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DRIV vs. MOTO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIV vs. MOTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Autonomous & Electric Vehicles ETF (DRIV) and SmartETFs Smart Transportation & Technology ETF (MOTO). 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 42.27% return, which is significantly higher than MOTO's 31.51% return.


DRIV

1D
-1.04%
1M
12.34%
YTD
42.27%
6M
41.87%
1Y
92.43%
3Y*
21.80%
5Y*
9.49%
10Y*

MOTO

1D
0.12%
1M
8.20%
YTD
31.51%
6M
31.39%
1Y
58.32%
3Y*
21.21%
5Y*
10.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIV vs. MOTO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DRIV
Global X Autonomous & Electric Vehicles ETF
42.27%30.42%-5.04%26.14%-34.13%27.80%62.76%3.96%
MOTO
SmartETFs Smart Transportation & Technology ETF
31.51%27.38%2.01%27.10%-27.20%17.22%59.13%4.91%

Correlation

The correlation between DRIV and MOTO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

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

0.92

The correlation between DRIV and MOTO has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

DRIV vs. MOTO - Sectors Allocation Comparison


Sectors
DRIV
MOTO

Technology

34.0%
45.6%

Consumer Cyclical

26.8%
23.5%

Industrials

19.4%
12.8%

Basic Materials

14.4%
3.8%

Communication Services

5.4%
4.4%

Consumer Defensive

-

2.3%

Energy

-

-

Financial Services

-

1.0%

Healthcare

-

-

Real Estate

-

-

Utilities

-

0.7%

Technology

DRIV
34.0%
MOTO
45.6%

Consumer Cyclical

DRIV
26.8%
MOTO
23.5%

Industrials

DRIV
19.4%
MOTO
12.8%

Basic Materials

DRIV
14.4%
MOTO
3.8%

Communication Services

DRIV
5.4%
MOTO
4.4%

Consumer Defensive

DRIV

-

MOTO
2.3%

Energy

DRIV

-

MOTO

-

Financial Services

DRIV

-

MOTO
1.0%

Healthcare

DRIV

-

MOTO

-

Real Estate

DRIV

-

MOTO

-

Utilities

DRIV

-

MOTO
0.7%

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Return for Risk

DRIV vs. MOTO — Risk / Return Rank

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

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
Martin Ratio Rank

MOTO
MOTO Risk / Return Rank: 8181
Overall Rank
MOTO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 8080
Sortino Ratio Rank
MOTO Omega Ratio Rank: 7777
Omega Ratio Rank
MOTO Calmar Ratio Rank: 8383
Calmar Ratio Rank
MOTO Martin Ratio Rank: 8080
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. MOTO - Risk-Adjusted Trends 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.


DRIVMOTODifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.55

1.46

+0.09

Calmar ratioReturn relative to maximum drawdown

6.92

4.39

+2.53

Martin ratioReturn relative to average drawdown

24.10

15.67

+8.43

DRIV vs. MOTO - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 3.70, which is higher than the MOTO Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of DRIV and MOTO, 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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Sharpe Ratios by Period


DRIVMOTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

2.77

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.45

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.72

-0.18

Drawdowns

DRIV vs. MOTO - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, which is greater than MOTO's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for DRIV and MOTO.


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Drawdown Indicators


DRIVMOTODifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-38.24%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-13.36%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

-26.43%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-37.34%

-4.59%

Current Drawdown

Current decline from peak

-1.04%

0.00%

-1.04%

Average Drawdown

Average peak-to-trough decline

-15.13%

-9.97%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.73%

+0.12%

Volatility

DRIV vs. MOTO - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 9.36% compared to SmartETFs Smart Transportation & Technology ETF (MOTO) at 7.63%. 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.


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Volatility by Period


DRIVMOTODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

7.63%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

16.74%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

25.14%

21.18%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

23.62%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

26.30%

+1.10%

DRIV vs. MOTO - Expense Ratio Comparison

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


Dividends

DRIV vs. MOTO - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 0.75%, less than MOTO's 0.80% yield.


PositionTTM20252024202320222021202020192018
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%
MOTO
SmartETFs Smart Transportation & Technology ETF
0.80%1.06%1.07%2.73%2.33%0.55%2.71%0.00%0.00%

Frequently Asked Questions


DRIV and MOTO have a correlation of 0.88, 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 MOTO (7.63%). In terms of maximum drawdown, DRIV dropped -41.93% vs MOTO's -38.24%.

On 5-year performance, MOTO leads with 10.48% vs 9.49% for DRIV. Both ETFs have the same 0.68% expense ratio. On volatility, MOTO has been the lower-risk option at 7.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MOTO has performed better with a 10.48% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRIV and MOTO have the same expense ratio: 0.68% per year.

MOTO has the higher dividend yield at 0.80%, compared with 0.75% for DRIV.

DRIV is categorized as Global Equities, while MOTO is Transportation Equities. They also come from different issuers: Global X and Guinness Atkinson Asset Management.

DRIV currently has the higher Sharpe Ratio (3.70 vs 2.77), 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

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