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DRVG.L vs. DGIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRVG.L vs. DGIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) and iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRVG.L is traded in GBP, while DGIT.L is traded in GBp. To make them comparable, the DGIT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRVG.L achieves a 32.17% return, which is significantly higher than DGIT.L's -1.72% return.


DRVG.L

1D
-3.99%
1M
-2.67%
YTD
32.17%
6M
31.68%
1Y
78.07%
3Y*
15.86%
5Y*
10Y*

DGIT.L

1D
-0.22%
1M
-0.22%
YTD
-1.72%
6M
-1.54%
1Y
-3.70%
3Y*
11.23%
5Y*
-0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRVG.L vs. DGIT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
32.17%20.54%-3.43%20.49%-26.05%-29.03%
DGIT.L
iShares Digitalisation UCITS Acc
-1.72%-2.47%24.03%25.52%-28.82%-8.19%

Correlation

The correlation between DRVG.L and DGIT.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.67

Over the past year, the correlation between DRVG.L and DGIT.L has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

DRVG.L vs. DGIT.L — Risk / Return Rank

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

DRVG.L
DRVG.L Risk / Return Rank: 9292
Overall Rank
DRVG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 8888
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9090
Martin Ratio Rank

DGIT.L
DGIT.L Risk / Return Rank: 77
Overall Rank
DGIT.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 66
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 66
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 77
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.

DRVG.L vs. DGIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) and iShares Digitalisation UCITS Acc (DGIT.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.

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.


DRVG.LDGIT.LDifference
Sharpe ratioReturn per unit of total volatility

+3.46

Sortino ratioReturn per unit of downside risk

+4.22

Omega ratioGain probability vs. loss probability

1.51

0.98

+0.53

Calmar ratioReturn relative to maximum drawdown

6.98

-0.16

+7.14

Martin ratioReturn relative to average drawdown

19.63

-0.35

+19.97

DRVG.L vs. DGIT.L - Sharpe Ratio Comparison

The current DRVG.L Sharpe Ratio is 3.24, which is higher than the DGIT.L Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of DRVG.L and DGIT.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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Drawdowns

DRVG.L vs. DGIT.L - Drawdown Comparison

The maximum DRVG.L drawdown since its inception was -54.13%, which is greater than DGIT.L's maximum drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for DRVG.L and DGIT.L.


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Drawdown Indicators


DRVG.LDGIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.13%

-37.95%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-22.83%

+11.70%

Max Drawdown (3Y)

Largest decline over 3 years

-33.63%

-24.88%

-8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

Current Drawdown

Current decline from peak

-7.68%

-12.32%

+4.64%

Average Drawdown

Average peak-to-trough decline

-36.13%

-13.47%

-22.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

10.68%

-6.71%

Volatility

DRVG.L vs. DGIT.L - Volatility Comparison

Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a higher volatility of 9.99% compared to iShares Digitalisation UCITS Acc (DGIT.L) at 5.67%. This indicates that DRVG.L's price experiences larger fluctuations and is considered to be riskier than DGIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRVG.LDGIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

5.67%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

13.62%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.98%

16.58%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.98%

23.68%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.98%

22.95%

+5.03%

DRVG.L vs. DGIT.L - Expense Ratio Comparison

DRVG.L has a 0.50% expense ratio, which is higher than DGIT.L's 0.40% expense ratio.


Dividends

DRVG.L vs. DGIT.L - Dividend Comparison

DRVG.L's dividend yield for the trailing twelve months is around 0.57%, while DGIT.L has not paid dividends to shareholders.


PositionTTM2025202420232022
DGIT.L
iShares Digitalisation UCITS Acc
0.00%0.00%0.00%0.00%0.00%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.57%0.94%1.38%0.83%0.67%

Frequently Asked Questions


DRVG.L and DGIT.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.50% for DRVG.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for DRVG.L and 0.40% for DGIT.L.

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