SROI vs. DRLL

Last updated Aug 5, 2026

SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. SROI is actively managed, while DRLL is passively managed. Over the past 3 years, SROI returned 14.90%/yr vs 12.03%/yr for DRLL. Their 0.13 correlation means their historical movements had little consistent relationship. SROI charges 0.95%/yr vs 0.41%/yr for DRLL.

Performance

SROI vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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, SROI achieves a 14.28% return, which is significantly lower than DRLL's 33.53% return.

SROI

• 1D: 1.56%
• 1M: 3.26%
• 6M: 11.34%
• YTD: 14.28%
• 1Y: 21.36%
• 3Y*: 14.90%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.16%

DRLL

• 1D: -1.05%
• 1M: 11.55%
• 6M: 17.30%
• YTD: 33.53%
• 1Y: 41.89%
• 3Y*: 12.03%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.07%

*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	$455.44K	$502.20K	$532.52K
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	$12.03K	$13.42K	$18.49K

SROI vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	14.28%	16.36%	9.48%	9.06%
DRLL Strive U.S. Energy ETF	33.53%	7.74%	0.02%	0.08%

Correlation

The correlation between SROI 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.	0.06
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023	0.13

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

SROI vs. DRLL - Sectors Allocation Comparison

Sectors	SROI	DRLL
Technology	33.4%	-
Industrials	17.2%	-
Financial Services	12.9%	-
Consumer Cyclical	8.6%	0.9%
Healthcare	7.8%	-
Communication Services	6.8%	-
Consumer Defensive	4.5%	-
Basic Materials	4.1%	-
Utilities	1.7%	-
Real Estate	1.4%	-
Energy	0.8%	99.1%

Return for Risk

SROI vs. DRLL — Risk / Return Rank

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

SROI

SROI Risk / Return Rank: 54
SROI Sharpe Ratio Rank: 52
SROI Sortino Ratio Rank: 53
SROI Omega Ratio Rank: 51
SROI Calmar Ratio Rank: 52
SROI Martin Ratio Rank: 64

DRLL

DRLL Risk / Return Rank: 61
DRLL Sharpe Ratio Rank: 70
DRLL Sortino Ratio Rank: 63
DRLL Omega Ratio Rank: 62
DRLL Calmar Ratio Rank: 62
DRLL Martin Ratio Rank: 48

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.

SROI vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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.

	SROI	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.83	-0.36
Sortino ratio: Return per unit of downside risk	2.11	2.37	-0.25
Omega ratio: Gain probability vs. loss probability	1.26	1.30	-0.04
Calmar ratio: Return relative to maximum drawdown	2.11	2.48	-0.37
Martin ratio: Return relative to average drawdown	8.74	6.29	+2.46

SROI vs. DRLL - Sharpe Ratio Comparison

The current SROI Sharpe Ratio is 1.47, which is comparable to the DRLL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SROI 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

SROI vs. DRLL - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SROI and DRLL.

Drawdown Indicators

	SROI	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-23.73%	+8.35%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-16.99%	+6.80%
Max Drawdown (3Y) Largest decline over 3 years	-15.38%	-23.73%	+8.35%
Current Drawdown Current decline from peak	0.00%	-6.51%	+6.51%
Average Drawdown Average peak-to-trough decline	-2.39%	-8.14%	+5.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	6.68%	-4.23%

Volatility

SROI vs. DRLL - Volatility Comparison

The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 4.43%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.12%. This indicates that SROI 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

	SROI	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	7.12%	-2.69%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	18.68%	-6.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	22.97%	-8.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.06%	23.79%	-9.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.06%	23.79%	-9.73%

SROI vs. DRLL - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

SROI vs. DRLL - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.53%, less than DRLL's 2.27% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.27%	2.99%	3.00%	3.01%	1.18%
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	0.53%	0.60%	0.68%	0.94%	0.00%

Frequently Asked Questions

Can I hold both SROI and DRLL in my portfolio?

SROI 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.

Which is riskier, SROI or DRLL?

DRLL has higher volatility (7.12%) compared to SROI (4.43%). In terms of maximum drawdown, SROI dropped -15.38% vs DRLL's -23.73%.

Which ETF is better, SROI or DRLL?

On 3-year performance, SROI leads with 14.90% vs 12.03% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, SROI has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SROI or DRLL?

Over the 3-year period, SROI has performed better with a 14.90% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SROI or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.95% for SROI.

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

DRLL has the higher dividend yield at 2.27%, compared with 0.53% for SROI.

What is the main difference between SROI and DRLL?

SROI is categorized as Global Equities, while DRLL is Energy Equities. They also come from different issuers: Calamos and Strive. Their fees differ too: 0.95% for SROI and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.83 vs 1.47), 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.