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IDRV vs. LIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDRV and LIT is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IDRV vs. LIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Self-driving EV & Tech ETF (IDRV) and Global X Lithium & Battery Tech ETF (LIT). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
24.54%
34.76%
IDRV
LIT

Key characteristics

Sharpe Ratio

IDRV:

0.09

LIT:

-0.35

Sortino Ratio

IDRV:

0.36

LIT:

-0.32

Omega Ratio

IDRV:

1.04

LIT:

0.96

Calmar Ratio

IDRV:

0.05

LIT:

-0.18

Martin Ratio

IDRV:

0.35

LIT:

-0.77

Ulcer Index

IDRV:

8.01%

LIT:

15.32%

Daily Std Dev

IDRV:

29.92%

LIT:

33.42%

Max Drawdown

IDRV:

-53.00%

LIT:

-65.91%

Current Drawdown

IDRV:

-44.61%

LIT:

-60.39%

Returns By Period

In the year-to-date period, IDRV achieves a -0.44% return, which is significantly higher than LIT's -9.32% return.


IDRV

YTD

-0.44%

1M

-5.67%

6M

-3.78%

1Y

2.97%

5Y*

6.75%

10Y*

N/A

LIT

YTD

-9.32%

1M

-8.26%

6M

-15.13%

1Y

-11.55%

5Y*

9.81%

10Y*

5.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDRV vs. LIT - Expense Ratio Comparison

IDRV has a 0.47% expense ratio, which is lower than LIT's 0.75% expense ratio.


Expense ratio chart for LIT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LIT: 0.75%
Expense ratio chart for IDRV: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDRV: 0.47%

Risk-Adjusted Performance

IDRV vs. LIT — Risk-Adjusted Performance Rank

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

IDRV
The Risk-Adjusted Performance Rank of IDRV is 2727
Overall Rank
The Sharpe Ratio Rank of IDRV is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IDRV is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IDRV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IDRV is 2323
Calmar Ratio Rank
The Martin Ratio Rank of IDRV is 2626
Martin Ratio Rank

LIT
The Risk-Adjusted Performance Rank of LIT is 88
Overall Rank
The Sharpe Ratio Rank of LIT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LIT is 77
Sortino Ratio Rank
The Omega Ratio Rank of LIT is 88
Omega Ratio Rank
The Calmar Ratio Rank of LIT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LIT is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDRV vs. LIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Self-driving EV & Tech ETF (IDRV) and Global X Lithium & Battery Tech ETF (LIT). 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.


The chart of Sharpe ratio for IDRV, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.00
IDRV: 0.09
LIT: -0.35
The chart of Sortino ratio for IDRV, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
IDRV: 0.36
LIT: -0.32
The chart of Omega ratio for IDRV, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
IDRV: 1.04
LIT: 0.96
The chart of Calmar ratio for IDRV, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
IDRV: 0.05
LIT: -0.18
The chart of Martin ratio for IDRV, currently valued at 0.35, compared to the broader market0.0020.0040.0060.00
IDRV: 0.35
LIT: -0.77

The current IDRV Sharpe Ratio is 0.09, which is higher than the LIT Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of IDRV and LIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
0.09
-0.35
IDRV
LIT

Dividends

IDRV vs. LIT - Dividend Comparison

IDRV's dividend yield for the trailing twelve months is around 2.69%, more than LIT's 1.03% yield.


TTM20242023202220212020201920182017201620152014
IDRV
iShares Self-driving EV & Tech ETF
2.69%2.68%2.17%2.29%1.12%0.69%1.29%0.00%0.00%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
1.03%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%

Drawdowns

IDRV vs. LIT - Drawdown Comparison

The maximum IDRV drawdown since its inception was -53.00%, smaller than the maximum LIT drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for IDRV and LIT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2025FebruaryMarchApril
-44.61%
-60.39%
IDRV
LIT

Volatility

IDRV vs. LIT - Volatility Comparison

iShares Self-driving EV & Tech ETF (IDRV) and Global X Lithium & Battery Tech ETF (LIT) have volatilities of 15.59% and 15.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.59%
15.40%
IDRV
LIT