GEW vs. DRIV

Last updated Jul 2, 2026

GEW (Cambria Global Equal Weight ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both Global Equities funds. GEW is actively managed, while DRIV is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. GEW charges 0.29%/yr vs 0.68%/yr for DRIV.

Performance

GEW vs. DRIV - Performance Comparison

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

Returns By Period

In the year-to-date period, GEW achieves a 7.16% return, which is significantly lower than DRIV's 28.09% return.

GEW

• 1D: -0.23%
• 1M: -0.33%
• YTD: 7.16%
• 6M: 7.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRIV

• 1D: -1.95%
• 1M: -8.85%
• YTD: 28.09%
• 6M: 28.09%
• 1Y: 63.14%
• 3Y*: 14.89%
• 5Y*: 7.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GEW vs. DRIV - Yearly Performance Comparison

	2026 (YTD)	2025
GEW Cambria Global Equal Weight ETF	7.16%	3.68%
DRIV Global X Autonomous & Electric Vehicles ETF	28.09%	5.98%

Correlation

The correlation between GEW and DRIV is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.76

Return for Risk

GEW vs. DRIV — Risk / Return Rank

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

GEW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DRIV

DRIV Risk / Return Rank: 80
DRIV Sharpe Ratio Rank: 83
DRIV Sortino Ratio Rank: 73
DRIV Omega Ratio Rank: 72
DRIV Calmar Ratio Rank: 90
DRIV Martin Ratio Rank: 82

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.

GEW vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) 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.

	GEW	DRIV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.28	—
Sortino ratio: Return per unit of downside risk	—	2.80	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	4.73	—
Martin ratio: Return relative to average drawdown	—	13.95	—

Drawdowns

GEW vs. DRIV - Drawdown Comparison

The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for GEW and DRIV.

Drawdown Indicators

	GEW	DRIV	Difference
Max Drawdown Largest peak-to-trough decline	-8.15%	-41.93%	+33.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.43%	—
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	-1.07%	-10.90%	+9.83%
Average Drawdown Average peak-to-trough decline	-1.33%	-15.06%	+13.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.54%	—

Volatility

Volatility by Period

	GEW	DRIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.50%	27.86%	-13.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	27.64%	-13.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	27.64%	-13.14%

GEW vs. DRIV - Expense Ratio Comparison

GEW has a 0.29% expense ratio, which is lower than DRIV's 0.68% expense ratio.

Dividends

GEW vs. DRIV - Dividend Comparison

GEW's dividend yield for the trailing twelve months is around 1.27%, more than DRIV's 0.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRIV Global X Autonomous & Electric Vehicles ETF	0.58%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%
GEW Cambria Global Equal Weight ETF	1.27%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GEW and DRIV in my portfolio?

GEW and DRIV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEW or DRIV?

On fees, GEW is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEW or DRIV?

GEW is cheaper with a 0.29% expense ratio, compared with 0.68% for DRIV.

Which ETF pays a higher dividend yield, GEW or DRIV?

GEW has the higher dividend yield at 1.27%, compared with 0.58% for DRIV.

What is the main difference between GEW and DRIV?

They also come from different issuers: Cambria and Global X. Their fees differ too: 0.29% for GEW and 0.68% for DRIV.