KOID vs. DRIV

Last updated Jul 15, 2026

KOID (KraneShares Global Humanoid and Embodied Intelligence Index ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both exchange-traded funds - KOID is a Technology Equities fund tracking the MerQube Global Humanoid and Embodied Intelligence Index, while DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index. Both are passively managed. Over the past year, KOID returned 46.98% vs 47.33% for DRIV. Their correlation of 0.83 suggests significant overlap in exposure. KOID charges 0.69%/yr vs 0.68%/yr for DRIV.

Performance

KOID vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with KOID having a 21.24% return and DRIV slightly lower at 20.78%.

KOID

• 1D: 1.13%
• 1M: -5.39%
• 6M: 14.63%
• YTD: 21.24%
• 1Y: 46.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRIV

• 1D: 0.82%
• 1M: -10.13%
• 6M: 10.15%
• YTD: 20.78%
• 1Y: 47.33%
• 3Y*: 11.38%
• 5Y*: 6.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOID vs. DRIV - Yearly Performance Comparison

	2026 (YTD)	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	21.24%	27.04%
DRIV Global X Autonomous & Electric Vehicles ETF	20.78%	33.74%

Correlation

The correlation between KOID and DRIV is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.83

The correlation between KOID and DRIV has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

KOID vs. DRIV - Sectors Allocation Comparison

Sectors	KOID	DRIV
Technology	44.5%	37.3%
Industrials	30.8%	18.0%
Consumer Cyclical	18.4%	25.3%
Basic Materials	5.8%	13.7%
Communication Services	-	5.7%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

KOID vs. DRIV — Risk / Return Rank

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

KOID

KOID Risk / Return Rank: 62
KOID Sharpe Ratio Rank: 66
KOID Sortino Ratio Rank: 61
KOID Omega Ratio Rank: 60
KOID Calmar Ratio Rank: 65
KOID Martin Ratio Rank: 58

DRIV

DRIV Risk / Return Rank: 63
DRIV Sharpe Ratio Rank: 64
DRIV Sortino Ratio Rank: 57
DRIV Omega Ratio Rank: 57
DRIV Calmar Ratio Rank: 71
DRIV Martin Ratio Rank: 64

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.

KOID vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) 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.

	KOID	DRIV	Difference
Sharpe ratio: Return per unit of total volatility	1.72	1.67	+0.04
Sortino ratio: Return per unit of downside risk	2.30	2.18	+0.12
Omega ratio: Gain probability vs. loss probability	1.29	1.28	+0.01
Calmar ratio: Return relative to maximum drawdown	2.60	2.85	-0.26
Martin ratio: Return relative to average drawdown	8.13	9.09	-0.95

KOID vs. DRIV - Sharpe Ratio Comparison

The current KOID Sharpe Ratio is 1.72, which is comparable to the DRIV Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of KOID 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.

Drawdowns

KOID vs. DRIV - Drawdown Comparison

The maximum KOID drawdown since its inception was -18.19%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for KOID and DRIV.

Drawdown Indicators

	KOID	DRIV	Difference
Max Drawdown Largest peak-to-trough decline	-18.19%	-41.93%	+23.74%
Max Drawdown (1Y) Largest decline over 1 year	-18.19%	-16.67%	-1.52%
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	-10.75%	-15.99%	+5.24%
Average Drawdown Average peak-to-trough decline	-3.64%	-15.06%	+11.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.79%	5.22%	+0.57%

Volatility

KOID vs. DRIV - Volatility Comparison

KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) has a higher volatility of 12.52% compared to Global X Autonomous & Electric Vehicles ETF (DRIV) at 10.76%. This indicates that KOID'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.

Volatility by Period

	KOID	DRIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.52%	10.76%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	23.04%	23.70%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	27.54%	28.42%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.95%	27.77%	-0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.95%	27.69%	-0.74%

KOID vs. DRIV - Expense Ratio Comparison

KOID has a 0.69% expense ratio, which is higher than DRIV's 0.68% expense ratio.

Dividends

KOID vs. DRIV - Dividend Comparison

KOID's dividend yield for the trailing twelve months is around 0.70%, more than DRIV's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRIV Global X Autonomous & Electric Vehicles ETF	0.61%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	0.70%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KOID and DRIV in my portfolio?

KOID and DRIV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOID or DRIV?

KOID has higher volatility (12.52%) compared to DRIV (10.76%). In terms of maximum drawdown, KOID dropped -18.19% vs DRIV's -41.93%.

Which ETF is better, KOID or DRIV?

On 1-year performance, DRIV leads with 47.33% vs 46.98% for KOID. On fees, DRIV is cheaper at 0.68% per year. On volatility, DRIV has been the lower-risk option at 10.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOID or DRIV?

Over the 1-year period, DRIV has performed better with a 47.33% return vs 46.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOID or DRIV?

DRIV is cheaper with a 0.68% expense ratio, compared with 0.69% for KOID.

Which ETF pays a higher dividend yield, KOID or DRIV?

KOID has the higher dividend yield at 0.70%, compared with 0.61% for DRIV.

What is the main difference between KOID and DRIV?

KOID is categorized as Technology Equities, while DRIV is Global Equities. KOID tracks MerQube Global Humanoid and Embodied Intelligence Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: KraneShares and Global X. Their fees differ too: 0.69% for KOID and 0.68% for DRIV.

Which has better risk-adjusted returns?

KOID currently has the higher Sharpe Ratio (1.72 vs 1.67), 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.