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DRIV vs. KRMA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIV vs. KRMA - Performance Comparison

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

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DRIV vs. KRMA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
4.66%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%
KRMA
Global X Conscious Companies ETF
-3.57%13.98%18.12%22.08%-18.96%27.71%17.53%30.07%-6.08%

Returns By Period

In the year-to-date period, DRIV achieves a 4.66% return, which is significantly higher than KRMA's -3.57% return.


DRIV

1D
0.17%
1M
-0.41%
YTD
4.66%
6M
6.84%
1Y
47.55%
3Y*
11.13%
5Y*
4.09%
10Y*

KRMA

1D
0.11%
1M
-3.01%
YTD
-3.57%
6M
-1.42%
1Y
14.57%
3Y*
13.98%
5Y*
8.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRIV vs. KRMA - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than KRMA's 0.43% expense ratio.


Return for Risk

DRIV vs. KRMA — Risk / Return Rank

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

DRIV
DRIV Risk / Return Rank: 8383
Overall Rank
DRIV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8484
Sortino Ratio Rank
DRIV Omega Ratio Rank: 7777
Omega Ratio Rank
DRIV Calmar Ratio Rank: 8585
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8484
Martin Ratio Rank

KRMA
KRMA Risk / Return Rank: 4141
Overall Rank
KRMA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
KRMA Sortino Ratio Rank: 4141
Sortino Ratio Rank
KRMA Omega Ratio Rank: 4343
Omega Ratio Rank
KRMA Calmar Ratio Rank: 3737
Calmar Ratio Rank
KRMA Martin Ratio Rank: 4646
Martin Ratio Rank
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. KRMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and Global X Conscious Companies ETF (KRMA). 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.


DRIVKRMADifference

Sharpe ratio

Return per unit of total volatility

1.69

0.80

+0.89

Sortino ratio

Return per unit of downside risk

2.35

1.25

+1.10

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.94

1.21

+1.73

Martin ratio

Return relative to average drawdown

10.97

5.45

+5.52

DRIV vs. KRMA - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 1.69, which is higher than the KRMA Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DRIV and KRMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRIVKRMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.80

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.51

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.67

-0.28

Correlation

The correlation between DRIV and KRMA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DRIV vs. KRMA - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 1.02%, less than KRMA's 2.69% yield.


TTM2025202420232022202120202019201820172016
DRIV
Global X Autonomous & Electric Vehicles ETF
1.02%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%
KRMA
Global X Conscious Companies ETF
2.69%2.59%0.91%1.16%0.86%1.07%0.96%1.52%1.82%1.21%0.96%

Drawdowns

DRIV vs. KRMA - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, which is greater than KRMA's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for DRIV and KRMA.


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Drawdown Indicators


DRIVKRMADifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-36.16%

-5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-8.62%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-26.12%

-15.81%

Current Drawdown

Current decline from peak

-7.94%

-5.32%

-2.62%

Average Drawdown

Average peak-to-trough decline

-15.42%

-4.99%

-10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

2.76%

+1.64%

Volatility

DRIV vs. KRMA - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 9.64% compared to Global X Conscious Companies ETF (KRMA) at 5.10%. This indicates that DRIV's price experiences larger fluctuations and is considered to be riskier than KRMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIVKRMADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

5.10%

+4.54%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

9.74%

+9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

28.34%

18.31%

+10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

17.21%

+9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.34%

18.60%

+8.74%