STXK vs. DRLL

Last updated Jun 4, 2026

STXK (Strive Small-Cap ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 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, STXK returned 14.24%/yr vs 14.67%/yr for DRLL. At a 0.38 correlation, their price movements are largely independent. STXK charges 0.18%/yr vs 0.41%/yr for DRLL.

Performance

STXK vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Small-Cap ETF (STXK) 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, STXK achieves a 10.46% return, which is significantly lower than DRLL's 31.26% return.

STXK

• 1D: -0.89%
• 1M: 2.04%
• YTD: 10.46%
• 6M: 9.14%
• 1Y: 25.86%
• 3Y*: 14.24%
• 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)

STXK vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	10.46%	7.82%	9.47%	20.15%	-4.99%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	-2.83%

Correlation

The correlation between STXK and DRLL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.38

Over the past year, the correlation between STXK and DRLL has dropped to 0.07 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

STXK vs. DRLL - Sectors Allocation Comparison

Sectors	STXK	DRLL
Technology	16.4%	-
Financial Services	15.8%	-
Industrials	14.6%	-
Consumer Cyclical	13.5%	0.9%
Healthcare	12.2%	-
Real Estate	7.4%	-
Energy	7.0%	99.1%
Basic Materials	4.5%	-
Utilities	3.2%	-
Consumer Defensive	3.1%	-
Communication Services	2.2%	-

Return for Risk

STXK vs. DRLL — Risk / Return Rank

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

STXK

STXK Risk / Return Rank: 48
STXK Sharpe Ratio Rank: 45
STXK Sortino Ratio Rank: 46
STXK Omega Ratio Rank: 42
STXK Calmar Ratio Rank: 54
STXK Martin Ratio Rank: 54

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.

STXK vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Small-Cap ETF (STXK) 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.

	STXK	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.55	1.94	-0.39
Sortino ratio: Return per unit of downside risk	2.29	2.49	-0.20
Omega ratio: Gain probability vs. loss probability	1.27	1.32	-0.05
Calmar ratio: Return relative to maximum drawdown	2.65	3.11	-0.46
Martin ratio: Return relative to average drawdown	9.12	8.82	+0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXK vs. DRLL - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.55, which is comparable to the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of STXK 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

	STXK	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	1.94	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.57	+0.02

Drawdowns

STXK vs. DRLL - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for STXK and DRLL.

Drawdown Indicators

	STXK	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-23.73%	-3.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-13.93%	+4.12%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-23.73%	-3.39%
Current Drawdown Current decline from peak	-1.10%	-8.10%	+7.00%
Average Drawdown Average peak-to-trough decline	-5.61%	-8.02%	+2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	4.90%	-2.06%

Volatility

STXK vs. DRLL - Volatility Comparison

The current volatility for Strive Small-Cap ETF (STXK) is 4.21%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that STXK 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

	STXK	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	9.15%	-4.94%
Volatility (6M) Calculated over the trailing 6-month period	11.55%	18.04%	-6.49%
Volatility (1Y) Calculated over the trailing 1-year period	16.86%	22.34%	-5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	23.76%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	23.76%	-3.64%

STXK vs. DRLL - Expense Ratio Comparison

STXK has a 0.18% expense ratio, which is lower than DRLL's 0.41% expense ratio.

Dividends

STXK vs. DRLL - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.39%, 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%
STXK Strive Small-Cap ETF	1.39%	1.29%	1.64%	1.14%	0.31%

Frequently Asked Questions

Can I hold both STXK and DRLL in my portfolio?

STXK and DRLL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXK or DRLL?

DRLL has higher volatility (9.15%) compared to STXK (4.21%). In terms of maximum drawdown, STXK dropped -27.12% vs DRLL's -23.73%.

Which ETF is better, STXK or DRLL?

On 3-year performance, DRLL leads with 14.67% vs 14.24% for STXK. On fees, STXK is cheaper at 0.18% per year. On volatility, STXK has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or DRLL?

Over the 3-year period, DRLL has performed better with a 14.67% return vs 14.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or DRLL?

STXK is cheaper with a 0.18% expense ratio, compared with 0.41% for DRLL.

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

DRLL has the higher dividend yield at 2.33%, compared with 1.39% for STXK.

What is the main difference between STXK and DRLL?

STXK is categorized as Small Cap Blend Equities, while DRLL is Energy Equities. STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while DRLL tracks Bloomberg US Energy Select Index. Their fees differ too: 0.18% for STXK and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.94 vs 1.55), 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.