DRIV vs. KRMA
DRIV (Global X Autonomous & Electric Vehicles ETF) and KRMA (Global X Conscious Companies ETF) are both exchange-traded funds - DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index, while KRMA is a Large Cap Growth Equities fund tracking the Concinnity Conscious Companies Index GTR Index. Both are passively managed. Over the past 5 years, DRIV returned 9.49%/yr vs 10.89%/yr for KRMA. A 0.78 correlation means they provide meaningful diversification when combined. DRIV charges 0.68%/yr vs 0.43%/yr for KRMA.
Performance
DRIV vs. KRMA - Performance Comparison
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Returns By Period
In the year-to-date period, DRIV achieves a 42.27% return, which is significantly higher than KRMA's 11.81% return.
DRIV
- 1D
- -1.04%
- 1M
- 12.34%
- YTD
- 42.27%
- 6M
- 41.87%
- 1Y
- 92.43%
- 3Y*
- 21.80%
- 5Y*
- 9.49%
- 10Y*
- —
KRMA
- 1D
- -0.90%
- 1M
- 6.32%
- YTD
- 11.81%
- 6M
- 12.13%
- 1Y
- 27.87%
- 3Y*
- 18.94%
- 5Y*
- 10.89%
- 10Y*
- —
DRIV vs. KRMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRIV Global X Autonomous & Electric Vehicles ETF | 42.27% | 30.42% | -5.04% | 26.14% | -34.13% | 27.80% | 62.76% | 28.54% | -21.49% |
KRMA Global X Conscious Companies ETF | 11.81% | 13.98% | 18.12% | 22.08% | -18.96% | 27.71% | 17.53% | 30.07% | -6.08% |
Correlation
The correlation between DRIV and KRMA is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.78 |
The correlation between DRIV and KRMA has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
DRIV vs. KRMA - Sectors Allocation Comparison
Sectors
DRIV
KRMA
Technology
Consumer Cyclical
Industrials
Basic Materials
Communication Services
Consumer Defensive
-
Energy
-
Financial Services
-
Healthcare
-
Real Estate
-
Utilities
-
Technology
DRIV
KRMA
Consumer Cyclical
DRIV
KRMA
Industrials
DRIV
KRMA
Basic Materials
DRIV
KRMA
Communication Services
DRIV
KRMA
Consumer Defensive
DRIV
-
KRMA
Energy
DRIV
-
KRMA
Financial Services
DRIV
-
KRMA
Healthcare
DRIV
-
KRMA
Real Estate
DRIV
-
KRMA
Utilities
DRIV
-
KRMA
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Return for Risk
DRIV vs. KRMA — Risk / Return Rank
DRIV
KRMA
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.
| DRIV | KRMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.40 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | 3.25 | +3.67 |
| Martin ratioReturn relative to average drawdown | 24.10 | 13.76 | +10.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRIV | KRMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.70 | 2.28 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.64 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.75 | -0.21 |
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
| DRIV | KRMA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -34.18% | -19.41% | -14.77% |
Max Drawdown (5Y)Largest decline over 5 years | -41.93% | -26.12% | -15.81% |
Current DrawdownCurrent decline from peak | -1.04% | -1.02% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -4.92% | -10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.03% | +1.82% |
Volatility
DRIV vs. KRMA - Volatility Comparison
Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 9.36% compared to Global X Conscious Companies ETF (KRMA) at 3.12%. 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
| DRIV | KRMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 3.12% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.29% | 9.34% | +9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 12.32% | +12.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 17.19% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 18.51% | +8.89% |
DRIV vs. KRMA - Expense Ratio Comparison
DRIV has a 0.68% expense ratio, which is higher than KRMA's 0.43% expense ratio.
Dividends
DRIV vs. KRMA - Dividend Comparison
DRIV's dividend yield for the trailing twelve months is around 0.75%, less than KRMA's 2.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
KRMA Global X Conscious Companies ETF | 2.32% | 2.59% | 0.91% | 1.16% | 0.86% | 1.07% | 0.96% | 1.52% | 1.82% | 1.21% | 0.96% |
Frequently Asked Questions
DRIV and KRMA have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRIV has higher volatility (9.36%) compared to KRMA (3.12%). In terms of maximum drawdown, DRIV dropped -41.93% vs KRMA's -36.16%.
On 5-year performance, KRMA leads with 10.89% vs 9.49% for DRIV. On fees, KRMA is cheaper at 0.43% per year. On volatility, KRMA has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, KRMA has performed better with a 10.89% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
KRMA is cheaper with a 0.43% expense ratio, compared with 0.68% for DRIV.
KRMA has the higher dividend yield at 2.32%, compared with 0.75% for DRIV.
DRIV is categorized as Global Equities, while KRMA is Large Cap Growth Equities. DRIV tracks Solactive Autonomous & Electric Vehicles Index, while KRMA tracks Concinnity Conscious Companies Index GTR Index. Their fees differ too: 0.68% for DRIV and 0.43% for KRMA.
DRIV currently has the higher Sharpe Ratio (3.70 vs 2.28), 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.
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