PSCX vs. DRLL

Last updated Aug 6, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - PSCX is a Defined Outcome fund actively managed by Pacer, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. PSCX is actively managed, while DRLL is passively managed. Over the past 3 years, PSCX returned 12.59%/yr vs 11.02%/yr for DRLL. Their 0.19 correlation means their historical movements had little consistent relationship. PSCX charges 0.75%/yr vs 0.41%/yr for DRLL.

Performance

PSCX vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) 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, PSCX achieves a 6.99% return, which is significantly lower than DRLL's 29.95% return.

PSCX

• 1D: 0.01%
• 1M: 1.34%
• 6M: 6.70%
• YTD: 6.99%
• 1Y: 13.75%
• 3Y*: 12.59%
• 5Y*: 8.56%
• 10Y*: —
• ALL TIME*: 8.81%

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
PSCX Pacer Swan SOS Conservative (December) ETF	$30.03K	$18.18K	$35.40K

PSCX vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PSCX Pacer Swan SOS Conservative (December) ETF	6.99%	12.08%	13.27%	16.57%	-0.96%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between PSCX and DRLL is -0.20, 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.	-0.20
Correlation (3Y) Balances recent behavior with more history.	0.10
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.19

The correlation between PSCX and DRLL shifts across timeframes, from -0.20 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

PSCX vs. DRLL - Sectors Allocation Comparison

Sectors	PSCX	DRLL
Technology	38.5%	-
Financial Services	11.6%	-
Communication Services	9.9%	-
Consumer Cyclical	9.5%	0.9%
Healthcare	8.9%	-
Industrials	8.4%	-
Consumer Defensive	4.5%	-
Energy	3.0%	99.1%
Utilities	2.2%	-
Real Estate	1.8%	-
Basic Materials	1.7%	-

Return for Risk

PSCX vs. DRLL — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 89
PSCX Sharpe Ratio Rank: 91
PSCX Sortino Ratio Rank: 92
PSCX Omega Ratio Rank: 92
PSCX Calmar Ratio Rank: 81
PSCX Martin Ratio Rank: 91

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.

PSCX vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) 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.

	PSCX	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	2.45	1.62	+0.83
Sortino ratio: Return per unit of downside risk	3.62	2.13	+1.49
Omega ratio: Gain probability vs. loss probability	1.49	1.27	+0.22
Calmar ratio: Return relative to maximum drawdown	3.28	2.20	+1.08
Martin ratio: Return relative to average drawdown	16.35	5.57	+10.78

PSCX vs. DRLL - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.45, which is higher than the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PSCX 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

PSCX vs. DRLL - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for PSCX and DRLL.

Drawdown Indicators

	PSCX	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-23.73%	+13.53%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	-16.99%	+12.79%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-23.73%	+14.12%
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	—	—
Current Drawdown Current decline from peak	0.00%	-9.02%	+9.02%
Average Drawdown Average peak-to-trough decline	-1.82%	-8.14%	+6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.84%	6.71%	-5.87%

Volatility

PSCX vs. DRLL - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.60%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that PSCX 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

	PSCX	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	7.42%	-5.82%
Volatility (6M) Calculated over the trailing 6-month period	4.65%	18.67%	-14.02%
Volatility (1Y) Calculated over the trailing 1-year period	5.66%	23.14%	-17.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.15%	23.82%	-16.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.94%	23.82%	-16.88%

PSCX vs. DRLL - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

PSCX vs. DRLL - Dividend Comparison

PSCX 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%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and DRLL in my portfolio?

PSCX and DRLL have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCX or DRLL?

DRLL has higher volatility (7.42%) compared to PSCX (1.60%). In terms of maximum drawdown, PSCX dropped -10.20% vs DRLL's -23.73%.

Which ETF is better, PSCX or DRLL?

On 3-year performance, PSCX leads with 12.59% vs 11.02% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, PSCX has been the lower-risk option at 1.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCX or DRLL?

Over the 3-year period, PSCX has performed better with a 12.59% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCX or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.75% for PSCX.

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

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

What is the main difference between PSCX and DRLL?

PSCX is categorized as Defined Outcome, while DRLL is Energy Equities. They also come from different issuers: Pacer and Strive. Their fees differ too: 0.75% for PSCX and 0.41% for DRLL.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.45 vs 1.62), 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.