KRMA vs. DRIV
KRMA (Global X Conscious Companies ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both exchange-traded funds - KRMA is a Large Cap Growth Equities fund tracking the Concinnity Conscious Companies Index GTR Index, while DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index. Both are passively managed. Over the past 5 years, KRMA returned 10.89%/yr vs 9.49%/yr for DRIV. A 0.78 correlation means they provide meaningful diversification when combined. KRMA charges 0.43%/yr vs 0.68%/yr for DRIV.
Performance
KRMA vs. DRIV - Performance Comparison
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Returns By Period
In the year-to-date period, KRMA achieves a 11.81% return, which is significantly lower than DRIV's 42.27% return.
KRMA
- 1D
- -0.90%
- 1M
- 6.32%
- YTD
- 11.81%
- 6M
- 12.13%
- 1Y
- 27.87%
- 3Y*
- 18.94%
- 5Y*
- 10.89%
- 10Y*
- —
DRIV
- 1D
- -1.04%
- 1M
- 12.34%
- YTD
- 42.27%
- 6M
- 41.87%
- 1Y
- 92.43%
- 3Y*
- 21.80%
- 5Y*
- 9.49%
- 10Y*
- —
KRMA vs. DRIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KRMA Global X Conscious Companies ETF | 11.81% | 13.98% | 18.12% | 22.08% | -18.96% | 27.71% | 17.53% | 30.07% | -6.08% |
DRIV Global X Autonomous & Electric Vehicles ETF | 42.27% | 30.42% | -5.04% | 26.14% | -34.13% | 27.80% | 62.76% | 28.54% | -21.49% |
Correlation
The correlation between KRMA 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 (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.78 |
The correlation between KRMA and DRIV has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
KRMA vs. DRIV - Sectors Allocation Comparison
Sectors
KRMA
DRIV
Technology
Financial Services
-
Consumer Cyclical
Communication Services
Healthcare
-
Industrials
Consumer Defensive
-
Energy
-
Real Estate
-
Basic Materials
Utilities
-
Technology
KRMA
DRIV
Financial Services
KRMA
DRIV
-
Consumer Cyclical
KRMA
DRIV
Communication Services
KRMA
DRIV
Healthcare
KRMA
DRIV
-
Industrials
KRMA
DRIV
Consumer Defensive
KRMA
DRIV
-
Energy
KRMA
DRIV
-
Real Estate
KRMA
DRIV
-
Basic Materials
KRMA
DRIV
Utilities
KRMA
DRIV
-
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Return for Risk
KRMA vs. DRIV — Risk / Return Rank
KRMA
DRIV
KRMA vs. DRIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) 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.
| KRMA | DRIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.55 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 6.92 | -3.67 |
| Martin ratioReturn relative to average drawdown | 13.76 | 24.10 | -10.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KRMA | DRIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 3.70 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.35 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.54 | +0.21 |
Drawdowns
KRMA vs. DRIV - Drawdown Comparison
The maximum KRMA drawdown since its inception was -36.16%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for KRMA and DRIV.
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Drawdown Indicators
| KRMA | DRIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -41.93% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -13.43% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -34.18% | +14.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.12% | -41.93% | +15.81% |
Current DrawdownCurrent decline from peak | -1.02% | -1.04% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -15.13% | +10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 3.85% | -1.82% |
Volatility
KRMA vs. DRIV - Volatility Comparison
The current volatility for Global X Conscious Companies ETF (KRMA) is 3.12%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 9.36%. This indicates that KRMA 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
| KRMA | DRIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 9.36% | -6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 19.29% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 25.14% | -12.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 27.07% | -9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 27.40% | -8.89% |
KRMA vs. DRIV - Expense Ratio Comparison
KRMA has a 0.43% expense ratio, which is lower than DRIV's 0.68% expense ratio.
Dividends
KRMA vs. DRIV - Dividend Comparison
KRMA's dividend yield for the trailing twelve months is around 2.32%, more than DRIV's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DRIV Global X Autonomous & Electric Vehicles ETF | 0.75% | 1.07% | 2.07% | 1.62% | 1.24% | 0.32% | 0.29% | 1.23% | 2.79% | 0.00% | 0.00% |
KRMA Global X Conscious Companies ETF | 2.32% | 2.59% | 0.91% | 1.16% | 0.86% | 1.07% | 0.96% | 1.52% | 1.82% | 1.21% | 0.96% |
Frequently Asked Questions
KRMA 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 (9.36%) compared to KRMA (3.12%). In terms of maximum drawdown, KRMA dropped -36.16% vs DRIV's -41.93%.
On 5-year performance, KRMA leads with 10.89% vs 9.49% for DRIV. On fees, KRMA is cheaper at 0.43% per year. On volatility, KRMA has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, KRMA has performed better with a 10.89% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
KRMA is cheaper with a 0.43% expense ratio, compared with 0.68% for DRIV.
KRMA has the higher dividend yield at 2.32%, compared with 0.75% for DRIV.
KRMA is categorized as Large Cap Growth Equities, while DRIV is Global Equities. KRMA tracks Concinnity Conscious Companies Index GTR Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. Their fees differ too: 0.43% for KRMA and 0.68% for DRIV.
DRIV currently has the higher Sharpe Ratio (3.70 vs 2.28), 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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