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DRIV vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DRIV vs. BDVL

Last updated Jun 4, 2026

DRIV (Global X Autonomous & Electric Vehicles ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - DRIV tracks the Solactive Autonomous & Electric Vehicles Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.65 correlation means they provide meaningful diversification when combined. DRIV charges 0.68%/yr vs 0.40%/yr for BDVL.

Performance

DRIV vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Autonomous & Electric Vehicles ETF (DRIV) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIV achieves a 42.27% return, which is significantly higher than BDVL's 4.71% return.

DRIV

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

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIV vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
DRIV
Global X Autonomous & Electric Vehicles ETF		42.27%10.71%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between DRIV and BDVL is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.65

DRIV vs. BDVL - Sectors Allocation Comparison

Sectors
DRIV
BDVL

Technology

34.0%
23.0%

Consumer Cyclical

26.8%
8.5%

Industrials

19.4%
15.4%

Basic Materials

14.4%
2.6%

Communication Services

5.4%
10.7%

Consumer Defensive

-

6.3%

Energy

-

2.8%

Financial Services

-

13.9%

Healthcare

-

11.1%

Real Estate

-

1.0%

Utilities

-

4.8%

Technology

DRIV
34.0%
BDVL
23.0%

Consumer Cyclical

DRIV
26.8%
BDVL
8.5%

Industrials

DRIV
19.4%
BDVL
15.4%

Basic Materials

DRIV
14.4%
BDVL
2.6%

Communication Services

DRIV
5.4%
BDVL
10.7%

Consumer Defensive

DRIV

-

BDVL
6.3%

Energy

DRIV

-

BDVL
2.8%

Financial Services

DRIV

-

BDVL
13.9%

Healthcare

DRIV

-

BDVL
11.1%

Real Estate

DRIV

-

BDVL
1.0%

Utilities

DRIV

-

BDVL
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Autonomous & Electric Vehicles ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with DRIV:
DRIV vs. IDRVDRIV vs. KARSDRIV vs. LITDRIV vs. QCLNDRIV vs. WCLDDRIV vs. VOODRIV vs. VGT
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

DRIV vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
Martin Ratio Rank
BDVL
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.

DRIV vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

DRIVBDVLDifference
Sharpe ratioReturn per unit of total volatility
3.70

—

—

Sortino ratioReturn per unit of downside risk
4.35

—

—

Omega ratioGain probability vs. loss probability

1.55

—

—

Calmar ratioReturn relative to maximum drawdown

6.92

—

—

Martin ratioReturn relative to average drawdown

24.10

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRIV vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

DRIVBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.01

-0.47

Drawdowns

DRIV vs. BDVL - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for DRIV and BDVL.

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Drawdown Indicators

DRIVBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-7.71%

-34.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

—

—

Current Drawdown

Current decline from peak

-1.04%

-0.95%

-0.09%

Average Drawdown

Average peak-to-trough decline

-15.13%

-1.19%

-13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

—

—

Volatility

DRIV vs. BDVL - Volatility Comparison

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Volatility by Period

DRIVBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

25.14%

9.49%

+15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

9.49%

+17.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

9.49%

+17.91%

DRIV vs. BDVL - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

DRIV vs. BDVL - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 0.75%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%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

DRIV and BDVL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.68% for DRIV.

BDVL has the higher dividend yield at 2.66%, compared with 0.75% for DRIV.

DRIV tracks Solactive Autonomous & Electric Vehicles Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.68% for DRIV and 0.40% for BDVL.

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