VCLN vs. DRLL

Last updated Jun 23, 2026

VCLN (Virtus Duff & Phelps Clean Energy ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - VCLN is a Sustainable fund actively managed by Virtus Investment Partners, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. VCLN is actively managed, while DRLL is passively managed. Over the past 3 years, VCLN returned 19.29%/yr vs 12.27%/yr for DRLL. At a 0.26 correlation, their price movements are largely independent. VCLN charges 0.59%/yr vs 0.41%/yr for DRLL.

Performance

VCLN vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) 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, VCLN achieves a 29.71% return, which is significantly higher than DRLL's 20.68% return.

VCLN

• 1D: 1.65%
• 1M: -3.17%
• YTD: 29.71%
• 6M: 25.66%
• 1Y: 73.69%
• 3Y*: 19.29%
• 5Y*: —
• 10Y*: —

DRLL

• 1D: 1.39%
• 1M: -8.33%
• YTD: 20.68%
• 6M: 21.93%
• 1Y: 22.10%
• 3Y*: 12.27%
• 5Y*: —
• 10Y*: —

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

VCLN vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VCLN Virtus Duff & Phelps Clean Energy ETF	29.71%	55.75%	-6.69%	-17.54%	-9.99%
DRLL Strive U.S. Energy ETF	20.68%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between VCLN and DRLL is -0.02, 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	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.26

The correlation between VCLN and DRLL shifts across timeframes, from -0.02 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

VCLN vs. DRLL - Sectors Allocation Comparison

Sectors	VCLN	DRLL
Industrials	35.0%	-
Utilities	34.9%	-
Energy	18.1%	99.2%
Technology	9.9%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.8%
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

VCLN vs. DRLL — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 80
VCLN Sharpe Ratio Rank: 80
VCLN Sortino Ratio Rank: 74
VCLN Omega Ratio Rank: 68
VCLN Calmar Ratio Rank: 89
VCLN Martin Ratio Rank: 89

DRLL

DRLL Risk / Return Rank: 27
DRLL Sharpe Ratio Rank: 28
DRLL Sortino Ratio Rank: 26
DRLL Omega Ratio Rank: 25
DRLL Calmar Ratio Rank: 28
DRLL Martin Ratio Rank: 30

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.

VCLN vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) 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.

	VCLN	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	2.45	0.97	+1.48
Sortino ratio: Return per unit of downside risk	3.16	1.39	+1.77
Omega ratio: Gain probability vs. loss probability	1.39	1.17	+0.22
Calmar ratio: Return relative to maximum drawdown	5.13	1.33	+3.80
Martin ratio: Return relative to average drawdown	18.99	3.99	+15.00

VCLN vs. DRLL - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 2.45, which is higher than the DRLL Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VCLN 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

VCLN vs. DRLL - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for VCLN and DRLL.

Drawdown Indicators

	VCLN	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-23.73%	-21.93%
Max Drawdown (1Y) Largest decline over 1 year	-14.45%	-16.66%	+2.21%
Max Drawdown (3Y) Largest decline over 3 years	-29.25%	-23.73%	-5.52%
Current Drawdown Current decline from peak	-7.87%	-15.51%	+7.64%
Average Drawdown Average peak-to-trough decline	-23.92%	-8.06%	-15.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	5.60%	-1.70%

Volatility

VCLN vs. DRLL - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 11.49% compared to Strive U.S. Energy ETF (DRLL) at 7.94%. This indicates that VCLN's price experiences larger fluctuations and is considered to be riskier than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCLN	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.49%	7.94%	+3.55%
Volatility (6M) Calculated over the trailing 6-month period	21.11%	18.53%	+2.58%
Volatility (1Y) Calculated over the trailing 1-year period	30.28%	22.82%	+7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.62%	23.83%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.62%	23.83%	+3.79%

VCLN vs. DRLL - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

VCLN vs. DRLL - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.61%, less than DRLL's 2.54% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.54%	2.99%	3.00%	3.01%	1.18%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.61%	2.01%	1.16%	1.14%	0.65%

Frequently Asked Questions

Can I hold both VCLN and DRLL in my portfolio?

VCLN and DRLL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCLN or DRLL?

VCLN has higher volatility (11.49%) compared to DRLL (7.94%). In terms of maximum drawdown, VCLN dropped -45.66% vs DRLL's -23.73%.

Which ETF is better, VCLN or DRLL?

On 3-year performance, VCLN leads with 19.29% vs 12.27% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, DRLL has been the lower-risk option at 7.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VCLN or DRLL?

Over the 3-year period, VCLN has performed better with a 19.29% return vs 12.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VCLN or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.59% for VCLN.

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

DRLL has the higher dividend yield at 2.54%, compared with 1.61% for VCLN.

What is the main difference between VCLN and DRLL?

VCLN is categorized as Sustainable, while DRLL is Energy Equities. They also come from different issuers: Virtus Investment Partners and Strive. Their fees differ too: 0.59% for VCLN and 0.41% for DRLL.

Which has better risk-adjusted returns?

VCLN currently has the higher Sharpe Ratio (2.45 vs 0.97), 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.