YFYA vs. DRLL

Last updated Jun 4, 2026

YFYA (Yields for You Income Strategy A ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. YFYA is actively managed, while DRLL is passively managed. Over the past year, YFYA returned 5.38% vs 43.09% for DRLL. At a correlation of -0.00, they often move in opposite directions. YFYA charges 1.16%/yr vs 0.41%/yr for DRLL.

Performance

YFYA vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) 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, YFYA achieves a 2.34% return, which is significantly lower than DRLL's 31.26% return.

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 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)

YFYA vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%
DRLL Strive U.S. Energy ETF	31.26%	5.61%

Correlation

The correlation between YFYA and DRLL is -0.13, 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	-0.13
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	-0.00

The correlation between YFYA and DRLL shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

YFYA vs. DRLL - Sectors Allocation Comparison

Sectors	YFYA	DRLL
Technology	36.9%	-
Consumer Cyclical	12.2%	0.9%
Communication Services	11.1%	-
Healthcare	9.2%	-
Industrials	8.4%	-
Consumer Defensive	8.3%	-
Financial Services	5.1%	-
Utilities	3.7%	-
Energy	1.9%	99.1%
Real Estate	1.9%	-
Basic Materials	1.4%	-

Return for Risk

YFYA vs. DRLL — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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.

YFYA vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) 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.

	YFYA	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.94	-0.44
Sortino ratio: Return per unit of downside risk	2.21	2.49	-0.28
Omega ratio: Gain probability vs. loss probability	1.40	1.32	+0.08
Calmar ratio: Return relative to maximum drawdown	3.35	3.11	+0.24
Martin ratio: Return relative to average drawdown	15.29	8.82	+6.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YFYA vs. DRLL - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.50, which is comparable to the DRLL Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of YFYA 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

	YFYA	DRLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.94	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.57	+0.53

Drawdowns

YFYA vs. DRLL - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum DRLL drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for YFYA and DRLL.

Drawdown Indicators

	YFYA	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-23.73%	+21.44%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-13.93%	+12.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	0.00%	-8.10%	+8.10%
Average Drawdown Average peak-to-trough decline	-0.33%	-8.02%	+7.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	4.90%	-4.55%

Volatility

YFYA vs. DRLL - Volatility Comparison

The current volatility for Yields for You Income Strategy A ETF (YFYA) is 1.14%, while Strive U.S. Energy ETF (DRLL) has a volatility of 9.15%. This indicates that YFYA 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

	YFYA	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.14%	9.15%	-8.01%
Volatility (6M) Calculated over the trailing 6-month period	3.35%	18.04%	-14.69%
Volatility (1Y) Calculated over the trailing 1-year period	3.59%	22.34%	-18.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	23.76%	-20.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.59%	23.76%	-20.17%

YFYA vs. DRLL - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

YFYA vs. DRLL - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.14%, more than DRLL's 2.33% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.33%	2.99%	3.00%	3.01%	1.18%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFYA and DRLL in my portfolio?

YFYA and DRLL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFYA or DRLL?

DRLL has higher volatility (9.15%) compared to YFYA (1.14%). In terms of maximum drawdown, YFYA dropped -2.29% vs DRLL's -23.73%.

Which ETF is better, YFYA or DRLL?

On 1-year performance, DRLL leads with 43.09% vs 5.38% for YFYA. On fees, DRLL is cheaper at 0.41% per year. On volatility, YFYA has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or DRLL?

Over the 1-year period, DRLL has performed better with a 43.09% return vs 5.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.14%, compared with 2.33% for DRLL.

What is the main difference between YFYA and DRLL?

YFYA is categorized as Ultrashort Bond, while DRLL is Energy Equities. They also come from different issuers: Teucrium and Strive. Their fees differ too: 1.16% for YFYA and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.94 vs 1.50), 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.