WINN vs. DRLL

Last updated Jun 4, 2026

WINN (Harbor Long-Term Growers ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - WINN is a Large Cap Growth Equities fund actively managed by Harbor, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. WINN is actively managed, while DRLL is passively managed. Over the past 3 years, WINN returned 23.44%/yr vs 14.67%/yr for DRLL. At a 0.12 correlation, their price movements are largely independent. WINN charges 0.57%/yr vs 0.41%/yr for DRLL.

Performance

WINN vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Long-Term Growers ETF (WINN) 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, WINN achieves a 7.32% return, which is significantly lower than DRLL's 31.26% return.

WINN

• 1D: -1.18%
• 1M: 5.43%
• YTD: 7.32%
• 6M: 5.90%
• 1Y: 20.20%
• 3Y*: 23.44%
• 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)

WINN vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WINN Harbor Long-Term Growers ETF	7.32%	14.31%	31.64%	52.44%	-15.73%
DRLL Strive U.S. Energy ETF	31.26%	7.74%	0.02%	-1.84%	16.56%

Correlation

The correlation between WINN and DRLL is -0.22, 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	-0.22
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	0.12

The correlation between WINN and DRLL shifts across timeframes, from -0.22 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

WINN vs. DRLL - Sectors Allocation Comparison

Sectors	WINN	DRLL
Technology	49.2%	-
Communication Services	15.9%	-
Consumer Cyclical	13.3%	0.9%
Healthcare	6.8%	-
Financial Services	5.1%	-
Industrials	4.9%	-
Consumer Defensive	2.9%	-
Utilities	1.4%	-
Real Estate	0.4%	-
Basic Materials	-	-
Energy	-	99.1%

Return for Risk

WINN vs. DRLL — Risk / Return Rank

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

WINN

WINN Risk / Return Rank: 31
WINN Sharpe Ratio Rank: 35
WINN Sortino Ratio Rank: 33
WINN Omega Ratio Rank: 34
WINN Calmar Ratio Rank: 24
WINN Martin Ratio Rank: 26

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.

WINN vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Long-Term Growers ETF (WINN) 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.

	WINN	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.26	1.94	-0.68
Sortino ratio: Return per unit of downside risk	1.77	2.49	-0.72
Omega ratio: Gain probability vs. loss probability	1.23	1.32	-0.09
Calmar ratio: Return relative to maximum drawdown	1.12	3.11	-1.99
Martin ratio: Return relative to average drawdown	3.51	8.82	-5.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WINN vs. DRLL - Sharpe Ratio Comparison

The current WINN Sharpe Ratio is 1.26, which is lower than the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WINN 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

	WINN	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	1.94	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.57	+0.05

Drawdowns

WINN vs. DRLL - Drawdown Comparison

The maximum WINN drawdown since its inception was -32.07%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for WINN and DRLL.

Drawdown Indicators

	WINN	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-32.07%	-23.73%	-8.34%
Max Drawdown (1Y) Largest decline over 1 year	-18.06%	-13.93%	-4.13%
Max Drawdown (3Y) Largest decline over 3 years	-23.66%	-23.73%	+0.07%
Current Drawdown Current decline from peak	-1.85%	-8.10%	+6.25%
Average Drawdown Average peak-to-trough decline	-9.09%	-8.02%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.78%	4.90%	+0.88%

Volatility

WINN vs. DRLL - Volatility Comparison

The current volatility for Harbor Long-Term Growers ETF (WINN) is 4.00%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that WINN 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

	WINN	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	9.15%	-5.15%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	18.04%	-5.80%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	22.34%	-6.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.74%	23.76%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.74%	23.76%	-0.02%

WINN vs. DRLL - Expense Ratio Comparison

WINN has a 0.57% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

WINN vs. DRLL - Dividend Comparison

WINN has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.33%.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
WINN Harbor Long-Term Growers ETF	0.00%	0.00%	0.00%	0.06%	0.06%

Frequently Asked Questions

Can I hold both WINN and DRLL in my portfolio?

WINN and DRLL have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WINN or DRLL?

DRLL has higher volatility (9.15%) compared to WINN (4.00%). In terms of maximum drawdown, WINN dropped -32.07% vs DRLL's -23.73%.

Which ETF is better, WINN or DRLL?

On 3-year performance, WINN leads with 23.44% vs 14.67% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, WINN has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WINN or DRLL?

Over the 3-year period, WINN has performed better with a 23.44% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WINN or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.57% for WINN.

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

DRLL has the higher dividend yield at 2.33%, compared with 0.00% for WINN.

What is the main difference between WINN and DRLL?

WINN is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: Harbor and Strive. Their fees differ too: 0.57% for WINN and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.94 vs 1.26), 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.