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DRVE.L vs. KROG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRVE.L vs. KROG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DRVE.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRVE.L is traded in USD, while KROG.L is traded in GBP. To make them comparable, the KROG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRVE.L achieves a 40.09% return, which is significantly higher than KROG.L's 15.27% return.


DRVE.L

1D
-1.76%
1M
8.58%
YTD
40.09%
6M
39.52%
1Y
88.02%
3Y*
21.40%
5Y*
10Y*

KROG.L

1D
0.47%
1M
-0.43%
YTD
15.27%
6M
14.32%
1Y
11.50%
3Y*
0.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRVE.L vs. KROG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
DRVE.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating
40.09%29.05%-5.06%27.62%-31.04%
KROG.L
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
15.27%7.94%-8.44%-23.03%-23.72%

Correlation

The correlation between DRVE.L and KROG.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.43

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Return for Risk

DRVE.L vs. KROG.L — Risk / Return Rank

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

DRVE.L
DRVE.L Risk / Return Rank: 9292
Overall Rank
DRVE.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRVE.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRVE.L Omega Ratio Rank: 8888
Omega Ratio Rank
DRVE.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
DRVE.L Martin Ratio Rank: 9292
Martin Ratio Rank

KROG.L
KROG.L Risk / Return Rank: 2525
Overall Rank
KROG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KROG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
KROG.L Omega Ratio Rank: 2323
Omega Ratio Rank
KROG.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
KROG.L Martin Ratio Rank: 2424
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.

DRVE.L vs. KROG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DRVE.L) and Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). 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.


DRVE.LKROG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.87

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.54

1.13

+0.41

Calmar ratioReturn relative to maximum drawdown

7.27

1.06

+6.20

Martin ratioReturn relative to average drawdown

22.22

2.34

+19.88

DRVE.L vs. KROG.L - Sharpe Ratio Comparison

The current DRVE.L Sharpe Ratio is 3.59, which is higher than the KROG.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DRVE.L and KROG.L, 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


DRVE.LKROG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.59

0.71

+2.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.42

+0.68

Drawdowns

DRVE.L vs. KROG.L - Drawdown Comparison

The maximum DRVE.L drawdown since its inception was -41.48%, smaller than the maximum KROG.L drawdown of -53.14%. Use the drawdown chart below to compare losses from any high point for DRVE.L and KROG.L.


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Drawdown Indicators


DRVE.LKROG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.48%

-53.14%

+11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-10.76%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-29.25%

-3.98%

Current Drawdown

Current decline from peak

-2.52%

-37.48%

+34.96%

Average Drawdown

Average peak-to-trough decline

-20.61%

-37.00%

+16.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

4.91%

-0.96%

Volatility

DRVE.L vs. KROG.L - Volatility Comparison

Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DRVE.L) has a higher volatility of 10.74% compared to Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) at 6.11%. This indicates that DRVE.L's price experiences larger fluctuations and is considered to be riskier than KROG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRVE.LKROG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

6.11%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.43%

12.61%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

16.06%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.61%

21.20%

+14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.61%

21.20%

+14.41%

DRVE.L vs. KROG.L - Expense Ratio Comparison

Both DRVE.L and KROG.L have an expense ratio of 0.50%.


Dividends

DRVE.L vs. KROG.L - Dividend Comparison

Neither DRVE.L nor KROG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DRVE.L and KROG.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DRVE.L and KROG.L have the same expense ratio: 0.50% per year.

Both ETFs track MSCI World/Information Tech NR USD.

Portfolio Optimizer

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