YMAG vs. DRLL

Last updated Aug 4, 2026

YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - YMAG is a Derivative Income fund actively managed by YieldMax, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. YMAG is actively managed, while DRLL is passively managed. Over the past year, YMAG returned 17.23% vs 42.98% for DRLL. Their -0.05 correlation means they have often moved in opposite directions in the past. YMAG charges 1.28%/yr vs 0.41%/yr for DRLL.

Performance

YMAG vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) 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, YMAG achieves a 2.13% return, which is significantly lower than DRLL's 34.95% return.

YMAG

• 1D: 2.67%
• 1M: 3.68%
• 6M: 1.85%
• YTD: 2.13%
• 1Y: 17.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.55%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$486.14K	$506.54K	$559.53K
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	$11.59M	$13.01M	$15.33M

YMAG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	2.13%	18.64%	34.66%
DRLL Strive U.S. Energy ETF	34.95%	7.74%	-0.16%

Correlation

The correlation between YMAG and DRLL is -0.29, 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.	-0.29
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	-0.05

Over the past year, the inverse relationship between YMAG and DRLL has strengthened: their correlation has moved from -0.05 to -0.29, meaning they now move in opposite directions more often than their long-term average.

YMAG vs. DRLL - Sectors Allocation Comparison

Sectors	YMAG	DRLL
Financial Services	99.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.9%
Consumer Defensive	-	-
Energy	-	99.1%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

YMAG vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YMAG

YMAG Risk / Return Rank: 36
YMAG Sharpe Ratio Rank: 38
YMAG Sortino Ratio Rank: 36
YMAG Omega Ratio Rank: 35
YMAG Calmar Ratio Rank: 35
YMAG Martin Ratio Rank: 35

DRLL

DRLL Risk / Return Rank: 68
DRLL Sharpe Ratio Rank: 78
DRLL Sortino Ratio Rank: 71
DRLL Omega Ratio Rank: 70
DRLL Calmar Ratio Rank: 69
DRLL Martin Ratio Rank: 53

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YMAG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) 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.

	YMAG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	0.94	1.88	-0.94
Sortino ratio: Return per unit of downside risk	1.36	2.42	-1.06
Omega ratio: Gain probability vs. loss probability	1.17	1.31	-0.14
Calmar ratio: Return relative to maximum drawdown	1.20	2.54	-1.34
Martin ratio: Return relative to average drawdown	3.43	6.46	-3.03

YMAG vs. DRLL - Sharpe Ratio Comparison

The current YMAG Sharpe Ratio is 0.94, which is lower than the DRLL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of YMAG 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

YMAG vs. DRLL - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for YMAG and DRLL.

Drawdown Indicators

	YMAG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-23.73%	-2.23%
Max Drawdown (1Y) Largest decline over 1 year	-14.38%	-16.99%	+2.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.73%	—
Current Drawdown Current decline from peak	-4.28%	-5.52%	+1.24%
Average Drawdown Average peak-to-trough decline	-4.68%	-8.14%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.03%	6.67%	-1.64%

Volatility

YMAG vs. DRLL - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 7.70% compared to Strive U.S. Energy ETF (DRLL) at 6.98%. This indicates that YMAG'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

	YMAG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.70%	6.98%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	14.70%	18.78%	-4.08%
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	22.98%	-4.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	23.79%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.21%	23.79%	-2.58%

YMAG vs. DRLL - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

YMAG vs. DRLL - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 50.58%, more than DRLL's 2.25% yield.

Position	TTM	2025	2024	2023	2022
DRLL Strive U.S. Energy ETF	2.25%	2.99%	3.00%	3.01%	1.18%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	50.58%	52.27%	35.22%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YMAG and DRLL in my portfolio?

YMAG and DRLL have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YMAG or DRLL?

YMAG has higher volatility (7.70%) compared to DRLL (6.98%). In terms of maximum drawdown, YMAG dropped -25.96% vs DRLL's -23.73%.

Which ETF is better, YMAG or DRLL?

On 1-year performance, DRLL leads with 42.98% vs 17.23% for YMAG. On fees, DRLL is cheaper at 0.41% per year. On volatility, DRLL has been the lower-risk option at 6.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YMAG or DRLL?

Over the 1-year period, DRLL has performed better with a 42.98% return vs 17.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YMAG or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 1.28% for YMAG.

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

YMAG has the higher dividend yield at 50.58%, compared with 2.25% for DRLL.

What is the main difference between YMAG and DRLL?

YMAG is categorized as Derivative Income, while DRLL is Energy Equities. They also come from different issuers: YieldMax and Strive. Their fees differ too: 1.28% for YMAG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.88 vs 0.94), 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.