STXF vs. DRLL

Last updated Jun 13, 2026

STXF (Strive 500 ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - STXF is a Large Cap Blend 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, STXF returned 21.18%/yr vs 13.09%/yr for DRLL. At a 0.25 correlation, their price movements are largely independent. STXF charges 0.05%/yr vs 0.41%/yr for DRLL.

Performance

STXF vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) 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, STXF achieves a 8.95% return, which is significantly lower than DRLL's 27.53% return.

STXF

• 1D: 0.50%
• 1M: 0.11%
• YTD: 8.95%
• 6M: 9.14%
• 1Y: 24.01%
• 3Y*: 21.18%
• 5Y*: —
• 10Y*: —

DRLL

• 1D: 0.90%
• 1M: -0.32%
• YTD: 27.53%
• 6M: 25.63%
• 1Y: 33.68%
• 3Y*: 13.09%
• 5Y*: —
• 10Y*: —

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

STXF vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXF Strive 500 ETF	8.95%	17.95%	25.13%	27.70%	-2.98%
DRLL Strive U.S. Energy ETF	27.53%	7.74%	0.02%	-1.84%	5.95%

Correlation

The correlation between STXF and DRLL is -0.14, 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	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022	0.25

The correlation between STXF and DRLL shifts across timeframes, from -0.14 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

STXF vs. DRLL — Risk / Return Rank

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

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 63
STXF Sortino Ratio Rank: 62
STXF Omega Ratio Rank: 61
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 69

DRLL

DRLL Risk / Return Rank: 47
DRLL Sharpe Ratio Rank: 49
DRLL Sortino Ratio Rank: 45
DRLL Omega Ratio Rank: 43
DRLL Calmar Ratio Rank: 55
DRLL Martin Ratio Rank: 45

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.

STXF vs. DRLL - Risk-Adjusted Trends Comparison

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

	STXF	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.51	+0.36
Sortino ratio: Return per unit of downside risk	2.59	2.01	+0.58
Omega ratio: Gain probability vs. loss probability	1.33	1.25	+0.08
Calmar ratio: Return relative to maximum drawdown	2.60	2.43	+0.17
Martin ratio: Return relative to average drawdown	11.44	6.52	+4.93

STXF vs. DRLL - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is comparable to the DRLL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of STXF 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

STXF vs. DRLL - Drawdown Comparison

The maximum STXF 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 STXF and DRLL.

Drawdown Indicators

	STXF	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	-2.48%	-10.72%	+8.24%
Average Drawdown Average peak-to-trough decline	-2.30%	-8.03%	+5.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	5.18%	-3.07%

Volatility

STXF vs. DRLL - Volatility Comparison

The current volatility for Strive 500 ETF (STXF) is 4.41%, while Strive U.S. Energy ETF (DRLL) has a volatility of 8.22%. This indicates that STXF 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

	STXF	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	8.22%	-3.81%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	18.44%	-8.42%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	22.46%	-9.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	23.78%	-7.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	23.78%	-7.63%

STXF vs. DRLL - Expense Ratio Comparison

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

Dividends

STXF vs. DRLL - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, less than DRLL's 2.40% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.40%	2.99%	3.00%	3.01%	1.18%
STXF Strive 500 ETF	1.04%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STXF and DRLL in my portfolio?

STXF and DRLL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXF or DRLL?

DRLL has higher volatility (8.22%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs DRLL's -23.73%.

Which ETF is better, STXF or DRLL?

On 3-year performance, STXF leads with 21.18% vs 13.09% for DRLL. On fees, STXF is cheaper at 0.05% per year. On volatility, STXF has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXF or DRLL?

Over the 3-year period, STXF has performed better with a 21.18% return vs 13.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXF or DRLL?

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

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

DRLL has the higher dividend yield at 2.40%, compared with 1.04% for STXF.

What is the main difference between STXF and DRLL?

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

Which has better risk-adjusted returns?

STXF currently has the higher Sharpe Ratio (1.87 vs 1.51), 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.