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

Performance

HERU.L vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports UCITS ETF Acc USD (HERU.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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Different Trading Currencies

HERU.L 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, HERU.L achieves a -14.21% return, which is significantly lower than DRVG.L's 39.57% return.


HERU.L

1D
-1.65%
1M
-4.54%
YTD
-14.21%
6M
-16.08%
1Y
-15.16%
3Y*
8.14%
5Y*
-4.95%
10Y*

DRVG.L

1D
-1.64%
1M
8.17%
YTD
39.57%
6M
39.65%
1Y
87.70%
3Y*
20.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-14.21%24.71%18.11%6.15%-35.25%-8.77%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
39.57%29.52%-5.72%25.91%-34.38%-3.51%

Correlation

The correlation between HERU.L and DRVG.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.54

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

0.57

The correlation between HERU.L and DRVG.L has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

HERU.L vs. DRVG.L - Sectors Allocation Comparison


Sectors
HERU.L
DRVG.L

Communication Services

93.7%
5.7%

Technology

4.5%
37.7%

Industrials

1.9%
18.0%

Basic Materials

-

13.4%

Consumer Cyclical

-

25.2%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Communication Services

HERU.L
93.7%
DRVG.L
5.7%

Technology

HERU.L
4.5%
DRVG.L
37.7%

Industrials

HERU.L
1.9%
DRVG.L
18.0%

Basic Materials

HERU.L

-

DRVG.L
13.4%

Consumer Cyclical

HERU.L

-

DRVG.L
25.2%

Consumer Defensive

HERU.L

-

DRVG.L

-

Energy

HERU.L

-

DRVG.L

-

Financial Services

HERU.L

-

DRVG.L

-

Healthcare

HERU.L

-

DRVG.L

-

Real Estate

HERU.L

-

DRVG.L

-

Utilities

HERU.L

-

DRVG.L

-

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Return for Risk

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

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

HERU.L
HERU.L Risk / Return Rank: 33
Overall Rank
HERU.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HERU.L Sortino Ratio Rank: 33
Sortino Ratio Rank
HERU.L Omega Ratio Rank: 33
Omega Ratio Rank
HERU.L Calmar Ratio Rank: 44
Calmar Ratio Rank
HERU.L Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Acc USD (HERU.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.


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

-4.44

Sortino ratioReturn per unit of downside risk

-5.58

Omega ratioGain probability vs. loss probability

0.88

1.56

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.58

7.03

-7.60

Martin ratioReturn relative to average drawdown

-1.08

21.97

-23.06

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

The current HERU.L Sharpe Ratio is -0.79, which is lower than the DRVG.L Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of HERU.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


HERU.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

3.65

-4.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.26

-0.45

Drawdowns

HERU.L vs. DRVG.L - Drawdown Comparison

The maximum HERU.L drawdown since its inception was -55.72%, which is greater than DRVG.L's maximum drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for HERU.L and DRVG.L.


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Drawdown Indicators


HERU.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.72%

-42.84%

-12.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.06%

-12.42%

-13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.06%

-34.61%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-48.79%

Current Drawdown

Current decline from peak

-34.58%

-2.47%

-32.11%

Average Drawdown

Average peak-to-trough decline

-33.97%

-21.45%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.96%

3.98%

+9.98%

Volatility

HERU.L vs. DRVG.L - Volatility Comparison

The current volatility for Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) is 5.76%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a volatility of 9.55%. This indicates that HERU.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


HERU.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

9.55%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

17.68%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

23.90%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

27.24%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

27.24%

-3.57%

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

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


Dividends

HERU.L vs. DRVG.L - Dividend Comparison

HERU.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%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HERU.L and DRVG.L have a correlation of 0.49, 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.

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

Both ETFs track MSCI World/Information Tech NR USD.

Portfolio Optimizer

Find the right allocation for HERU.L and DRVG.L

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