TDTF vs. DRLL
TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - TDTF is a Inflation-Protected Bonds fund tracking the iBoxx 5-Year Target Duration TIPS, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. Both are passively managed. Over the past 3 years, TDTF returned 4.56%/yr vs 14.67%/yr for DRLL. At a 0.04 correlation, their price movements are largely independent. TDTF charges 0.18%/yr vs 0.41%/yr for DRLL.
Performance
TDTF vs. DRLL - Performance Comparison
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Returns By Period
In the year-to-date period, TDTF achieves a 1.52% return, which is significantly lower than DRLL's 31.26% return.
TDTF
- 1D
- -0.13%
- 1M
- -0.44%
- YTD
- 1.52%
- 6M
- 1.18%
- 1Y
- 5.07%
- 3Y*
- 4.56%
- 5Y*
- 1.72%
- 10Y*
- 2.93%
DRLL
- 1D
- 1.47%
- 1M
- -1.82%
- YTD
- 31.26%
- 6M
- 27.14%
- 1Y
- 43.09%
- 3Y*
- 14.67%
- 5Y*
- —
- 10Y*
- —
TDTF vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 1.52% | 7.83% | 2.40% | 4.10% | -5.94% |
DRLL Strive U.S. Energy ETF | 31.26% | 7.74% | 0.02% | -1.84% | 16.56% |
Correlation
The correlation between TDTF 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2022 | 0.04 |
The correlation between TDTF and DRLL shifts across timeframes, from -0.13 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TDTF vs. DRLL — Risk / Return Rank
TDTF
DRLL
TDTF vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) 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.
| TDTF | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 3.11 | +0.11 |
| Martin ratioReturn relative to average drawdown | 10.66 | 8.82 | +1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDTF | DRLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.94 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.57 | -0.10 |
Drawdowns
TDTF vs. DRLL - Drawdown Comparison
The maximum TDTF drawdown since its inception was -12.02%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for TDTF and DRLL.
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Drawdown Indicators
| TDTF | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.02% | -23.73% | +11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -13.93% | +12.35% |
Max Drawdown (3Y)Largest decline over 3 years | -3.79% | -23.73% | +19.94% |
Max Drawdown (5Y)Largest decline over 5 years | -12.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -12.02% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | -8.10% | +7.53% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -8.02% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 4.90% | -4.42% |
Volatility
TDTF vs. DRLL - Volatility Comparison
The current volatility for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) is 0.73%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that TDTF 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.
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Volatility by Period
| TDTF | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 9.15% | -8.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 18.04% | -16.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 22.34% | -19.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.69% | 23.76% | -18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 23.76% | -18.69% |
TDTF vs. DRLL - Expense Ratio Comparison
TDTF has a 0.18% expense ratio, which is lower than DRLL's 0.41% expense ratio.
Dividends
TDTF vs. DRLL - Dividend Comparison
TDTF's dividend yield for the trailing twelve months is around 4.71%, more than DRLL's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.33% | 2.99% | 3.00% | 3.01% | 1.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 4.71% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Frequently Asked Questions
TDTF 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.
DRLL has higher volatility (9.15%) compared to TDTF (0.73%). In terms of maximum drawdown, TDTF dropped -12.02% vs DRLL's -23.73%.
On 3-year performance, DRLL leads with 14.67% vs 4.56% for TDTF. On fees, TDTF is cheaper at 0.18% per year. On volatility, TDTF has been the lower-risk option at 0.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DRLL has performed better with a 14.67% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTF is cheaper with a 0.18% expense ratio, compared with 0.41% for DRLL.
TDTF has the higher dividend yield at 4.71%, compared with 2.33% for DRLL.
TDTF is categorized as Inflation-Protected Bonds, while DRLL is Energy Equities. TDTF tracks iBoxx 5-Year Target Duration TIPS, while DRLL tracks Bloomberg US Energy Select Index. They also come from different issuers: Northern Trust and Strive. Their fees differ too: 0.18% for TDTF and 0.41% for DRLL.
DRLL currently has the higher Sharpe Ratio (1.94 vs 1.67), 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.
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