VNIE vs. DRLL

Last updated Jul 12, 2026

VNIE (Vontobel International Equity Active ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - VNIE is a Foreign Large Cap Equities fund actively managed by Vontobel, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. VNIE is actively managed, while DRLL is passively managed. Over the past year, VNIE returned -0.05% vs 23.80% for DRLL. At a correlation of -0.19, they often move in opposite directions. VNIE charges 0.60%/yr vs 0.41%/yr for DRLL.

Performance

VNIE vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vontobel International Equity Active ETF (VNIE) 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, VNIE achieves a 4.18% return, which is significantly lower than DRLL's 23.39% return.

VNIE

• 1D: 0.09%
• 1M: -0.56%
• 6M: 2.28%
• YTD: 4.18%
• 1Y: -0.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRLL

• 1D: 0.46%
• 1M: -3.24%
• 6M: 19.33%
• YTD: 23.39%
• 1Y: 23.80%
• 3Y*: 10.51%
• 5Y*: —
• 10Y*: —

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

VNIE vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025
VNIE Vontobel International Equity Active ETF	4.18%	-1.01%
DRLL Strive U.S. Energy ETF	23.39%	6.58%

Correlation

The correlation between VNIE and DRLL is -0.17, 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	-0.17
Correlation (All Time) Calculated using the full available price history since May 15, 2025	-0.19

Return for Risk

VNIE vs. DRLL — Risk / Return Rank

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

VNIE

VNIE Risk / Return Rank: 8
VNIE Sharpe Ratio Rank: 9
VNIE Sortino Ratio Rank: 8
VNIE Omega Ratio Rank: 8
VNIE Calmar Ratio Rank: 9
VNIE Martin Ratio Rank: 8

DRLL

DRLL Risk / Return Rank: 35
DRLL Sharpe Ratio Rank: 37
DRLL Sortino Ratio Rank: 34
DRLL Omega Ratio Rank: 34
DRLL Calmar Ratio Rank: 35
DRLL Martin Ratio Rank: 32

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.

VNIE vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vontobel International Equity Active ETF (VNIE) 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.

	VNIE	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	1.09	-1.14
Sortino ratio: Return per unit of downside risk	0.05	1.52	-1.48
Omega ratio: Gain probability vs. loss probability	1.01	1.19	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.06	1.45	-1.51
Martin ratio: Return relative to average drawdown	-0.18	3.73	-3.91

VNIE vs. DRLL - Sharpe Ratio Comparison

The current VNIE Sharpe Ratio is -0.05, which is lower than the DRLL Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VNIE 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

VNIE vs. DRLL - Drawdown Comparison

The maximum VNIE drawdown since its inception was -13.11%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for VNIE and DRLL.

Drawdown Indicators

	VNIE	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-23.73%	+10.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.11%	-16.99%	+3.88%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-4.34%	-13.61%	+9.27%
Average Drawdown Average peak-to-trough decline	-4.19%	-8.16%	+3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	6.57%	-1.47%

Volatility

VNIE vs. DRLL - Volatility Comparison

The current volatility for Vontobel International Equity Active ETF (VNIE) is 6.00%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.24%. This indicates that VNIE 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

	VNIE	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	7.24%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	15.19%	18.39%	-3.20%
Volatility (1Y) Calculated over the trailing 1-year period	16.65%	22.57%	-5.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.88%	23.77%	-7.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.88%	23.77%	-7.89%

VNIE vs. DRLL - Expense Ratio Comparison

VNIE has a 0.60% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

VNIE vs. DRLL - Dividend Comparison

VNIE's dividend yield for the trailing twelve months is around 0.31%, less than DRLL's 2.46% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.46%	2.99%	3.00%	3.01%	1.18%
VNIE Vontobel International Equity Active ETF	0.31%	0.32%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VNIE and DRLL in my portfolio?

VNIE and DRLL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VNIE or DRLL?

DRLL has higher volatility (7.24%) compared to VNIE (6.00%). In terms of maximum drawdown, VNIE dropped -13.11% vs DRLL's -23.73%.

Which ETF is better, VNIE or DRLL?

On 1-year performance, DRLL leads with 23.80% vs -0.05% for VNIE. On fees, DRLL is cheaper at 0.41% per year. On volatility, VNIE has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VNIE or DRLL?

Over the 1-year period, DRLL has performed better with a 23.80% return vs -0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VNIE or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.60% for VNIE.

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

DRLL has the higher dividend yield at 2.46%, compared with 0.31% for VNIE.

What is the main difference between VNIE and DRLL?

VNIE is categorized as Foreign Large Cap Equities, while DRLL is Energy Equities. They also come from different issuers: Vontobel and Strive. Their fees differ too: 0.60% for VNIE and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.09 vs -0.05), 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.