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DRIV vs. LIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIV vs. LIT - 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 Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

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DRIV vs. LIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
3.17%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%
LIT
Global X Lithium & Battery Tech ETF
14.63%60.05%-19.19%-12.18%-29.91%36.74%127.88%3.27%-17.22%

Returns By Period

In the year-to-date period, DRIV achieves a 3.17% return, which is significantly lower than LIT's 14.63% return.


DRIV

1D
4.83%
1M
-6.54%
YTD
3.17%
6M
8.45%
1Y
46.14%
3Y*
10.34%
5Y*
3.79%
10Y*

LIT

1D
2.54%
1M
-1.39%
YTD
14.63%
6M
31.14%
1Y
92.83%
3Y*
6.29%
5Y*
5.25%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRIV vs. LIT - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is lower than LIT's 0.75% expense ratio.


Return for Risk

DRIV vs. LIT — Risk / Return Rank

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

DRIV
DRIV Risk / Return Rank: 8585
Overall Rank
DRIV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8787
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8080
Omega Ratio Rank
DRIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8787
Martin Ratio Rank

LIT
LIT Risk / Return Rank: 9696
Overall Rank
LIT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LIT Sortino Ratio Rank: 9696
Sortino Ratio Rank
LIT Omega Ratio Rank: 9595
Omega Ratio Rank
LIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
LIT Martin Ratio Rank: 9797
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. LIT - 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 Lithium & Battery Tech ETF (LIT). 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.


DRIVLITDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.70

-1.07

Sortino ratio

Return per unit of downside risk

2.29

3.28

-0.98

Omega ratio

Gain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratio

Return relative to maximum drawdown

2.70

5.00

-2.31

Martin ratio

Return relative to average drawdown

10.20

19.45

-9.24

DRIV vs. LIT - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 1.64, which is lower than the LIT Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of DRIV and LIT, 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


DRIVLITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.70

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.24

+0.15

Correlation

The correlation between DRIV and LIT is 0.75, 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. LIT - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 1.04%, more than LIT's 0.42% yield.


TTM20252024202320222021202020192018201720162015
DRIV
Global X Autonomous & Electric Vehicles ETF
1.04%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
0.42%0.49%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%

Drawdowns

DRIV vs. LIT - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, smaller than the maximum LIT drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for DRIV and LIT.


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Drawdown Indicators


DRIVLITDifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-65.91%

+23.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-17.61%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-65.91%

+23.98%

Max Drawdown (10Y)

Largest decline over 10 years

-65.91%

Current Drawdown

Current decline from peak

-9.25%

-19.86%

+10.61%

Average Drawdown

Average peak-to-trough decline

-15.43%

-33.90%

+18.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

4.63%

-0.29%

Volatility

DRIV vs. LIT - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles ETF (DRIV) is 10.61%, while Global X Lithium & Battery Tech ETF (LIT) has a volatility of 11.99%. This indicates that DRIV experiences smaller price fluctuations and is considered to be less risky than LIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIVLITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.61%

11.99%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

24.73%

-5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

28.35%

34.57%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.73%

31.68%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.35%

30.50%

-3.15%