STRV vs. DRLL

Last updated Jun 4, 2026

STRV (Strive 500 ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - STRV is a Large Cap Growth Equities fund tracking the Bloomberg US Large Cap Index, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, STRV returned 22.74%/yr vs 14.67%/yr for DRLL. At a 0.25 correlation, their price movements are largely independent. STRV charges 0.05%/yr vs 0.41%/yr for DRLL.

Performance

STRV vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STRV) 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, STRV achieves a 10.98% return, which is significantly lower than DRLL's 31.26% return.

STRV

• 1D: -0.67%
• 1M: 5.39%
• YTD: 10.98%
• 6M: 10.91%
• 1Y: 28.16%
• 3Y*: 22.74%
• 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)

STRV vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STRV Strive 500 ETF	10.98%	17.95%	25.13%	27.70%	-1.96%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	8.49%

Correlation

The correlation between STRV and DRLL is -0.13, 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	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.25

The correlation between STRV and DRLL shifts across timeframes, from -0.13 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

STRV vs. DRLL - Sectors Allocation Comparison

Sectors	STRV	DRLL
Technology	38.6%	-
Communication Services	11.1%	-
Financial Services	10.8%	-
Consumer Cyclical	10.0%	0.9%
Healthcare	8.5%	-
Industrials	7.9%	-
Consumer Defensive	4.5%	-
Energy	3.2%	99.1%
Utilities	2.0%	-
Basic Materials	1.7%	-
Real Estate	1.7%	-

Return for Risk

STRV vs. DRLL — Risk / Return Rank

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

STRV

STRV Risk / Return Rank: 67
STRV Sharpe Ratio Rank: 68
STRV Sortino Ratio Rank: 68
STRV Omega Ratio Rank: 65
STRV Calmar Ratio Rank: 61
STRV Martin Ratio Rank: 73

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.

STRV vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STRV) 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.

	STRV	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.94	+0.34
Sortino ratio: Return per unit of downside risk	3.17	2.49	+0.67
Omega ratio: Gain probability vs. loss probability	1.40	1.32	+0.09
Calmar ratio: Return relative to maximum drawdown	3.04	3.11	-0.06
Martin ratio: Return relative to average drawdown	13.78	8.82	+4.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STRV vs. DRLL - Sharpe Ratio Comparison

The current STRV Sharpe Ratio is 2.28, which is comparable to the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of STRV 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

	STRV	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.94	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.57	+0.76

Drawdowns

STRV vs. DRLL - Drawdown Comparison

The maximum STRV drawdown since its inception was -19.00%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for STRV and DRLL.

Drawdown Indicators

	STRV	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-23.73%	+4.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-13.93%	+4.64%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-23.73%	+4.73%
Current Drawdown Current decline from peak	-0.67%	-8.10%	+7.43%
Average Drawdown Average peak-to-trough decline	-2.26%	-8.02%	+5.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	4.90%	-2.85%

Volatility

STRV vs. DRLL - Volatility Comparison

The current volatility for Strive 500 ETF (STRV) is 2.79%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that STRV 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

	STRV	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	9.15%	-6.36%
Volatility (6M) Calculated over the trailing 6-month period	9.31%	18.04%	-8.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	22.34%	-9.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	23.76%	-7.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	23.76%	-7.66%

STRV vs. DRLL - Expense Ratio Comparison

STRV has a 0.05% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

STRV vs. DRLL - Dividend Comparison

STRV's dividend yield for the trailing twelve months is around 1.02%, 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%
STRV Strive 500 ETF	1.02%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STRV and DRLL in my portfolio?

STRV and DRLL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRV or DRLL?

DRLL has higher volatility (9.15%) compared to STRV (2.79%). In terms of maximum drawdown, STRV dropped -19.00% vs DRLL's -23.73%.

Which ETF is better, STRV or DRLL?

On 3-year performance, STRV leads with 22.74% vs 14.67% for DRLL. On fees, STRV is cheaper at 0.05% per year. On volatility, STRV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STRV or DRLL?

Over the 3-year period, STRV has performed better with a 22.74% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STRV or DRLL?

STRV is cheaper with a 0.05% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.33%, compared with 1.02% for STRV.

What is the main difference between STRV and DRLL?

STRV is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. STRV tracks Bloomberg US Large Cap Index, while DRLL tracks Bloomberg US Energy Select Index. Their fees differ too: 0.05% for STRV and 0.41% for DRLL.

Which has better risk-adjusted returns?

STRV currently has the higher Sharpe Ratio (2.28 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.