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

Correlation

The correlation between DRIV and WCLD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DRIV vs. WCLD - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
68.39%
27.80%
DRIV
WCLD

Key characteristics

Sharpe Ratio

DRIV:

-0.22

WCLD:

0.06

Sortino Ratio

DRIV:

-0.13

WCLD:

0.30

Omega Ratio

DRIV:

0.99

WCLD:

1.04

Calmar Ratio

DRIV:

-0.15

WCLD:

0.03

Martin Ratio

DRIV:

-0.59

WCLD:

0.16

Ulcer Index

DRIV:

10.26%

WCLD:

10.45%

Daily Std Dev

DRIV:

27.89%

WCLD:

30.74%

Max Drawdown

DRIV:

-41.93%

WCLD:

-64.90%

Current Drawdown

DRIV:

-32.25%

WCLD:

-50.47%

Returns By Period

In the year-to-date period, DRIV achieves a -9.80% return, which is significantly higher than WCLD's -13.75% return.


DRIV

YTD

-9.80%

1M

-9.41%

6M

-8.12%

1Y

-7.77%

5Y*

12.56%

10Y*

N/A

WCLD

YTD

-13.75%

1M

-8.33%

6M

-1.58%

1Y

-0.92%

5Y*

3.35%

10Y*

N/A

*Annualized

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DRIV vs. WCLD - Expense Ratio Comparison

DRIV has a 0.68% expense ratio, which is higher than WCLD's 0.45% expense ratio.


Expense ratio chart for DRIV: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRIV: 0.68%
Expense ratio chart for WCLD: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WCLD: 0.45%

Risk-Adjusted Performance

DRIV vs. WCLD — Risk-Adjusted Performance Rank

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

DRIV
The Risk-Adjusted Performance Rank of DRIV is 1212
Overall Rank
The Sharpe Ratio Rank of DRIV is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DRIV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DRIV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DRIV is 1313
Calmar Ratio Rank
The Martin Ratio Rank of DRIV is 1212
Martin Ratio Rank

WCLD
The Risk-Adjusted Performance Rank of WCLD is 2828
Overall Rank
The Sharpe Ratio Rank of WCLD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of WCLD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of WCLD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of WCLD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of WCLD is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DRIV vs. WCLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles ETF (DRIV) and WisdomTree Cloud Computing Fund (WCLD). 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.


The chart of Sharpe ratio for DRIV, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
DRIV: -0.22
WCLD: 0.06
The chart of Sortino ratio for DRIV, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
DRIV: -0.13
WCLD: 0.30
The chart of Omega ratio for DRIV, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
DRIV: 0.99
WCLD: 1.04
The chart of Calmar ratio for DRIV, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.0012.00
DRIV: -0.15
WCLD: 0.03
The chart of Martin ratio for DRIV, currently valued at -0.59, compared to the broader market0.0020.0040.0060.00
DRIV: -0.59
WCLD: 0.16

The current DRIV Sharpe Ratio is -0.22, which is lower than the WCLD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of DRIV and WCLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.22
0.06
DRIV
WCLD

Dividends

DRIV vs. WCLD - Dividend Comparison

DRIV's dividend yield for the trailing twelve months is around 2.29%, while WCLD has not paid dividends to shareholders.


TTM2024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
2.29%2.06%1.62%1.24%0.32%0.29%1.23%2.79%
WCLD
WisdomTree Cloud Computing Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DRIV vs. WCLD - Drawdown Comparison

The maximum DRIV drawdown since its inception was -41.93%, smaller than the maximum WCLD drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for DRIV and WCLD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-32.25%
-50.47%
DRIV
WCLD

Volatility

DRIV vs. WCLD - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles ETF (DRIV) is 17.03%, while WisdomTree Cloud Computing Fund (WCLD) has a volatility of 18.54%. This indicates that DRIV experiences smaller price fluctuations and is considered to be less risky than WCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.03%
18.54%
DRIV
WCLD