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SNSR vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNSR vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) 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, SNSR achieves a 44.93% return, which is significantly higher than DRIV's 42.27% return.


SNSR

1D
-0.45%
1M
19.62%
YTD
44.93%
6M
43.21%
1Y
49.79%
3Y*
18.10%
5Y*
9.51%
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)

SNSR vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SNSR
Global X Internet of Things ETF
44.93%6.46%-0.45%23.06%-25.50%23.66%35.05%47.90%-19.96%
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 SNSR and DRIV is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.86

The correlation between SNSR and DRIV has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

SNSR vs. DRIV - Sectors Allocation Comparison


Sectors
SNSR
DRIV

Technology

78.7%
34.0%

Industrials

15.7%
19.4%

Healthcare

4.8%

-

Communication Services

0.8%
5.4%

Basic Materials

0.2%
14.4%

Utilities

0.1%

-

Consumer Cyclical

-

26.8%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Real Estate

-

-

Technology

SNSR
78.7%
DRIV
34.0%

Industrials

SNSR
15.7%
DRIV
19.4%

Healthcare

SNSR
4.8%
DRIV

-

Communication Services

SNSR
0.8%
DRIV
5.4%

Basic Materials

SNSR
0.2%
DRIV
14.4%

Utilities

SNSR
0.1%
DRIV

-

Consumer Cyclical

SNSR

-

DRIV
26.8%

Consumer Defensive

SNSR

-

DRIV

-

Energy

SNSR

-

DRIV

-

Financial Services

SNSR

-

DRIV

-

Real Estate

SNSR

-

DRIV

-

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Return for Risk

SNSR vs. DRIV — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 6262
Overall Rank
SNSR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SNSR Omega Ratio Rank: 5656
Omega Ratio Rank
SNSR Calmar Ratio Rank: 7070
Calmar Ratio Rank
SNSR Martin Ratio Rank: 6161
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.

SNSR vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


SNSRDRIVDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.35

1.55

-0.21

Calmar ratioReturn relative to maximum drawdown

3.50

6.92

-3.42

Martin ratioReturn relative to average drawdown

10.86

24.10

-13.24

SNSR vs. DRIV - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 2.10, which is lower than the DRIV Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of SNSR 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


SNSRDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

3.70

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.35

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.54

+0.06

Drawdowns

SNSR vs. DRIV - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for SNSR and DRIV.


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Drawdown Indicators


SNSRDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-41.93%

+3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-13.43%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-34.18%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-41.93%

+3.90%

Current Drawdown

Current decline from peak

-0.45%

-1.04%

+0.59%

Average Drawdown

Average peak-to-trough decline

-9.50%

-15.13%

+5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

3.85%

+0.75%

Volatility

SNSR vs. DRIV - Volatility Comparison

Global X Internet of Things ETF (SNSR) and Global X Autonomous & Electric Vehicles ETF (DRIV) have volatilities of 9.35% and 9.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNSRDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

9.36%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

19.29%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

25.14%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

27.07%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

27.40%

-2.73%

SNSR vs. DRIV - Expense Ratio Comparison

Both SNSR and DRIV have an expense ratio of 0.68%.


Dividends

SNSR vs. DRIV - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.37%, less 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%
SNSR
Global X Internet of Things ETF
0.37%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Frequently Asked Questions


SNSR and DRIV have a correlation of 0.83, 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 SNSR (9.35%). In terms of maximum drawdown, SNSR dropped -38.46% vs DRIV's -41.93%.

On 5-year performance, SNSR leads with 9.51% vs 9.49% for DRIV. Both ETFs have the same 0.68% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SNSR has performed better with a 9.51% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNSR and DRIV have the same expense ratio: 0.68% per year.

DRIV has the higher dividend yield at 0.75%, compared with 0.37% for SNSR.

SNSR is categorized as Technology Equities, while DRIV is Global Equities. SNSR tracks Indxx Global Internet of Things Thematic Index, while DRIV tracks Solactive Autonomous & Electric Vehicles Index.

DRIV currently has the higher Sharpe Ratio (3.70 vs 2.10), 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.

Portfolio Optimizer

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