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MARW vs. DRLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARW vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap Buffer20 Mar ETF (MARW) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARW achieves a 6.02% return, which is significantly lower than DRLL's 34.95% return.


MARW

1D
0.21%
1M
0.80%
6M
5.24%
YTD
6.02%
1Y
11.36%
3Y*
10.87%
5Y*
10Y*
ALL TIME*
11.52%

DRLL

1D
-1.27%
1M
12.74%
6M
22.18%
YTD
34.95%
1Y
42.98%
3Y*
12.43%
5Y*
10Y*
ALL TIME*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$486.14K$506.54K$559.53K
$38.44K$36.97K$82.02K

MARW vs. DRLL - Yearly Performance Comparison


2026 (YTD)202520242023
MARW
Allianzim U.S. Large Cap Buffer20 Mar ETF
6.02%10.61%11.11%11.51%
DRLL
Strive U.S. Energy ETF
34.95%7.74%0.02%2.66%

Correlation

The correlation between MARW 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.

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2023

0.13

The correlation between MARW and DRLL shifts across timeframes, from -0.24 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MARW vs. DRLL — Risk / Return Rank

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

MARW
MARW Risk / Return Rank: 9292
Overall Rank
MARW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MARW Sortino Ratio Rank: 9393
Sortino Ratio Rank
MARW Omega Ratio Rank: 9595
Omega Ratio Rank
MARW Calmar Ratio Rank: 8383
Calmar Ratio Rank
MARW Martin Ratio Rank: 9494
Martin Ratio Rank

DRLL
DRLL Risk / Return Rank: 6868
Overall Rank
DRLL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRLL Omega Ratio Rank: 7070
Omega Ratio Rank
DRLL Calmar Ratio Rank: 6969
Calmar Ratio Rank
DRLL Martin Ratio Rank: 5353
Martin Ratio Rank
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.

MARW vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer20 Mar ETF (MARW) 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.


MARWDRLLDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.58

1.31

+0.27

Calmar ratioReturn relative to maximum drawdown

3.37

2.54

+0.82

Martin ratioReturn relative to average drawdown

19.17

6.46

+12.70

MARW vs. DRLL - Sharpe Ratio Comparison

The current MARW Sharpe Ratio is 2.62, which is higher than the DRLL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of MARW 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.


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Drawdowns

MARW vs. DRLL - Drawdown Comparison

The maximum MARW drawdown since its inception was -7.58%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for MARW and DRLL.


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Drawdown Indicators


MARWDRLLDifference

Max Drawdown

Largest peak-to-trough decline

-7.58%

-23.73%

+16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-16.99%

+13.60%

Max Drawdown (3Y)

Largest decline over 3 years

-7.58%

-23.73%

+16.15%

Current Drawdown

Current decline from peak

0.00%

-5.52%

+5.52%

Average Drawdown

Average peak-to-trough decline

-0.47%

-8.14%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

6.67%

-6.08%

Volatility

MARW vs. DRLL - Volatility Comparison

The current volatility for Allianzim U.S. Large Cap Buffer20 Mar ETF (MARW) is 1.22%, while Strive U.S. Energy ETF (DRLL) has a volatility of 6.98%. This indicates that MARW 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.


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Volatility by Period


MARWDRLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

6.98%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

18.78%

-15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

22.98%

-18.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

23.79%

-17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

23.79%

-17.76%

MARW vs. DRLL - Expense Ratio Comparison

MARW has a 0.74% expense ratio, which is higher than DRLL's 0.41% expense ratio.


Dividends

MARW vs. DRLL - Dividend Comparison

MARW has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.25%.


PositionTTM2025202420232022
DRLL
Strive U.S. Energy ETF
2.25%2.99%3.00%3.01%1.18%
MARW
Allianzim U.S. Large Cap Buffer20 Mar ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MARW 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.

DRLL has higher volatility (6.98%) compared to MARW (1.22%). In terms of maximum drawdown, MARW dropped -7.58% vs DRLL's -23.73%.

On 3-year performance, DRLL leads with 12.43% vs 10.87% for MARW. On fees, DRLL is cheaper at 0.41% per year. On volatility, MARW has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DRLL has performed better with a 12.43% return vs 10.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRLL is cheaper with a 0.41% expense ratio, compared with 0.74% for MARW.

DRLL has the higher dividend yield at 2.25%, compared with 0.00% for MARW.

MARW is categorized as Options Trading, while DRLL is Energy Equities. They also come from different issuers: Allianz and Strive. Their fees differ too: 0.74% for MARW and 0.41% for DRLL.

MARW currently has the higher Sharpe Ratio (2.62 vs 1.88), 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.

Portfolio Optimizer

Find the right allocation for MARW and DRLL

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