PortfoliosLab logoPortfoliosLab logo
DRVG.L vs. SHLG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRVG.L vs. SHLG.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 Digital Security UCITS ETF USD (Dist) (SHLG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
5.44%20.43%-4.12%19.60%-26.53%-3.79%
SHLG.L
iShares Digital Security UCITS ETF USD (Dist)
-2.44%4.01%18.71%26.84%-20.51%-3.10%

Returns By Period

In the year-to-date period, DRVG.L achieves a 5.44% return, which is significantly higher than SHLG.L's -2.44% return.


DRVG.L

1D
3.50%
1M
-3.15%
YTD
5.44%
6M
11.15%
1Y
43.67%
3Y*
7.78%
5Y*
10Y*

SHLG.L

1D
3.31%
1M
1.48%
YTD
-2.44%
6M
-3.87%
1Y
9.80%
3Y*
12.39%
5Y*
7.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

DRVG.L vs. SHLG.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: 8585
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: 7878
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 8888
Martin Ratio Rank

SHLG.L
SHLG.L Risk / Return Rank: 2525
Overall Rank
SHLG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SHLG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHLG.L Omega Ratio Rank: 2424
Omega Ratio Rank
SHLG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SHLG.L Martin Ratio Rank: 2222
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. SHLG.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 Digital Security UCITS ETF USD (Dist) (SHLG.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.LSHLG.LDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.49

+1.18

Sortino ratio

Return per unit of downside risk

2.29

0.79

+1.49

Omega ratio

Gain probability vs. loss probability

1.31

1.11

+0.20

Calmar ratio

Return relative to maximum drawdown

4.26

0.75

+3.52

Martin ratio

Return relative to average drawdown

11.75

1.79

+9.97

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

The current DRVG.L Sharpe Ratio is 1.67, which is higher than the SHLG.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DRVG.L and SHLG.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.


Loading graphics...

Sharpe Ratios by Period


DRVG.LSHLG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.49

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.42

-0.40

Correlation

The correlation between DRVG.L and SHLG.L is 0.69, 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.


Dividends

DRVG.L vs. SHLG.L - Dividend Comparison

DRVG.L's dividend yield for the trailing twelve months is around 0.58%, more than SHLG.L's 0.54% yield.


TTM20252024202320222021
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.58%0.94%0.58%0.01%0.01%0.00%
SHLG.L
iShares Digital Security UCITS ETF USD (Dist)
0.54%0.53%0.60%0.55%0.76%0.89%

Drawdowns

DRVG.L vs. SHLG.L - Drawdown Comparison

The maximum DRVG.L drawdown since its inception was -40.24%, which is greater than SHLG.L's maximum drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for DRVG.L and SHLG.L.


Loading graphics...

Drawdown Indicators


DRVG.LSHLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-26.91%

-13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-12.59%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.91%

Current Drawdown

Current decline from peak

-6.12%

-8.12%

+2.00%

Average Drawdown

Average peak-to-trough decline

-18.40%

-9.63%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

5.27%

-1.48%

Volatility

DRVG.L vs. SHLG.L - Volatility Comparison

Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a higher volatility of 7.17% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) at 5.78%. This indicates that DRVG.L's price experiences larger fluctuations and is considered to be riskier than SHLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRVG.LSHLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

5.78%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

13.74%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.05%

19.88%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

18.60%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

18.58%

+6.29%