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

Correlation

The correlation between MOTO and IDRV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

MOTO vs. IDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and iShares Self-driving EV & Tech ETF (IDRV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MOTO:

0.05

IDRV:

0.07

Sortino Ratio

MOTO:

0.28

IDRV:

0.24

Omega Ratio

MOTO:

1.04

IDRV:

1.03

Calmar Ratio

MOTO:

0.06

IDRV:

0.01

Martin Ratio

MOTO:

0.19

IDRV:

0.06

Ulcer Index

MOTO:

8.80%

IDRV:

8.10%

Daily Std Dev

MOTO:

27.12%

IDRV:

29.60%

Max Drawdown

MOTO:

-38.24%

IDRV:

-53.00%

Current Drawdown

MOTO:

-3.74%

IDRV:

-39.91%

Returns By Period

In the year-to-date period, MOTO achieves a 6.08% return, which is significantly lower than IDRV's 8.01% return.


MOTO

YTD

6.08%

1M

21.25%

6M

7.31%

1Y

1.50%

5Y*

15.11%

10Y*

N/A

IDRV

YTD

8.01%

1M

16.37%

6M

10.08%

1Y

2.13%

5Y*

6.74%

10Y*

N/A

*Annualized

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MOTO vs. IDRV - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than IDRV's 0.47% expense ratio.


Risk-Adjusted Performance

MOTO vs. IDRV — Risk-Adjusted Performance Rank

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

MOTO
The Risk-Adjusted Performance Rank of MOTO is 1818
Overall Rank
The Sharpe Ratio Rank of MOTO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MOTO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MOTO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MOTO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MOTO is 1818
Martin Ratio Rank

IDRV
The Risk-Adjusted Performance Rank of IDRV is 1717
Overall Rank
The Sharpe Ratio Rank of IDRV is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IDRV is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IDRV is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IDRV is 1515
Calmar Ratio Rank
The Martin Ratio Rank of IDRV is 1616
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.

MOTO vs. IDRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and iShares Self-driving EV & Tech ETF (IDRV). 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 current MOTO Sharpe Ratio is 0.05, which is lower than the IDRV Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of MOTO and IDRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MOTO vs. IDRV - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 1.01%, less than IDRV's 2.48% yield.


TTM202420232022202120202019
MOTO
SmartETFs Smart Transportation & Technology ETF
1.01%1.07%2.73%2.33%0.55%2.71%0.00%
IDRV
iShares Self-driving EV & Tech ETF
2.48%2.68%2.17%2.29%1.12%0.69%1.29%

Drawdowns

MOTO vs. IDRV - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, smaller than the maximum IDRV drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for MOTO and IDRV. For additional features, visit the drawdowns tool.


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Volatility

MOTO vs. IDRV - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 7.28% compared to iShares Self-driving EV & Tech ETF (IDRV) at 6.49%. This indicates that MOTO's price experiences larger fluctuations and is considered to be riskier than IDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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