PCGG vs. DRLL

Last updated Aug 4, 2026

PCGG (Polen Capital Global Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - PCGG is a Global Equities fund actively managed by Polen, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. PCGG is actively managed, while DRLL is passively managed. Over the past year, PCGG returned -5.25% vs 42.98% for DRLL. Their 0.01 correlation means their historical movements had little consistent relationship. PCGG charges 0.85%/yr vs 0.41%/yr for DRLL.

Performance

PCGG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Capital Global Growth ETF (PCGG) 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, PCGG achieves a -5.73% return, which is significantly lower than DRLL's 34.95% return.

PCGG

• 1D: 1.66%
• 1M: 2.39%
• 6M: -2.39%
• YTD: -5.73%
• 1Y: -5.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.00%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$486.14K	$506.54K	$559.53K
PCGG Polen Capital Global Growth ETF	$21.56K	$40.61K	$39.96K

PCGG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PCGG Polen Capital Global Growth ETF	-5.73%	1.62%	12.40%	4.17%
DRLL Strive U.S. Energy ETF	34.95%	7.74%	0.02%	-3.87%

Correlation

The correlation between PCGG and DRLL is -0.25, 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.	-0.25
Correlation (All Time) Calculated using the full available price history since Aug 30, 2023	0.01

The correlation between PCGG and DRLL shifts across timeframes, from -0.25 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

PCGG vs. DRLL - Sectors Allocation Comparison

Sectors	PCGG	DRLL
Technology	41.4%	-
Financial Services	15.4%	-
Communication Services	15.0%	-
Consumer Cyclical	9.6%	0.9%
Industrials	7.8%	-
Healthcare	7.4%	-
Consumer Defensive	2.3%	-
Basic Materials	2.1%	-
Utilities	2.0%	-
Real Estate	1.3%	-
Energy	-	99.1%

Return for Risk

PCGG vs. DRLL — Risk / Return Rank

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

PCGG

PCGG Risk / Return Rank: 7
PCGG Sharpe Ratio Rank: 7
PCGG Sortino Ratio Rank: 6
PCGG Omega Ratio Rank: 6
PCGG Calmar Ratio Rank: 8
PCGG Martin Ratio Rank: 7

DRLL

DRLL Risk / Return Rank: 68
DRLL Sharpe Ratio Rank: 78
DRLL Sortino Ratio Rank: 71
DRLL Omega Ratio Rank: 70
DRLL Calmar Ratio Rank: 69
DRLL Martin Ratio Rank: 53

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.

PCGG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital Global Growth ETF (PCGG) 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.

	PCGG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	-0.32	1.88	-2.21
Sortino ratio: Return per unit of downside risk	-0.34	2.42	-2.76
Omega ratio: Gain probability vs. loss probability	0.96	1.31	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.23	2.54	-2.78
Martin ratio: Return relative to average drawdown	-0.50	6.46	-6.96

PCGG vs. DRLL - Sharpe Ratio Comparison

The current PCGG Sharpe Ratio is -0.32, which is lower than the DRLL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of PCGG 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

PCGG vs. DRLL - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, roughly equal to the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for PCGG and DRLL.

Drawdown Indicators

	PCGG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-22.66%	-23.73%	+1.07%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-16.99%	-5.67%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-10.44%	-5.52%	-4.92%
Average Drawdown Average peak-to-trough decline	-5.40%	-8.14%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.57%	6.67%	+3.90%

Volatility

PCGG vs. DRLL - Volatility Comparison

The current volatility for Polen Capital Global Growth ETF (PCGG) is 4.62%, while Strive U.S. Energy ETF (DRLL) has a volatility of 6.98%. This indicates that PCGG 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

	PCGG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	6.98%	-2.36%
Volatility (6M) Calculated over the trailing 6-month period	13.45%	18.78%	-5.33%
Volatility (1Y) Calculated over the trailing 1-year period	16.30%	22.98%	-6.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.75%	23.79%	-7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.75%	23.79%	-7.04%

PCGG vs. DRLL - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

PCGG vs. DRLL - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.25%	2.99%	3.00%	3.01%	1.18%
PCGG Polen Capital Global Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCGG and DRLL in my portfolio?

PCGG and DRLL have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PCGG or DRLL?

DRLL has higher volatility (6.98%) compared to PCGG (4.62%). In terms of maximum drawdown, PCGG dropped -22.66% vs DRLL's -23.73%.

Which ETF is better, PCGG or DRLL?

On 1-year performance, DRLL leads with 42.98% vs -5.25% for PCGG. On fees, DRLL is cheaper at 0.41% per year. On volatility, PCGG has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PCGG or DRLL?

Over the 1-year period, DRLL has performed better with a 42.98% return vs -5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PCGG or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.85% for PCGG.

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

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

What is the main difference between PCGG and DRLL?

PCGG is categorized as Global Equities, while DRLL is Energy Equities. They also come from different issuers: Polen and Strive. Their fees differ too: 0.85% for PCGG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.88 vs -0.32), 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.