MAGS vs. DRLL

Last updated Aug 6, 2026

MAGS (Roundhill Magnificent Seven ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - MAGS is a Technology Equities fund actively managed by Roundhill, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. MAGS is actively managed, while DRLL is passively managed. Over the past 3 years, MAGS returned 31.49%/yr vs 11.02%/yr for DRLL. Their -0.05 correlation means they have often moved in opposite directions in the past. MAGS charges 0.30%/yr vs 0.41%/yr for DRLL.

Performance

MAGS vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (MAGS) 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, MAGS achieves a 3.73% return, which is significantly lower than DRLL's 29.95% return.

MAGS

• 1D: -0.78%
• 1M: 3.23%
• 6M: 6.76%
• YTD: 3.73%
• 1Y: 20.55%
• 3Y*: 31.49%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.96%

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
MAGS Roundhill Magnificent Seven ETF	$361.59M	$320.62M	$295.67M

MAGS vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAGS Roundhill Magnificent Seven ETF	3.73%	22.99%	63.97%	35.74%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-0.11%

Correlation

The correlation between MAGS and DRLL is -0.29, 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.	-0.29
Correlation (3Y) Balances recent behavior with more history.	-0.05
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	-0.05

Over the past year, the inverse relationship between MAGS and DRLL has strengthened: their correlation has moved from -0.05 to -0.29, meaning they now move in opposite directions more often than their long-term average.

MAGS vs. DRLL - Sectors Allocation Comparison

Sectors	MAGS	DRLL
Technology	13.0%	-
Communication Services	6.5%	-
Consumer Cyclical	6.2%	0.9%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	99.1%
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

MAGS vs. DRLL — Risk / Return Rank

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

MAGS

MAGS Risk / Return Rank: 32
MAGS Sharpe Ratio Rank: 33
MAGS Sortino Ratio Rank: 32
MAGS Omega Ratio Rank: 31
MAGS Calmar Ratio Rank: 30
MAGS Martin Ratio Rank: 32

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.

MAGS vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) 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.

	MAGS	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	0.93	1.62	-0.69
Sortino ratio: Return per unit of downside risk	1.39	2.13	-0.74
Omega ratio: Gain probability vs. loss probability	1.17	1.27	-0.10
Calmar ratio: Return relative to maximum drawdown	1.11	2.20	-1.09
Martin ratio: Return relative to average drawdown	3.26	5.57	-2.31

MAGS vs. DRLL - Sharpe Ratio Comparison

The current MAGS Sharpe Ratio is 0.93, which is lower than the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of MAGS 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

MAGS vs. DRLL - Drawdown Comparison

The maximum MAGS drawdown since its inception was -29.91%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for MAGS and DRLL.

Drawdown Indicators

	MAGS	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-29.91%	-23.73%	-6.18%
Max Drawdown (1Y) Largest decline over 1 year	-18.62%	-16.99%	-1.63%
Max Drawdown (3Y) Largest decline over 3 years	-29.91%	-23.73%	-6.18%
Current Drawdown Current decline from peak	-3.55%	-9.02%	+5.47%
Average Drawdown Average peak-to-trough decline	-4.85%	-8.14%	+3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.32%	6.71%	-0.39%

Volatility

MAGS vs. DRLL - Volatility Comparison

Roundhill Magnificent Seven ETF (MAGS) has a higher volatility of 8.60% compared to Strive U.S. Energy ETF (DRLL) at 7.42%. This indicates that MAGS's price experiences larger fluctuations and is considered to be riskier than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAGS	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.60%	7.42%	+1.18%
Volatility (6M) Calculated over the trailing 6-month period	17.70%	18.67%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	22.26%	23.14%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.12%	23.82%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.12%	23.82%	+2.30%

MAGS vs. DRLL - Expense Ratio Comparison

MAGS has a 0.30% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

MAGS vs. DRLL - Dividend Comparison

MAGS's dividend yield for the trailing twelve months is around 1.43%, 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%
MAGS Roundhill Magnificent Seven ETF	1.43%	1.48%	0.81%	0.44%	0.00%

Frequently Asked Questions

Can I hold both MAGS and DRLL in my portfolio?

MAGS and DRLL have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAGS or DRLL?

MAGS has higher volatility (8.60%) compared to DRLL (7.42%). In terms of maximum drawdown, MAGS dropped -29.91% vs DRLL's -23.73%.

Which ETF is better, MAGS or DRLL?

On 3-year performance, MAGS leads with 31.49% vs 11.02% for DRLL. On fees, MAGS is cheaper at 0.30% per year. On volatility, DRLL has been the lower-risk option at 7.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MAGS or DRLL?

Over the 3-year period, MAGS has performed better with a 31.49% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MAGS or DRLL?

MAGS is cheaper with a 0.30% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.34%, compared with 1.43% for MAGS.

What is the main difference between MAGS and DRLL?

MAGS is categorized as Technology Equities, while DRLL is Energy Equities. They also come from different issuers: Roundhill and Strive. Their fees differ too: 0.30% for MAGS and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 0.93), 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.