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GTPE vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTPE vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) 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, GTPE achieves a 19.43% return, which is significantly lower than DRIV's 42.27% return.


GTPE

1D
-0.09%
1M
9.33%
YTD
19.43%
6M
20.97%
1Y
3Y*
5Y*
10Y*

DRIV

1D
-1.04%
1M
12.34%
YTD
42.27%
6M
41.87%
1Y
92.43%
3Y*
21.80%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTPE vs. DRIV - Yearly Performance Comparison


Correlation

The correlation between GTPE and DRIV is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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Return for Risk

GTPE vs. DRIV — Risk / Return Rank

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

GTPE

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
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.

GTPE vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) 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.


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

GTPE vs. DRIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GTPEDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

0.54

+1.80

Drawdowns

GTPE vs. DRIV - Drawdown Comparison

The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for GTPE and DRIV.


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Drawdown Indicators


GTPEDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-8.91%

-41.93%

+33.02%

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

-0.09%

-1.04%

+0.95%

Average Drawdown

Average peak-to-trough decline

-1.66%

-15.13%

+13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

Volatility

GTPE vs. DRIV - Volatility Comparison


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Volatility by Period


GTPEDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

25.14%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

27.07%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

27.40%

-10.19%

GTPE vs. DRIV - Expense Ratio Comparison

GTPE has a 0.50% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

GTPE vs. DRIV - Dividend Comparison

GTPE has not paid dividends to shareholders, while DRIV's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.75%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
GTPE
Goldman Sachs MSCI World Private Equity Return Tracker ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GTPE and DRIV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GTPE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GTPE is cheaper with a 0.50% expense ratio, compared with 0.68% for DRIV.

DRIV has the higher dividend yield at 0.75%, compared with 0.00% for GTPE.

GTPE tracks MSCI World Private Equity Return Tracker Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: Goldman Sachs and Global X. Their fees differ too: 0.50% for GTPE and 0.68% for DRIV.

Portfolio Optimizer

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