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HAIL vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAIL vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) 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, HAIL achieves a 20.85% return, which is significantly lower than DRIV's 36.09% return.


HAIL

1D
-1.16%
1M
-1.13%
YTD
20.85%
6M
16.53%
1Y
43.03%
3Y*
11.17%
5Y*
-6.30%
10Y*

DRIV

1D
0.36%
1M
-0.36%
YTD
36.09%
6M
33.56%
1Y
83.16%
3Y*
19.16%
5Y*
9.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAIL vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HAIL
SPDR S&P Kensho Smart Mobility ETF
20.85%19.62%-6.98%9.65%-45.72%1.95%84.33%30.63%-20.87%
DRIV
Global X Autonomous & Electric Vehicles ETF
36.09%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.03%

Correlation

The correlation between HAIL and DRIV is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2018

0.90

The correlation between HAIL and DRIV has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

HAIL vs. DRIV - Sectors Allocation Comparison


Sectors
HAIL
DRIV

Technology

39.4%
37.3%

Consumer Cyclical

32.6%
25.3%

Industrials

21.0%
18.0%

Communication Services

4.8%
5.7%

Financial Services

3.1%

-

Basic Materials

1.2%
13.7%

Energy

1.1%

-

Consumer Defensive

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Technology

HAIL
39.4%
DRIV
37.3%

Consumer Cyclical

HAIL
32.6%
DRIV
25.3%

Industrials

HAIL
21.0%
DRIV
18.0%

Communication Services

HAIL
4.8%
DRIV
5.7%

Financial Services

HAIL
3.1%
DRIV

-

Basic Materials

HAIL
1.2%
DRIV
13.7%

Energy

HAIL
1.1%
DRIV

-

Consumer Defensive

HAIL

-

DRIV

-

Healthcare

HAIL

-

DRIV

-

Real Estate

HAIL

-

DRIV

-

Utilities

HAIL

-

DRIV

-

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Return for Risk

HAIL vs. DRIV — Risk / Return Rank

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

HAIL
HAIL Risk / Return Rank: 4242
Overall Rank
HAIL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 3939
Sortino Ratio Rank
HAIL Omega Ratio Rank: 3838
Omega Ratio Rank
HAIL Calmar Ratio Rank: 4848
Calmar Ratio Rank
HAIL Martin Ratio Rank: 4242
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 8989
Overall Rank
DRIV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8484
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8383
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9090
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.

HAIL vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) 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.


HAILDRIVDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.24

1.48

-0.24

Calmar ratioReturn relative to maximum drawdown

2.32

6.23

-3.91

Martin ratioReturn relative to average drawdown

6.63

20.02

-13.39

HAIL vs. DRIV - Sharpe Ratio Comparison

The current HAIL Sharpe Ratio is 1.41, which is lower than the DRIV Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of HAIL 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

HAIL vs. DRIV - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for HAIL and DRIV.


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Drawdown Indicators


HAILDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-41.93%

-24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

-13.43%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-40.96%

-34.18%

-6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-63.01%

-41.93%

-21.08%

Current Drawdown

Current decline from peak

-36.25%

-5.34%

-30.91%

Average Drawdown

Average peak-to-trough decline

-31.61%

-15.08%

-16.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

4.17%

+2.34%

Volatility

HAIL vs. DRIV - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 13.43% compared to Global X Autonomous & Electric Vehicles ETF (DRIV) at 12.79%. This indicates that HAIL's price experiences larger fluctuations and is considered to be riskier 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


HAILDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

12.79%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

24.53%

22.12%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

30.76%

27.22%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.14%

27.49%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.85%

27.59%

+4.26%

HAIL vs. DRIV - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

HAIL vs. DRIV - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 1.82%, more than DRIV's 0.79% yield.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.79%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
HAIL
SPDR S&P Kensho Smart Mobility ETF
1.82%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%

Frequently Asked Questions


HAIL and DRIV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAIL has higher volatility (13.43%) compared to DRIV (12.79%). In terms of maximum drawdown, HAIL dropped -65.98% vs DRIV's -41.93%.

On 5-year performance, DRIV leads with 9.02% vs -6.30% for HAIL. On fees, HAIL is cheaper at 0.45% per year. On volatility, DRIV has been the lower-risk option at 12.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DRIV has performed better with a 9.02% return vs -6.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAIL is cheaper with a 0.45% expense ratio, compared with 0.68% for DRIV.

HAIL has the higher dividend yield at 1.82%, compared with 0.79% for DRIV.

HAIL tracks S&P Kensho Smart Transportation Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.45% for HAIL and 0.68% for DRIV.

DRIV currently has the higher Sharpe Ratio (3.08 vs 1.41), 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 HAIL 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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