DRLL - Sharpe Ratio Comparison

The current LSGR Sharpe Ratio is 0.34, which is lower than the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of LSGR 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

LSGR vs. DRLL - Drawdown Comparison

The maximum LSGR drawdown since its inception was -22.92%, roughly equal to the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for LSGR and DRLL.

Drawdown Indicators

	LSGR	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-22.92%	-23.73%	+0.81%
Max Drawdown (1Y) Largest decline over 1 year	-18.13%	-16.99%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-23.73%	+0.81%
Current Drawdown Current decline from peak	-3.38%	-9.02%	+5.64%
Average Drawdown Average peak-to-trough decline	-4.09%	-8.14%	+4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.52%	6.71%	-0.19%

Volatility

LSGR vs. DRLL - Volatility Comparison

The current volatility for Natixis Loomis Sayles Focused Growth ETF (LSGR) is 6.84%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that LSGR 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

	LSGR	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	7.42%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	14.47%	18.67%	-4.20%
Volatility (1Y) Calculated over the trailing 1-year period	18.07%	23.14%	-5.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.52%	23.82%	-3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.52%	23.82%	-3.30%

LSGR vs. DRLL - Expense Ratio Comparison

LSGR has a 0.59% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

LSGR vs. DRLL - Dividend Comparison

LSGR has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.34%.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%	0.00%

Frequently Asked Questions

Can I hold both LSGR and DRLL in my portfolio?

LSGR and DRLL have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSGR or DRLL?

DRLL has higher volatility (7.42%) compared to LSGR (6.84%). In terms of maximum drawdown, LSGR dropped -22.92% vs DRLL's -23.73%.

Which ETF is better, LSGR or DRLL?

On 3-year performance, LSGR leads with 20.26% vs 11.02% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, LSGR has been the lower-risk option at 6.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSGR or DRLL?

Over the 3-year period, LSGR has performed better with a 20.26% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSGR or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.59% for LSGR.

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

DRLL has the higher dividend yield at 2.34%, compared with 0.00% for LSGR.

What is the main difference between LSGR and DRLL?

LSGR is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: Natixis and Strive. Their fees differ too: 0.59% for LSGR and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 0.34), 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.