VCLN vs. DRLL

Last updated Apr 1, 2026

Compare and contrast key facts about Virtus Duff & Phelps Clean Energy ETF (VCLN) and Strive U.S. Energy ETF (DRLL).

VCLN and DRLL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021. DRLL is a passively managed fund by Strive that tracks the performance of the Bloomberg US Energy Select Index. It was launched on Aug 8, 2022.

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.

VCLN vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VCLN Virtus Duff & Phelps Clean Energy ETF	9.96%	55.75%	-6.69%	-17.54%	-10.17%
DRLL Strive U.S. Energy ETF	39.11%	7.74%	0.02%	-1.84%	16.56%

Returns By Period

In the year-to-date period, VCLN achieves a 9.96% return, which is significantly lower than DRLL's 39.11% return.

VCLN

• 1D: 4.26%
• 1M: -0.55%
• YTD: 9.96%
• 6M: 19.57%
• 1Y: 72.36%
• 3Y*: 9.48%
• 5Y*: —
• 10Y*: —

DRLL

• 1D: -1.68%
• 1M: 12.84%
• YTD: 39.11%
• 6M: 39.00%
• 1Y: 36.68%
• 3Y*: 15.62%
• 5Y*: —
• 10Y*: —

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

VCLN vs. DRLL - Expense Ratio Comparison

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

VCLN

Virtus Duff & Phelps Clean Energy ETF

DRLL

Strive U.S. Energy ETF

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: 96
VCLN Sharpe Ratio Rank: 95
VCLN Sortino Ratio Rank: 95
VCLN Omega Ratio Rank: 92
VCLN Calmar Ratio Rank: 98
VCLN Martin Ratio Rank: 97

DRLL

DRLL Risk / Return Rank: 71
DRLL Sharpe Ratio Rank: 77
DRLL Sortino Ratio Rank: 73
DRLL Omega Ratio Rank: 72
DRLL Calmar Ratio Rank: 75
DRLL Martin Ratio Rank: 57

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.

	VCLN	DRLL	Difference
Sharpe ratio Return per unit of total volatility	2.44	1.41	+1.03
Sortino ratio Return per unit of downside risk	3.16	1.84	+1.31
Omega ratio Gain probability vs. loss probability	1.40	1.27	+0.13
Calmar ratio Return relative to maximum drawdown	5.64	1.96	+3.68
Martin ratio Return relative to average drawdown	20.86	5.65	+15.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCLN vs. DRLL - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 2.44, which is higher than the DRLL Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VCLN and DRLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VCLN	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	1.41	+1.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.69	-0.57

Correlation

The correlation between VCLN and DRLL is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VCLN vs. DRLL - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.83%, less than DRLL's 2.20% yield.

	TTM	2025	2024	2023	2022
VCLN Virtus Duff & Phelps Clean Energy ETF	1.83%	2.01%	1.16%	1.14%	0.65%
DRLL Strive U.S. Energy ETF	2.20%	2.99%	3.00%	3.01%	1.18%

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	-12.58%	-19.37%	+6.79%
Current Drawdown Current decline from peak	-5.48%	-2.61%	-2.87%
Average Drawdown Average peak-to-trough decline	-24.93%	-7.95%	-16.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	6.74%	-3.34%

Volatility

VCLN vs. DRLL - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 9.99% compared to Strive U.S. Energy ETF (DRLL) at 5.64%. 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	9.99%	5.64%	+4.35%
Volatility (6M) Calculated over the trailing 6-month period	21.33%	14.76%	+6.57%
Volatility (1Y) Calculated over the trailing 1-year period	29.85%	26.10%	+3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.35%	23.41%	+3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	23.41%	+3.94%