XMAR vs. DRLL
XMAR (FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - XMAR is a Options Trading fund actively managed by FT Vest, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. XMAR is actively managed, while DRLL is passively managed. Over the past 3 years, XMAR returned 10.95%/yr vs 12.43%/yr for DRLL. Their 0.13 correlation means their historical movements had little consistent relationship. XMAR charges 0.85%/yr vs 0.41%/yr for DRLL.
Performance
XMAR vs. DRLL - Performance Comparison
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Returns By Period
In the year-to-date period, XMAR achieves a 7.84% return, which is significantly lower than DRLL's 34.95% return.
XMAR
- 1D
- 0.16%
- 1M
- 0.78%
- 6M
- 7.22%
- YTD
- 7.84%
- 1Y
- 11.98%
- 3Y*
- 10.95%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.64%
DRLL
- 1D
- -1.27%
- 1M
- 12.74%
- 6M
- 22.18%
- YTD
- 34.95%
- 1Y
- 42.98%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $486.14K | $506.54K | $559.53K | |
| $432.56K | $343.17K | $829.91K |
XMAR vs. DRLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 7.84% | 10.30% | 10.10% | 10.71% |
DRLL Strive U.S. Energy ETF | 34.95% | 7.74% | 0.02% | 11.40% |
Correlation
The correlation between XMAR and DRLL is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.13 |
The correlation between XMAR and DRLL shifts across timeframes, from -0.18 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XMAR vs. DRLL — Risk / Return Rank
XMAR
DRLL
XMAR vs. DRLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) 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.
| XMAR | DRLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +4.02 | ||
| Omega ratioGain probability vs. loss probability | 2.01 | 1.31 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 8.14 | 2.54 | +5.60 |
| Martin ratioReturn relative to average drawdown | 53.92 | 6.46 | +47.46 |
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Drawdowns
XMAR vs. DRLL - Drawdown Comparison
The maximum XMAR drawdown since its inception was -7.29%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for XMAR and DRLL.
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Drawdown Indicators
| XMAR | DRLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.29% | -23.73% | +16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.48% | -16.99% | +15.51% |
Max Drawdown (3Y)Largest decline over 3 years | -7.29% | -23.73% | +16.44% |
Current DrawdownCurrent decline from peak | 0.00% | -5.52% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -0.30% | -8.14% | +7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 6.67% | -6.45% |
Volatility
XMAR vs. DRLL - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) is 0.86%, while Strive U.S. Energy ETF (DRLL) has a volatility of 6.98%. This indicates that XMAR 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
| XMAR | DRLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 6.98% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 18.78% | -16.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 22.98% | -19.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 23.79% | -18.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 23.79% | -18.32% |
XMAR vs. DRLL - Expense Ratio Comparison
XMAR has a 0.85% expense ratio, which is higher than DRLL's 0.41% expense ratio.
Dividends
XMAR vs. DRLL - Dividend Comparison
XMAR has not paid dividends to shareholders, while DRLL's dividend yield for the trailing twelve months is around 2.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DRLL Strive U.S. Energy ETF | 2.25% | 2.99% | 3.00% | 3.01% | 1.18% |
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XMAR and DRLL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRLL has higher volatility (6.98%) compared to XMAR (0.86%). In terms of maximum drawdown, XMAR dropped -7.29% vs DRLL's -23.73%.
On 3-year performance, DRLL leads with 12.43% vs 10.95% for XMAR. On fees, DRLL is cheaper at 0.41% per year. On volatility, XMAR has been the lower-risk option at 0.86%. 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 12.43% return vs 10.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DRLL is cheaper with a 0.41% expense ratio, compared with 0.85% for XMAR.
DRLL has the higher dividend yield at 2.25%, compared with 0.00% for XMAR.
XMAR is categorized as Options Trading, while DRLL is Energy Equities. They also come from different issuers: FT Vest and Strive. Their fees differ too: 0.85% for XMAR and 0.41% for DRLL.
XMAR currently has the higher Sharpe Ratio (3.87 vs 1.88), 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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