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SNSR vs. IDRV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNSR vs. IDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and iShares Self-Driving EV and Tech ETF (IDRV). The values are adjusted to include any dividend payments, if applicable.

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SNSR vs. IDRV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNSR
Global X Internet of Things ETF
1.79%6.46%-0.45%23.06%-25.50%23.66%35.05%21.73%
IDRV
iShares Self-Driving EV and Tech ETF
2.49%32.24%-16.05%7.83%-36.37%26.99%59.46%7.24%

Returns By Period

In the year-to-date period, SNSR achieves a 1.79% return, which is significantly lower than IDRV's 2.49% return.


SNSR

1D
0.92%
1M
-7.19%
YTD
1.79%
6M
-3.48%
1Y
15.05%
3Y*
4.86%
5Y*
2.79%
10Y*

IDRV

1D
0.88%
1M
-2.92%
YTD
2.49%
6M
5.18%
1Y
34.80%
3Y*
2.66%
5Y*
-1.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNSR vs. IDRV - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than IDRV's 0.48% expense ratio.


Return for Risk

SNSR vs. IDRV — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 2929
Overall Rank
SNSR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 3030
Sortino Ratio Rank
SNSR Omega Ratio Rank: 2929
Omega Ratio Rank
SNSR Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNSR Martin Ratio Rank: 3131
Martin Ratio Rank

IDRV
IDRV Risk / Return Rank: 7171
Overall Rank
IDRV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IDRV Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDRV Omega Ratio Rank: 6363
Omega Ratio Rank
IDRV Calmar Ratio Rank: 7777
Calmar Ratio Rank
IDRV Martin Ratio Rank: 7575
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. IDRV - Risk-Adjusted Trends Comparison

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


SNSRIDRVDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.27

-0.77

Sortino ratio

Return per unit of downside risk

0.93

1.88

-0.95

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.12

Calmar ratio

Return relative to maximum drawdown

0.86

2.18

-1.31

Martin ratio

Return relative to average drawdown

2.85

8.42

-5.57

SNSR vs. IDRV - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 0.50, which is lower than the IDRV Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SNSR 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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Sharpe Ratios by Period


SNSRIDRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.27

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.06

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.28

+0.16

Correlation

The correlation between SNSR and IDRV is 0.80, 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.


Dividends

SNSR vs. IDRV - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.53%, less than IDRV's 1.66% yield.


TTM2025202420232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.53%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
IDRV
iShares Self-Driving EV and Tech ETF
1.66%1.70%2.68%2.17%2.29%1.12%0.69%1.29%0.00%0.00%0.00%

Drawdowns

SNSR vs. IDRV - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum IDRV drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for SNSR and IDRV.


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Drawdown Indicators


SNSRIDRVDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-53.00%

+14.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-16.33%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-53.00%

+14.97%

Current Drawdown

Current decline from peak

-8.08%

-24.59%

+16.51%

Average Drawdown

Average peak-to-trough decline

-9.64%

-22.51%

+12.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

4.22%

+0.98%

Volatility

SNSR vs. IDRV - Volatility Comparison

The current volatility for Global X Internet of Things ETF (SNSR) is 8.61%, while iShares Self-Driving EV and Tech ETF (IDRV) has a volatility of 9.83%. This indicates that SNSR experiences smaller price fluctuations and is considered to be less risky than IDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNSRIDRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

9.83%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

18.47%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

27.42%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

27.44%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

28.10%

-3.56%