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DRIV vs. MOTO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DRIVMOTO
YTD Return-5.67%1.71%
1Y Return6.50%12.50%
3Y Return (Ann)-4.78%-1.30%
Sharpe Ratio0.390.75
Daily Std Dev21.43%17.93%
Max Drawdown-39.24%-38.24%
Current Drawdown-25.38%-11.17%

Correlation

-0.50.00.51.00.9

The correlation between DRIV and MOTO is 0.92, 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.

Performance

DRIV vs. MOTO - Performance Comparison

In the year-to-date period, DRIV achieves a -5.67% return, which is significantly lower than MOTO's 1.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.61%
19.20%
DRIV
MOTO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Global X Autonomous & Electric Vehicles ETF

SmartETFs Smart Transportation & Technology ETF

DRIV vs. MOTO - Expense Ratio Comparison

Both DRIV and MOTO have an expense ratio of 0.68%.


DRIV
Global X Autonomous & Electric Vehicles ETF
Expense ratio chart for DRIV: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for MOTO: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

DRIV vs. MOTO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and SmartETFs Smart Transportation & Technology ETF (MOTO). 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
Sharpe ratio
The chart of Sharpe ratio for DRIV, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.39
Sortino ratio
The chart of Sortino ratio for DRIV, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.000.70
Omega ratio
The chart of Omega ratio for DRIV, currently valued at 1.08, compared to the broader market0.501.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for DRIV, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.000.24
Martin ratio
The chart of Martin ratio for DRIV, currently valued at 0.64, compared to the broader market0.0020.0040.0060.000.64
MOTO
Sharpe ratio
The chart of Sharpe ratio for MOTO, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.000.75
Sortino ratio
The chart of Sortino ratio for MOTO, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.001.18
Omega ratio
The chart of Omega ratio for MOTO, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for MOTO, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.000.51
Martin ratio
The chart of Martin ratio for MOTO, currently valued at 1.49, compared to the broader market0.0020.0040.0060.001.49

DRIV vs. MOTO - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 0.39, which is lower than the MOTO Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of DRIV and MOTO.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.39
0.75
DRIV
MOTO

Dividends

DRIV vs. MOTO - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 1.72%, less than MOTO's 2.68% yield.


TTM202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
1.72%1.62%1.24%0.32%0.29%1.23%2.79%
MOTO
SmartETFs Smart Transportation & Technology ETF
2.68%2.73%2.33%0.55%2.71%0.00%0.00%

Drawdowns

DRIV vs. MOTO - Drawdown Comparison

The maximum DRIV drawdown since its inception was -39.24%, roughly equal to the maximum MOTO drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for DRIV and MOTO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-25.38%
-11.17%
DRIV
MOTO

Volatility

DRIV vs. MOTO - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 5.83% compared to SmartETFs Smart Transportation & Technology ETF (MOTO) at 4.89%. This indicates that DRIV's price experiences larger fluctuations and is considered to be riskier than MOTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.83%
4.89%
DRIV
MOTO