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DRIV vs. IDRV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIV vs. IDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Autonomous & Electric Vehicles ETF (DRIV) and iShares Self-Driving EV and Tech ETF (IDRV). 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 13.15% return, which is significantly higher than IDRV's -5.02% return.


DRIV

1D
-0.02%
1M
-9.07%
6M
4.15%
YTD
13.15%
1Y
42.10%
3Y*
8.06%
5Y*
4.49%
10Y*
ALL TIME*
11.46%

IDRV

1D
-1.97%
1M
-5.24%
6M
-6.01%
YTD
-5.02%
1Y
13.11%
3Y*
-5.55%
5Y*
-4.57%
10Y*
ALL TIME*
6.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$934.15K$1.60M$2.79M
$1.30M$1.11M$1.24M

DRIV vs. IDRV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DRIV
Global X Autonomous & Electric Vehicles ETF
13.15%30.42%-5.04%26.14%-34.13%27.80%62.76%4.22%
IDRV
iShares Self-Driving EV and Tech ETF
-5.02%32.24%-16.05%7.83%-36.37%26.99%59.46%7.24%

Correlation

The correlation between DRIV and IDRV is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.92

The correlation between DRIV and IDRV has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

DRIV vs. IDRV - Sectors Allocation Comparison


Sectors
DRIV
IDRV

Technology

40.9%
2.4%

Consumer Cyclical

23.8%
62.9%

Industrials

17.5%
19.9%

Basic Materials

11.5%
14.7%

Communication Services

6.3%

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Technology

DRIV
40.9%
IDRV
2.4%

Consumer Cyclical

DRIV
23.8%
IDRV
62.9%

Industrials

DRIV
17.5%
IDRV
19.9%

Basic Materials

DRIV
11.5%
IDRV
14.7%

Communication Services

DRIV
6.3%
IDRV

-

Consumer Defensive

DRIV

-

IDRV

-

Energy

DRIV

-

IDRV

-

Financial Services

DRIV

-

IDRV

-

Healthcare

DRIV

-

IDRV

-

Real Estate

DRIV

-

IDRV

-

Utilities

DRIV

-

IDRV

-

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Return for Risk

DRIV vs. IDRV — Risk / Return Rank

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

DRIV
DRIV Risk / Return Rank: 5252
Overall Rank
DRIV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 5454
Sortino Ratio Rank
DRIV Omega Ratio Rank: 5454
Omega Ratio Rank
DRIV Calmar Ratio Rank: 4646
Calmar Ratio Rank
DRIV Martin Ratio Rank: 5050
Martin Ratio Rank

IDRV
IDRV Risk / Return Rank: 2121
Overall Rank
IDRV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IDRV Sortino Ratio Rank: 2121
Sortino Ratio Rank
IDRV Omega Ratio Rank: 2222
Omega Ratio Rank
IDRV Calmar Ratio Rank: 2020
Calmar Ratio Rank
IDRV Martin Ratio Rank: 2222
Martin Ratio Rank
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.

DRIV vs. IDRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and iShares Self-Driving EV and Tech ETF (IDRV). 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.


DRIVIDRVDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.24

1.10

+0.14

Calmar ratioReturn relative to maximum drawdown

1.63

0.51

+1.12

Martin ratioReturn relative to average drawdown

5.83

1.54

+4.29

DRIV vs. IDRV - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 1.37, which is higher than the IDRV Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DRIV and IDRV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIV vs. IDRV - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, smaller than the maximum IDRV drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for DRIV and IDRV.


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Drawdown Indicators


DRIVIDRVDifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-53.00%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-24.70%

-22.83%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-31.61%

-41.86%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-53.00%

+11.07%

Current Drawdown

Current decline from peak

-21.29%

-30.12%

+8.83%

Average Drawdown

Average peak-to-trough decline

-15.09%

-22.44%

+7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.90%

7.55%

-0.65%

Volatility

DRIV vs. IDRV - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 10.68% compared to iShares Self-Driving EV and Tech ETF (IDRV) at 7.46%. This indicates that DRIV's price experiences larger fluctuations and is considered to be riskier than IDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIVIDRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

7.46%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

24.70%

22.39%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

29.45%

26.64%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

28.18%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.76%

28.22%

-0.46%

DRIV vs. IDRV - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than IDRV's 0.48% expense ratio.


Dividends

DRIV vs. IDRV - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 0.66%, less than IDRV's 1.79% yield.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.66%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
IDRV
iShares Self-Driving EV and Tech ETF
1.79%1.70%2.68%2.17%2.29%1.12%0.69%1.29%0.00%

Frequently Asked Questions


DRIV and IDRV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIV has higher volatility (10.68%) compared to IDRV (7.46%). In terms of maximum drawdown, DRIV dropped -41.93% vs IDRV's -53.00%.

On 5-year performance, DRIV leads with 4.49% vs -4.57% for IDRV. On fees, IDRV is cheaper at 0.48% per year. On volatility, IDRV has been the lower-risk option at 7.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DRIV has performed better with a 4.49% return vs -4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDRV is cheaper with a 0.48% expense ratio, compared with 0.68% for DRIV.

IDRV has the higher dividend yield at 1.79%, compared with 0.66% for DRIV.

DRIV is categorized as Global Equities, while IDRV is Technology Equities. DRIV tracks Solactive Autonomous & Electric Vehicles Index, while IDRV tracks NYSE FactSet Global Autonomous Driving and Electric Vehicle Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.68% for DRIV and 0.48% for IDRV.

DRIV currently has the higher Sharpe Ratio (1.37 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for DRIV and IDRV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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