DFAI vs. DRIV

Last updated Jun 4, 2026

DFAI (Dimensional International Core Equity Market ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both Global Equities funds. DFAI is actively managed, while DRIV is passively managed. Over the past 5 years, DFAI returned 9.36%/yr vs 9.49%/yr for DRIV. A 0.78 correlation means they provide meaningful diversification when combined. DFAI charges 0.18%/yr vs 0.68%/yr for DRIV.

Performance

DFAI vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Market ETF (DFAI) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFAI achieves a 9.16% return, which is significantly lower than DRIV's 42.27% return.

DFAI

• 1D: -0.84%
• 1M: 2.67%
• YTD: 9.16%
• 6M: 11.79%
• 1Y: 24.65%
• 3Y*: 18.12%
• 5Y*: 9.36%
• 10Y*: —

DRIV

• 1D: -1.04%
• 1M: 12.34%
• YTD: 42.27%
• 6M: 41.87%
• 1Y: 92.43%
• 3Y*: 21.80%
• 5Y*: 9.49%
• 10Y*: —

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

DFAI vs. DRIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DFAI Dimensional International Core Equity Market ETF	9.16%	34.04%	4.68%	17.60%	-12.95%	13.86%	6.13%
DRIV Global X Autonomous & Electric Vehicles ETF	42.27%	30.42%	-5.04%	26.14%	-34.13%	27.80%	15.51%

Correlation

The correlation between DFAI and DRIV is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Nov 19, 2020	0.78

The correlation between DFAI and DRIV has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

DFAI vs. DRIV - Sectors Allocation Comparison

Sectors	DFAI	DRIV
Financial Services	22.5%	-
Industrials	19.5%	19.4%
Technology	9.3%	34.0%
Basic Materials	8.8%	14.4%
Healthcare	8.8%	-
Consumer Cyclical	8.6%	26.8%
Energy	6.8%	-
Consumer Defensive	6.4%	-
Utilities	4.0%	-
Communication Services	3.7%	5.4%
Real Estate	1.5%	-

Return for Risk

DFAI vs. DRIV — Risk / Return Rank

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

DFAI

DFAI Risk / Return Rank: 49
DFAI Sharpe Ratio Rank: 50
DFAI Sortino Ratio Rank: 50
DFAI Omega Ratio Rank: 50
DFAI Calmar Ratio Rank: 45
DFAI Martin Ratio Rank: 52

DRIV

DRIV Risk / Return Rank: 92
DRIV Sharpe Ratio Rank: 94
DRIV Sortino Ratio Rank: 91
DRIV Omega Ratio Rank: 87
DRIV Calmar Ratio Rank: 93
DRIV Martin Ratio Rank: 92

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.

DFAI vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.

	DFAI	DRIV	Difference
Sharpe ratio: Return per unit of total volatility	1.76	3.70	-1.94
Sortino ratio: Return per unit of downside risk	2.49	4.35	-1.87
Omega ratio: Gain probability vs. loss probability	1.32	1.55	-0.24
Calmar ratio: Return relative to maximum drawdown	2.26	6.92	-4.66
Martin ratio: Return relative to average drawdown	8.87	24.10	-15.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFAI vs. DRIV - Sharpe Ratio Comparison

The current DFAI Sharpe Ratio is 1.76, which is lower than the DRIV Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of DFAI and DRIV, 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

	DFAI	DRIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	3.70	-1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.35	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.54	+0.24

Drawdowns

DFAI vs. DRIV - Drawdown Comparison

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for DFAI and DRIV.

Drawdown Indicators

	DFAI	DRIV	Difference
Max Drawdown Largest peak-to-trough decline	-27.44%	-41.93%	+14.49%
Max Drawdown (1Y) Largest decline over 1 year	-10.95%	-13.43%	+2.48%
Max Drawdown (3Y) Largest decline over 3 years	-13.25%	-34.18%	+20.93%
Max Drawdown (5Y) Largest decline over 5 years	-27.44%	-41.93%	+14.49%
Current Drawdown Current decline from peak	-1.61%	-1.04%	-0.57%
Average Drawdown Average peak-to-trough decline	-5.12%	-15.13%	+10.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.85%	-1.06%

Volatility

DFAI vs. DRIV - Volatility Comparison

The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 4.45%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 9.36%. This indicates that DFAI experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFAI	DRIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	9.36%	-4.91%
Volatility (6M) Calculated over the trailing 6-month period	11.68%	19.29%	-7.61%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	25.14%	-11.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	27.07%	-11.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	27.40%	-11.70%

DFAI vs. DRIV - Expense Ratio Comparison

DFAI has a 0.18% expense ratio, which is lower than DRIV's 0.68% expense ratio.

Dividends

DFAI vs. DRIV - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.26%, more than DRIV's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DFAI Dimensional International Core Equity Market ETF	2.26%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%	0.00%	0.00%
DRIV Global X Autonomous & Electric Vehicles ETF	0.75%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%

Frequently Asked Questions

Can I hold both DFAI and DRIV in my portfolio?

DFAI and DRIV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFAI or DRIV?

DRIV has higher volatility (9.36%) compared to DFAI (4.45%). In terms of maximum drawdown, DFAI dropped -27.44% vs DRIV's -41.93%.

Which ETF is better, DFAI or DRIV?

On 5-year performance, DRIV leads with 9.49% vs 9.36% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, DFAI has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAI or DRIV?

Over the 5-year period, DRIV has performed better with a 9.49% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAI or DRIV?

DFAI is cheaper with a 0.18% expense ratio, compared with 0.68% for DRIV.

Which ETF pays a higher dividend yield, DFAI or DRIV?

DFAI has the higher dividend yield at 2.26%, compared with 0.75% for DRIV.

What is the main difference between DFAI and DRIV?

They also come from different issuers: Dimensional and Global X. Their fees differ too: 0.18% for DFAI and 0.68% for DRIV.

Which has better risk-adjusted returns?

DRIV currently has the higher Sharpe Ratio (3.70 vs 1.76), 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.