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EAGL vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAGL vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Capital Select Equity ETF (EAGL) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAGL achieves a -3.88% return, which is significantly lower than DRIV's 28.49% return.


EAGL

1D
-0.81%
1M
-4.24%
YTD
-3.88%
6M
-4.36%
1Y
6.23%
3Y*
5Y*
10Y*

DRIV

1D
0.33%
1M
-8.76%
YTD
28.49%
6M
26.04%
1Y
66.35%
3Y*
17.00%
5Y*
7.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAGL vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024
EAGL
Eagle Capital Select Equity ETF
-3.88%17.19%11.23%
DRIV
Global X Autonomous & Electric Vehicles ETF
28.49%30.42%-3.80%

Correlation

The correlation between EAGL and DRIV is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2024

0.64

The correlation between EAGL and DRIV shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

EAGL vs. DRIV - Sectors Allocation Comparison


Sectors
EAGL
DRIV

Technology

23.0%
37.3%

Financial Services

20.1%

-

Consumer Cyclical

17.2%
25.3%

Healthcare

15.9%

-

Communication Services

8.4%
5.7%

Energy

7.9%

-

Basic Materials

3.0%
13.7%

Industrials

2.3%
18.0%

Consumer Defensive

2.2%

-

Real Estate

-

-

Utilities

-

-

Technology

EAGL
23.0%
DRIV
37.3%

Financial Services

EAGL
20.1%
DRIV

-

Consumer Cyclical

EAGL
17.2%
DRIV
25.3%

Healthcare

EAGL
15.9%
DRIV

-

Communication Services

EAGL
8.4%
DRIV
5.7%

Energy

EAGL
7.9%
DRIV

-

Basic Materials

EAGL
3.0%
DRIV
13.7%

Industrials

EAGL
2.3%
DRIV
18.0%

Consumer Defensive

EAGL
2.2%
DRIV

-

Real Estate

EAGL

-

DRIV

-

Utilities

EAGL

-

DRIV

-

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Return for Risk

EAGL vs. DRIV — Risk / Return Rank

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

EAGL
EAGL Risk / Return Rank: 1515
Overall Rank
EAGL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EAGL Sortino Ratio Rank: 1414
Sortino Ratio Rank
EAGL Omega Ratio Rank: 1414
Omega Ratio Rank
EAGL Calmar Ratio Rank: 1414
Calmar Ratio Rank
EAGL Martin Ratio Rank: 1616
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 8383
Overall Rank
DRIV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 7676
Sortino Ratio Rank
DRIV Omega Ratio Rank: 7676
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9191
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8585
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.

EAGL vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Capital Select Equity ETF (EAGL) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


EAGLDRIVDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.09

1.39

-0.30

Calmar ratioReturn relative to maximum drawdown

0.46

4.97

-4.50

Martin ratioReturn relative to average drawdown

1.51

15.40

-13.90

EAGL vs. DRIV - Sharpe Ratio Comparison

The current EAGL Sharpe Ratio is 0.47, which is lower than the DRIV Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EAGL and DRIV, 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

EAGL vs. DRIV - Drawdown Comparison

The maximum EAGL drawdown since its inception was -15.09%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for EAGL and DRIV.


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Drawdown Indicators


EAGLDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-15.09%

-41.93%

+26.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-13.43%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

Current Drawdown

Current decline from peak

-7.77%

-10.62%

+2.85%

Average Drawdown

Average peak-to-trough decline

-2.65%

-15.07%

+12.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

4.32%

-0.17%

Volatility

EAGL vs. DRIV - Volatility Comparison

The current volatility for Eagle Capital Select Equity ETF (EAGL) is 5.27%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 12.93%. This indicates that EAGL experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAGLDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

12.93%

-7.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

22.68%

-12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.46%

27.55%

-14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

27.57%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

27.62%

-12.19%

EAGL vs. DRIV - Expense Ratio Comparison

EAGL has a 0.80% expense ratio, which is higher than DRIV's 0.68% expense ratio.


Dividends

EAGL vs. DRIV - Dividend Comparison

EAGL's dividend yield for the trailing twelve months is around 0.57%, less than DRIV's 0.83% yield.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.83%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
EAGL
Eagle Capital Select Equity ETF
0.57%0.55%0.29%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EAGL and DRIV have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIV has higher volatility (12.93%) compared to EAGL (5.27%). In terms of maximum drawdown, EAGL dropped -15.09% vs DRIV's -41.93%.

On 1-year performance, DRIV leads with 66.35% vs 6.23% for EAGL. On fees, DRIV is cheaper at 0.68% per year. On volatility, EAGL has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DRIV has performed better with a 66.35% return vs 6.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRIV is cheaper with a 0.68% expense ratio, compared with 0.80% for EAGL.

DRIV has the higher dividend yield at 0.83%, compared with 0.57% for EAGL.

They also come from different issuers: Eagle Capital and Global X. Their fees differ too: 0.80% for EAGL and 0.68% for DRIV.

DRIV currently has the higher Sharpe Ratio (2.42 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EAGL and DRIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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