There absolutely is, call the cops. Take a video of the drone spying on you as evidence. Spying on your neighbors is illegal, you just can't take the law into your own hands and shoot it out of the sky.
I do wish there was more power we had as individuals to stop this but I do not think using a dangerous weapon to destroy it which could potentially also harm another human is the solution either.
This is very much a case of "When the rich play games, it is the poor that lose". There is no positive outcome from this, regardless of what side of this story you are on.