SHOC vs. DRLL

Last updated Jun 4, 2026

SHOC (Strive U.S. Semiconductor ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - SHOC is a Semiconductors fund tracking the Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, SHOC returned 53.55%/yr vs 14.67%/yr for DRLL. At a 0.15 correlation, their price movements are largely independent. SHOC charges 0.40%/yr vs 0.41%/yr for DRLL.

Performance

SHOC vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) 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, SHOC achieves a 73.38% return, which is significantly higher than DRLL's 31.26% return.

SHOC

• 1D: 0.94%
• 1M: 25.12%
• YTD: 73.38%
• 6M: 70.44%
• 1Y: 149.45%
• 3Y*: 53.55%
• 5Y*: —
• 10Y*: —

DRLL

• 1D: 1.47%
• 1M: -1.82%
• YTD: 31.26%
• 6M: 27.14%
• 1Y: 43.09%
• 3Y*: 14.67%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SHOC vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SHOC Strive U.S. Semiconductor ETF	73.38%	49.91%	16.74%	61.97%	-1.17%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	5.91%

Correlation

The correlation between SHOC and DRLL is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Oct 7, 2022	0.15

The correlation between SHOC and DRLL shifts across timeframes, from -0.11 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

SHOC vs. DRLL - Sectors Allocation Comparison

Sectors	SHOC	DRLL
Technology	100.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.9%
Consumer Defensive	-	-
Energy	-	99.1%
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

SHOC vs. DRLL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHOC

SHOC Risk / Return Rank: 95
SHOC Sharpe Ratio Rank: 97
SHOC Sortino Ratio Rank: 94
SHOC Omega Ratio Rank: 93
SHOC Calmar Ratio Rank: 97
SHOC Martin Ratio Rank: 96

DRLL

DRLL Risk / Return Rank: 55
DRLL Sharpe Ratio Rank: 57
DRLL Sortino Ratio Rank: 52
DRLL Omega Ratio Rank: 50
DRLL Calmar Ratio Rank: 63
DRLL Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHOC vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) 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.

	SHOC	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	4.78	1.94	+2.84
Sortino ratio: Return per unit of downside risk	4.84	2.49	+2.35
Omega ratio: Gain probability vs. loss probability	1.66	1.32	+0.35
Calmar ratio: Return relative to maximum drawdown	10.30	3.11	+7.19
Martin ratio: Return relative to average drawdown	38.30	8.82	+29.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHOC vs. DRLL - Sharpe Ratio Comparison

The current SHOC Sharpe Ratio is 4.78, which is higher than the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SHOC 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.

Sharpe Ratios by Period

	SHOC	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.78	1.94	+2.84
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.57	+0.98

Drawdowns

SHOC vs. DRLL - Drawdown Comparison

The maximum SHOC drawdown since its inception was -37.54%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SHOC and DRLL.

Drawdown Indicators

	SHOC	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-37.54%	-23.73%	-13.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.59%	-13.93%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	-37.54%	-23.73%	-13.81%
Current Drawdown Current decline from peak	0.00%	-8.10%	+8.10%
Average Drawdown Average peak-to-trough decline	-7.47%	-8.02%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.92%	4.90%	-0.98%

Volatility

SHOC vs. DRLL - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) has a higher volatility of 11.47% compared to Strive U.S. Energy ETF (DRLL) at 9.15%. This indicates that SHOC'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

	SHOC	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.47%	9.15%	+2.32%
Volatility (6M) Calculated over the trailing 6-month period	24.61%	18.04%	+6.57%
Volatility (1Y) Calculated over the trailing 1-year period	31.53%	22.34%	+9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.16%	23.76%	+11.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.16%	23.76%	+11.40%

SHOC vs. DRLL - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

SHOC vs. DRLL - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.14%, less than DRLL's 2.33% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
SHOC Strive U.S. Semiconductor ETF	0.14%	0.23%	0.35%	0.65%	0.24%

Frequently Asked Questions

Can I hold both SHOC and DRLL in my portfolio?

SHOC and DRLL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHOC or DRLL?

SHOC has higher volatility (11.47%) compared to DRLL (9.15%). In terms of maximum drawdown, SHOC dropped -37.54% vs DRLL's -23.73%.

Which ETF is better, SHOC or DRLL?

On 3-year performance, SHOC leads with 53.55% vs 14.67% for DRLL. On fees, SHOC is cheaper at 0.40% per year. On volatility, DRLL has been the lower-risk option at 9.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SHOC or DRLL?

Over the 3-year period, SHOC has performed better with a 53.55% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SHOC or DRLL?

SHOC is cheaper with a 0.40% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.33%, compared with 0.14% for SHOC.

What is the main difference between SHOC and DRLL?

SHOC is categorized as Semiconductors, while DRLL is Energy Equities. SHOC tracks Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross, while DRLL tracks Bloomberg US Energy Select Index. Their fees differ too: 0.40% for SHOC and 0.41% for DRLL.

Which has better risk-adjusted returns?

SHOC currently has the higher Sharpe Ratio (4.78 vs 1.94), 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.