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

Performance

EUAD vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select STOXX Europe Aerospace & Defense ETF (EUAD) 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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EUAD vs. DRVG.L - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUAD achieves a -3.30% return, which is significantly lower than DRVG.L's 0.19% return.


EUAD

1D
4.97%
1M
-12.63%
YTD
-3.30%
6M
-12.91%
1Y
22.00%
3Y*
5Y*
10Y*

DRVG.L

1D
1.09%
1M
-9.12%
YTD
0.19%
6M
6.98%
1Y
44.42%
3Y*
9.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUAD vs. DRVG.L - Expense Ratio Comparison

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


Return for Risk

EUAD vs. DRVG.L — Risk / Return Rank

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

EUAD
EUAD Risk / Return Rank: 4343
Overall Rank
EUAD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 4545
Sortino Ratio Rank
EUAD Omega Ratio Rank: 4141
Omega Ratio Rank
EUAD Calmar Ratio Rank: 4747
Calmar Ratio Rank
EUAD Martin Ratio Rank: 3737
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) 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.


EUADDRVG.LDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.64

-0.87

Sortino ratio

Return per unit of downside risk

1.18

2.25

-1.07

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

1.09

2.67

-1.57

Martin ratio

Return relative to average drawdown

3.21

9.55

-6.34

EUAD vs. DRVG.L - Sharpe Ratio Comparison

The current EUAD Sharpe Ratio is 0.77, which is lower than the DRVG.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EUAD and DRVG.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


EUADDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.64

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

-0.02

+1.46

Correlation

The correlation between EUAD and DRVG.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EUAD vs. DRVG.L - Dividend Comparison

EUAD's dividend yield for the trailing twelve months is around 0.41%, less than DRVG.L's 0.60% yield.


TTM2025202420232022
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%0.00%0.00%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.60%0.94%0.58%0.01%0.01%

Drawdowns

EUAD vs. DRVG.L - Drawdown Comparison

The maximum EUAD drawdown since its inception was -19.61%, smaller than the maximum DRVG.L drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for EUAD and DRVG.L.


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Drawdown Indicators


EUADDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-40.24%

+20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-15.08%

-4.53%

Current Drawdown

Current decline from peak

-15.62%

-9.29%

-6.33%

Average Drawdown

Average peak-to-trough decline

-4.56%

-18.41%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

4.35%

+2.33%

Volatility

EUAD vs. DRVG.L - Volatility Comparison

Select STOXX Europe Aerospace & Defense ETF (EUAD) has a higher volatility of 12.28% compared to Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) at 7.85%. This indicates that EUAD's price experiences larger fluctuations and is considered to be riskier 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


EUADDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

7.85%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

16.56%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

28.77%

27.14%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.32%

27.02%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.32%

27.02%

+1.30%