JGLO vs. DRIV
JGLO (Jpmorgan Global Select Equity ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both Global Equities funds. JGLO is actively managed, while DRIV is passively managed. Over the past year, JGLO returned 13.14% vs 72.16% for DRIV. A 0.77 correlation means they provide meaningful diversification when combined. JGLO charges 0.47%/yr vs 0.68%/yr for DRIV.
Performance
JGLO vs. DRIV - Performance Comparison
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Returns By Period
In the year-to-date period, JGLO achieves a 3.31% return, which is significantly lower than DRIV's 29.53% return.
JGLO
- 1D
- -1.34%
- 1M
- -1.33%
- YTD
- 3.31%
- 6M
- 2.82%
- 1Y
- 13.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRIV
- 1D
- -4.82%
- 1M
- -5.16%
- YTD
- 29.53%
- 6M
- 27.42%
- 1Y
- 72.16%
- 3Y*
- 17.21%
- 5Y*
- 7.67%
- 10Y*
- —
JGLO vs. DRIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGLO Jpmorgan Global Select Equity ETF | 3.31% | 14.07% | 17.00% | 8.01% |
DRIV Global X Autonomous & Electric Vehicles ETF | 29.53% | 30.42% | -5.04% | 1.93% |
Correlation
The correlation between JGLO and DRIV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.77 |
The correlation between JGLO and DRIV has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
JGLO vs. DRIV - Sectors Allocation Comparison
Sectors
JGLO
DRIV
Technology
Financial Services
-
Consumer Cyclical
Healthcare
-
Communication Services
Industrials
Energy
-
Utilities
-
Basic Materials
Real Estate
-
Consumer Defensive
-
Technology
JGLO
DRIV
Financial Services
JGLO
DRIV
-
Consumer Cyclical
JGLO
DRIV
Healthcare
JGLO
DRIV
-
Communication Services
JGLO
DRIV
Industrials
JGLO
DRIV
Energy
JGLO
DRIV
-
Utilities
JGLO
DRIV
-
Basic Materials
JGLO
DRIV
Real Estate
JGLO
DRIV
-
Consumer Defensive
JGLO
DRIV
-
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Return for Risk
JGLO vs. DRIV — Risk / Return Rank
JGLO
DRIV
JGLO vs. DRIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) 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.
| JGLO | DRIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 5.40 | -4.01 |
| Martin ratioReturn relative to average drawdown | 5.59 | 17.18 | -11.59 |
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Drawdowns
JGLO vs. DRIV - Drawdown Comparison
The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for JGLO and DRIV.
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Drawdown Indicators
| JGLO | DRIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.12% | -41.93% | +25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -13.43% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.93% | — |
Current DrawdownCurrent decline from peak | -2.43% | -9.90% | +7.47% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -15.07% | +13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 4.21% | -1.86% |
Volatility
JGLO vs. DRIV - Volatility Comparison
The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 4.77%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 13.60%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky 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
| JGLO | DRIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 13.60% | -8.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 22.71% | -12.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 27.63% | -15.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 27.57% | -13.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.17% | 27.63% | -13.46% |
JGLO vs. DRIV - Expense Ratio Comparison
JGLO has a 0.47% expense ratio, which is lower than DRIV's 0.68% expense ratio.
Dividends
JGLO vs. DRIV - Dividend Comparison
JGLO's dividend yield for the trailing twelve months is around 1.16%, more than DRIV's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRIV Global X Autonomous & Electric Vehicles ETF | 0.83% | 1.07% | 2.07% | 1.62% | 1.24% | 0.32% | 0.29% | 1.23% | 2.79% |
JGLO Jpmorgan Global Select Equity ETF | 1.16% | 1.20% | 2.00% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGLO and DRIV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRIV has higher volatility (13.60%) compared to JGLO (4.77%). In terms of maximum drawdown, JGLO dropped -16.12% vs DRIV's -41.93%.
On 1-year performance, DRIV leads with 72.16% vs 13.14% for JGLO. On fees, JGLO is cheaper at 0.47% per year. On volatility, JGLO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DRIV has performed better with a 72.16% return vs 13.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JGLO is cheaper with a 0.47% expense ratio, compared with 0.68% for DRIV.
JGLO has the higher dividend yield at 1.16%, compared with 0.83% for DRIV.
They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.47% for JGLO and 0.68% for DRIV.
DRIV currently has the higher Sharpe Ratio (2.63 vs 1.08), 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.
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