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

Performance

EBIG.L vs. DRVG.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, EBIG.L achieves a -14.25% return, which is significantly lower than DRVG.L's 39.92% return.


EBIG.L

1D
1.50%
1M
-0.68%
YTD
-14.25%
6M
-15.56%
1Y
-8.06%
3Y*
14.80%
5Y*
10Y*

DRVG.L

1D
-1.69%
1M
7.47%
YTD
39.92%
6M
36.85%
1Y
88.86%
3Y*
17.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
EBIG.L
Global X E-commerce UCITS ETF USD Accumulating
-14.25%9.95%33.02%24.95%-34.59%-13.09%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
39.92%20.43%-4.12%19.60%-26.53%-3.79%

Correlation

The correlation between EBIG.L and DRVG.L 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 (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.68

The correlation between EBIG.L and DRVG.L shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EBIG.L
EBIG.L Risk / Return Rank: 66
Overall Rank
EBIG.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EBIG.L Sortino Ratio Rank: 55
Sortino Ratio Rank
EBIG.L Omega Ratio Rank: 55
Omega Ratio Rank
EBIG.L Calmar Ratio Rank: 66
Calmar Ratio Rank
EBIG.L Martin Ratio Rank: 66
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 9494
Overall Rank
DRVG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9292
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.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.


EBIG.LDRVG.LDifference
Sharpe ratioReturn per unit of total volatility

-4.37

Sortino ratioReturn per unit of downside risk

-5.34

Omega ratioGain probability vs. loss probability

0.95

1.61

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.30

8.53

-8.83

Martin ratioReturn relative to average drawdown

-0.59

24.30

-24.89

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

The current EBIG.L Sharpe Ratio is -0.42, which is lower than the DRVG.L Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of EBIG.L and DRVG.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


EBIG.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

3.95

-4.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.28

-0.60

Drawdowns

EBIG.L vs. DRVG.L - Drawdown Comparison

The maximum EBIG.L drawdown since its inception was -61.10%, which is greater than DRVG.L's maximum drawdown of -40.24%. Use the drawdown chart below to compare losses from any high point for EBIG.L and DRVG.L.


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Drawdown Indicators


EBIG.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.10%

-40.24%

-20.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-10.43%

-15.26%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-34.13%

+7.56%

Current Drawdown

Current decline from peak

-35.35%

-2.16%

-33.19%

Average Drawdown

Average peak-to-trough decline

-42.51%

-17.78%

-24.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.87%

3.67%

+9.20%

Volatility

EBIG.L vs. DRVG.L - Volatility Comparison

The current volatility for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) is 4.41%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a volatility of 9.22%. This indicates that EBIG.L experiences smaller price fluctuations and is considered to be less risky than DRVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIG.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

9.22%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

16.49%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

22.57%

-4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.21%

25.06%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.21%

25.06%

+4.15%

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

Both EBIG.L and DRVG.L have an expense ratio of 0.50%.


Dividends

EBIG.L vs. DRVG.L - Dividend Comparison

EBIG.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.44%.


PositionTTM2025202420232022
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.44%0.94%0.58%0.01%0.01%
EBIG.L
Global X E-commerce UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EBIG.L and DRVG.L 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.

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

EBIG.L and DRVG.L have the same expense ratio: 0.50% per year.

EBIG.L is categorized as Consumer Staples Equities, while DRVG.L is Technology Equities. EBIG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while DRVG.L tracks MSCI World/Information Tech NR USD.

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