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KRMA vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRMA vs. DRIV - Performance Comparison

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

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

KRMA vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

41.8%
34.0%

Financial Services

11.5%

-

Consumer Cyclical

10.8%
26.8%

Communication Services

9.4%
5.4%

Healthcare

8.7%

-

Industrials

7.1%
19.4%

Consumer Defensive

3.5%

-

Energy

2.7%

-

Real Estate

1.9%

-

Basic Materials

1.6%
14.4%

Utilities

0.9%

-

Technology

KRMA
41.8%
DRIV
34.0%

Financial Services

KRMA
11.5%
DRIV

-

Consumer Cyclical

KRMA
10.8%
DRIV
26.8%

Communication Services

KRMA
9.4%
DRIV
5.4%

Healthcare

KRMA
8.7%
DRIV

-

Industrials

KRMA
7.1%
DRIV
19.4%

Consumer Defensive

KRMA
3.5%
DRIV

-

Energy

KRMA
2.7%
DRIV

-

Real Estate

KRMA
1.9%
DRIV

-

Basic Materials

KRMA
1.6%
DRIV
14.4%

Utilities

KRMA
0.9%
DRIV

-

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Return for Risk

KRMA vs. DRIV — Risk / Return Rank

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

KRMA
KRMA Risk / Return Rank: 6969
Overall Rank
KRMA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
KRMA Sortino Ratio Rank: 6969
Sortino Ratio Rank
KRMA Omega Ratio Rank: 6767
Omega Ratio Rank
KRMA Calmar Ratio Rank: 6666
Calmar Ratio Rank
KRMA Martin Ratio Rank: 7373
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
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.

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.


KRMADRIVDifference
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

KRMA vs. DRIV - Sharpe Ratio Comparison

The current KRMA Sharpe Ratio is 2.28, which is lower than the DRIV Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of KRMA 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.


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Sharpe Ratios by Period


KRMADRIVDifference

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


KRMADRIVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.02%

-1.04%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.92%

-15.13%

+10.21%

Ulcer Index

Depth 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


KRMADRIVDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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