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

Performance

DRVG.L vs. HNSS.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 HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
1.88%20.43%-4.12%19.60%-20.42%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
8.86%45.50%19.96%60.90%-19.12%

Returns By Period

In the year-to-date period, DRVG.L achieves a 1.88% return, which is significantly lower than HNSS.L's 8.86% return.


DRVG.L

1D
0.74%
1M
-7.42%
YTD
1.88%
6M
8.69%
1Y
40.97%
3Y*
6.55%
5Y*
10Y*

HNSS.L

1D
0.35%
1M
-10.05%
YTD
8.86%
6M
27.77%
1Y
88.57%
3Y*
34.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DRVG.L has a 0.50% expense ratio, which is higher than HNSS.L's 0.35% expense ratio.


Return for Risk

DRVG.L vs. HNSS.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: 8282
Overall Rank
DRVG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 7777
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 8181
Martin Ratio Rank

HNSS.L
HNSS.L Risk / Return Rank: 9696
Overall Rank
HNSS.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9393
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 9797
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. HNSS.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 HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.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.


DRVG.LHNSS.LDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.75

-1.17

Sortino ratio

Return per unit of downside risk

2.17

3.25

-1.07

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

2.66

5.99

-3.33

Martin ratio

Return relative to average drawdown

8.92

18.90

-9.98

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

The current DRVG.L Sharpe Ratio is 1.58, which is lower than the HNSS.L Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of DRVG.L and HNSS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRVG.LHNSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.75

-1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.83

-0.83

Correlation

The correlation between DRVG.L and HNSS.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DRVG.L vs. HNSS.L - Dividend Comparison

DRVG.L's dividend yield for the trailing twelve months is around 0.60%, while HNSS.L has not paid dividends to shareholders.


TTM2025202420232022
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.60%0.94%0.58%0.01%0.01%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

DRVG.L vs. HNSS.L - Drawdown Comparison

The maximum DRVG.L drawdown since its inception was -40.24%, which is greater than HNSS.L's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for DRVG.L and HNSS.L.


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Drawdown Indicators


DRVG.LHNSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-36.83%

-3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-14.21%

-0.87%

Current Drawdown

Current decline from peak

-9.29%

-12.85%

+3.56%

Average Drawdown

Average peak-to-trough decline

-18.41%

-9.88%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

4.50%

-0.15%

Volatility

DRVG.L vs. HNSS.L - Volatility Comparison

The current volatility for Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) is 7.24%, while HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a volatility of 9.56%. This indicates that DRVG.L experiences smaller price fluctuations and is considered to be less risky than HNSS.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.LHNSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

9.56%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

22.85%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

32.11%

-6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

29.29%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

29.29%

-4.46%