DRIV vs. HAIL

Last updated Jul 7, 2026

DRIV (Global X Autonomous & Electric Vehicles ETF) and HAIL (SPDR S&P Kensho Smart Mobility ETF) are both Global Equities funds - DRIV tracks the Solactive Autonomous & Electric Vehicles Index while HAIL tracks the S&P Kensho Smart Transportation Index. Both are passively managed. Over the past 5 years, DRIV returned 7.58%/yr vs -5.72%/yr for HAIL. Their correlation of 0.90 suggests significant overlap in exposure. DRIV charges 0.68%/yr vs 0.45%/yr for HAIL.

Performance

DRIV vs. HAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Autonomous & Electric Vehicles ETF (DRIV) and SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRIV achieves a 27.45% return, which is significantly higher than HAIL's 18.69% return.

DRIV

• 1D: 2.42%
• 1M: -2.37%
• 6M: 22.42%
• YTD: 27.45%
• 1Y: 57.41%
• 3Y*: 14.61%
• 5Y*: 7.58%
• 10Y*: —

HAIL

• 1D: 2.27%
• 1M: -1.97%
• 6M: 11.26%
• YTD: 18.69%
• 1Y: 28.12%
• 3Y*: 7.39%
• 5Y*: -5.72%
• 10Y*: —

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

DRIV vs. HAIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DRIV Global X Autonomous & Electric Vehicles ETF	27.45%	30.42%	-5.04%	26.14%	-34.13%	27.80%	62.76%	28.54%	-21.03%
HAIL SPDR S&P Kensho Smart Mobility ETF	18.69%	19.62%	-6.98%	9.65%	-45.72%	1.95%	84.33%	30.63%	-20.87%

Correlation

The correlation between DRIV and HAIL is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Apr 17, 2018	0.90

The correlation between DRIV and HAIL has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

DRIV vs. HAIL - Sectors Allocation Comparison

Sectors	DRIV	HAIL
Technology	37.3%	39.4%
Consumer Cyclical	25.3%	32.6%
Industrials	18.0%	21.0%
Basic Materials	13.7%	1.2%
Communication Services	5.7%	4.8%
Consumer Defensive	-	-
Energy	-	1.1%
Financial Services	-	3.1%
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DRIV vs. HAIL — Risk / Return Rank

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

DRIV

DRIV Risk / Return Rank: 77
DRIV Sharpe Ratio Rank: 79
DRIV Sortino Ratio Rank: 69
DRIV Omega Ratio Rank: 69
DRIV Calmar Ratio Rank: 89
DRIV Martin Ratio Rank: 79

HAIL

HAIL Risk / Return Rank: 30
HAIL Sharpe Ratio Rank: 28
HAIL Sortino Ratio Rank: 28
HAIL Omega Ratio Rank: 27
HAIL Calmar Ratio Rank: 35
HAIL Martin Ratio Rank: 32

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. HAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.

	DRIV	HAIL	Difference
Sharpe ratio: Return per unit of total volatility	2.06	0.91	+1.15
Sortino ratio: Return per unit of downside risk	2.58	1.38	+1.20
Omega ratio: Gain probability vs. loss probability	1.33	1.17	+0.17
Calmar ratio: Return relative to maximum drawdown	4.29	1.52	+2.78
Martin ratio: Return relative to average drawdown	12.33	4.04	+8.28

DRIV vs. HAIL - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 2.06, which is higher than the HAIL Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DRIV and HAIL, 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

DRIV vs. HAIL - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for DRIV and HAIL.

Drawdown Indicators

	DRIV	HAIL	Difference
Max Drawdown Largest peak-to-trough decline	-41.93%	-65.98%	+24.05%
Max Drawdown (1Y) Largest decline over 1 year	-13.44%	-18.64%	+5.20%
Max Drawdown (3Y) Largest decline over 3 years	-34.18%	-40.96%	+6.78%
Max Drawdown (5Y) Largest decline over 5 years	-41.93%	-63.01%	+21.08%
Current Drawdown Current decline from peak	-11.34%	-37.39%	+26.05%
Average Drawdown Average peak-to-trough decline	-15.06%	-31.64%	+16.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.67%	6.97%	-2.30%

Volatility

DRIV vs. HAIL - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) and SPDR S&P Kensho Smart Mobility ETF (HAIL) have volatilities of 13.74% and 13.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIV	HAIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.74%	13.37%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	23.31%	25.33%	-2.02%
Volatility (1Y) Calculated over the trailing 1-year period	28.10%	31.25%	-3.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.69%	32.27%	-4.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.66%	31.88%	-4.22%

DRIV vs. HAIL - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than HAIL's 0.45% expense ratio.

Dividends

DRIV vs. HAIL - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 0.58%, less than HAIL's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRIV Global X Autonomous & Electric Vehicles ETF	0.58%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%
HAIL SPDR S&P Kensho Smart Mobility ETF	1.61%	2.00%	2.98%	2.62%	2.09%	1.36%	0.52%	1.17%	2.54%

Frequently Asked Questions

Can I hold both DRIV and HAIL in my portfolio?

DRIV and HAIL have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIV or HAIL?

DRIV has higher volatility (13.74%) compared to HAIL (13.37%). In terms of maximum drawdown, DRIV dropped -41.93% vs HAIL's -65.98%.

Which ETF is better, DRIV or HAIL?

On 5-year performance, DRIV leads with 7.58% vs -5.72% for HAIL. On fees, HAIL is cheaper at 0.45% per year. On volatility, HAIL has been the lower-risk option at 13.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRIV or HAIL?

Over the 5-year period, DRIV has performed better with a 7.58% return vs -5.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRIV or HAIL?

HAIL is cheaper with a 0.45% expense ratio, compared with 0.68% for DRIV.

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

HAIL has the higher dividend yield at 1.61%, compared with 0.58% for DRIV.

What is the main difference between DRIV and HAIL?

DRIV tracks Solactive Autonomous & Electric Vehicles Index, while HAIL tracks S&P Kensho Smart Transportation Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.68% for DRIV and 0.45% for HAIL.

Which has better risk-adjusted returns?

DRIV currently has the higher Sharpe Ratio (2.06 vs 0.91), 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.