DRIV vs. SHEH

Last updated Jul 28, 2026

DRIV (Global X Autonomous & Electric Vehicles ETF) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, DRIV returned 34.04% vs 24.27% for SHEH. Their 0.00 correlation means their historical movements had little consistent relationship. DRIV charges 0.68%/yr vs 0.19%/yr for SHEH.

Performance

DRIV vs. SHEH - Performance Comparison

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

Returns By Period

In the year-to-date period, DRIV achieves a 13.45% return, which is significantly lower than SHEH's 20.18% return.

DRIV

• 1D: 0.14%
• 1M: -9.42%
• 6M: 2.21%
• YTD: 13.45%
• 1Y: 34.04%
• 3Y*: 8.29%
• 5Y*: 4.90%
• 10Y*: —
• ALL TIME*: 11.52%

SHEH

• 1D: -1.77%
• 1M: 11.75%
• 6M: 22.50%
• YTD: 20.18%
• 1Y: 24.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 27.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRIV Global X Autonomous & Electric Vehicles ETF	$1.00M	$1.79M	$2.96M
SHEH Shell plc ADRhedged ETF	$535.12K	$456.07K	$248.35K

DRIV vs. SHEH - Yearly Performance Comparison

	2026 (YTD)	2025
DRIV Global X Autonomous & Electric Vehicles ETF	13.45%	53.64%
SHEH Shell plc ADRhedged ETF	20.18%	12.63%

Correlation

The correlation between DRIV and SHEH is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.04
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.00

DRIV vs. SHEH - Sectors Allocation Comparison

Sectors	DRIV	SHEH
Technology	40.9%	-
Consumer Cyclical	23.8%	-
Industrials	17.5%	-
Basic Materials	11.5%	-
Communication Services	6.3%	-
Consumer Defensive	-	-
Energy	-	96.5%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DRIV vs. SHEH — Risk / Return Rank

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

DRIV

DRIV Risk / Return Rank: 46
DRIV Sharpe Ratio Rank: 47
DRIV Sortino Ratio Rank: 45
DRIV Omega Ratio Rank: 46
DRIV Calmar Ratio Rank: 45
DRIV Martin Ratio Rank: 47

SHEH

SHEH Risk / Return Rank: 43
SHEH Sharpe Ratio Rank: 48
SHEH Sortino Ratio Rank: 45
SHEH Omega Ratio Rank: 45
SHEH Calmar Ratio Rank: 39
SHEH Martin Ratio Rank: 37

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. SHEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and Shell plc ADRhedged ETF (SHEH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DRIV	SHEH	Difference
Sharpe ratio: Return per unit of total volatility	1.18	1.17	+0.01
Sortino ratio: Return per unit of downside risk	1.65	1.66	-0.01
Omega ratio: Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio: Return relative to maximum drawdown	1.61	1.39	+0.22
Martin ratio: Return relative to average drawdown	5.40	3.81	+1.59

DRIV vs. SHEH - Sharpe Ratio Comparison

The current DRIV Sharpe Ratio is 1.18, which is comparable to the SHEH Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DRIV and SHEH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRIV vs. SHEH - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for DRIV and SHEH.

Drawdown Indicators

	DRIV	SHEH	Difference
Max Drawdown Largest peak-to-trough decline	-41.93%	-17.53%	-24.40%
Max Drawdown (1Y) Largest decline over 1 year	-21.20%	-17.53%	-3.67%
Max Drawdown (3Y) Largest decline over 3 years	-34.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.93%	—	—
Current Drawdown Current decline from peak	-21.09%	-7.34%	-13.75%
Average Drawdown Average peak-to-trough decline	-15.08%	-4.13%	-10.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	6.38%	-0.05%

Volatility

DRIV vs. SHEH - Volatility Comparison

Global X Autonomous & Electric Vehicles ETF (DRIV) has a higher volatility of 10.11% compared to Shell plc ADRhedged ETF (SHEH) at 6.95%. This indicates that DRIV's price experiences larger fluctuations and is considered to be riskier than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIV	SHEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.11%	6.95%	+3.16%
Volatility (6M) Calculated over the trailing 6-month period	24.16%	17.34%	+6.82%
Volatility (1Y) Calculated over the trailing 1-year period	29.04%	20.90%	+8.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.84%	20.54%	+7.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.71%	20.54%	+7.17%

DRIV vs. SHEH - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than SHEH's 0.19% expense ratio.

Dividends

DRIV vs. SHEH - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 0.65%, less than SHEH's 1.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRIV Global X Autonomous & Electric Vehicles ETF	0.65%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%
SHEH Shell plc ADRhedged ETF	1.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DRIV and SHEH in my portfolio?

DRIV and SHEH have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIV or SHEH?

DRIV has higher volatility (10.11%) compared to SHEH (6.95%). In terms of maximum drawdown, DRIV dropped -41.93% vs SHEH's -17.53%.

Which ETF is better, DRIV or SHEH?

On 1-year performance, DRIV leads with 34.04% vs 24.27% for SHEH. On fees, SHEH is cheaper at 0.19% per year. On volatility, SHEH has been the lower-risk option at 6.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DRIV or SHEH?

Over the 1-year period, DRIV has performed better with a 34.04% return vs 24.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DRIV or SHEH?

SHEH is cheaper with a 0.19% expense ratio, compared with 0.68% for DRIV.

Which ETF pays a higher dividend yield, DRIV or SHEH?

SHEH has the higher dividend yield at 1.93%, compared with 0.65% for DRIV.

What is the main difference between DRIV and SHEH?

DRIV is categorized as Global Equities, while SHEH is Energy Equities. DRIV tracks Solactive Autonomous & Electric Vehicles Index, while SHEH tracks Shell plc - Benchmark Price Return. They also come from different issuers: Global X and ADRhedged. Their fees differ too: 0.68% for DRIV and 0.19% for SHEH.

Which has better risk-adjusted returns?

DRIV currently has the higher Sharpe Ratio (1.18 vs 1.17), 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.