STXV vs. DRLL

Last updated Jun 4, 2026

STXV (Strive 1000 Value ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, STXV returned 18.06%/yr vs 14.67%/yr for DRLL. A 0.54 correlation means they provide meaningful diversification when combined. STXV charges 0.18%/yr vs 0.41%/yr for DRLL.

Performance

STXV vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) 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, STXV achieves a 12.50% return, which is significantly lower than DRLL's 31.26% return.

STXV

• 1D: -0.12%
• 1M: 3.00%
• YTD: 12.50%
• 6M: 13.79%
• 1Y: 27.20%
• 3Y*: 18.06%
• 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)

STXV vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXV Strive 1000 Value ETF	12.50%	16.26%	13.34%	9.28%	-1.46%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	-2.83%

Correlation

The correlation between STXV and DRLL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.54

Over the past year, the correlation between STXV and DRLL has dropped to 0.26 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

STXV vs. DRLL - Sectors Allocation Comparison

Sectors	STXV	DRLL
Financial Services	21.1%	-
Healthcare	16.5%	-
Technology	12.8%	-
Energy	11.2%	99.1%
Consumer Defensive	7.9%	-
Industrials	7.7%	-
Utilities	6.2%	-
Consumer Cyclical	5.8%	0.9%
Communication Services	4.5%	-
Real Estate	3.4%	-
Basic Materials	3.1%	-

Return for Risk

STXV vs. DRLL — Risk / Return Rank

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

STXV

STXV Risk / Return Rank: 84
STXV Sharpe Ratio Rank: 83
STXV Sortino Ratio Rank: 86
STXV Omega Ratio Rank: 81
STXV Calmar Ratio Rank: 85
STXV Martin Ratio Rank: 84

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.

STXV vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) 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.

	STXV	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	2.71	1.94	+0.77
Sortino ratio: Return per unit of downside risk	3.86	2.49	+1.36
Omega ratio: Gain probability vs. loss probability	1.49	1.32	+0.17
Calmar ratio: Return relative to maximum drawdown	4.70	3.11	+1.60
Martin ratio: Return relative to average drawdown	17.14	8.82	+8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXV vs. DRLL - Sharpe Ratio Comparison

The current STXV Sharpe Ratio is 2.71, which is higher than the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of STXV 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

	STXV	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	1.94	+0.77
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.57	+0.50

Drawdowns

STXV vs. DRLL - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for STXV and DRLL.

Drawdown Indicators

	STXV	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-23.73%	+8.93%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-13.93%	+8.12%
Max Drawdown (3Y) Largest decline over 3 years	-14.80%	-23.73%	+8.93%
Current Drawdown Current decline from peak	-0.12%	-8.10%	+7.98%
Average Drawdown Average peak-to-trough decline	-2.75%	-8.02%	+5.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	4.90%	-3.31%

Volatility

STXV vs. DRLL - Volatility Comparison

The current volatility for Strive 1000 Value ETF (STXV) is 2.03%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that STXV 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

	STXV	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	9.15%	-7.12%
Volatility (6M) Calculated over the trailing 6-month period	7.03%	18.04%	-11.01%
Volatility (1Y) Calculated over the trailing 1-year period	10.08%	22.34%	-12.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.22%	23.76%	-10.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.22%	23.76%	-10.54%

STXV vs. DRLL - Expense Ratio Comparison

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

Dividends

STXV vs. DRLL - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.24%, 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%
STXV Strive 1000 Value ETF	2.24%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXV and DRLL in my portfolio?

STXV and DRLL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXV or DRLL?

DRLL has higher volatility (9.15%) compared to STXV (2.03%). In terms of maximum drawdown, STXV dropped -14.80% vs DRLL's -23.73%.

Which ETF is better, STXV or DRLL?

On 3-year performance, STXV leads with 18.06% vs 14.67% for DRLL. On fees, STXV is cheaper at 0.18% per year. On volatility, STXV has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXV or DRLL?

Over the 3-year period, STXV has performed better with a 18.06% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXV or DRLL?

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

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

DRLL has the higher dividend yield at 2.33%, compared with 2.24% for STXV.

What is the main difference between STXV and DRLL?

STXV is categorized as Large Cap Value Equities, while DRLL is Energy Equities. STXV tracks Bloomberg US 1000 Value, while DRLL tracks Bloomberg US Energy Select Index. Their fees differ too: 0.18% for STXV and 0.41% for DRLL.

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.71 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.