SQS vs. DRIV
SQS (Sapient Quality Select ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index. SQS is actively managed, while DRIV is passively managed. Their 0.80 correlation means they have sometimes moved together and sometimes differently. SQS charges 0.80%/yr vs 0.68%/yr for DRIV.
Performance
SQS vs. DRIV - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DRIV
- 1D
- -0.02%
- 1M
- -9.07%
- 6M
- 4.15%
- YTD
- 13.15%
- 1Y
- 42.10%
- 3Y*
- 8.06%
- 5Y*
- 4.49%
- 10Y*
- —
- ALL TIME*
- 11.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $934.15K | $1.60M | $2.79M | |
| $368.93K | $275.74K | $458.12K |
SQS vs. DRIV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
DRIV Global X Autonomous & Electric Vehicles ETF | 11.06% |
Correlation
The correlation between SQS and DRIV is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.80 |
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Return for Risk
SQS vs. DRIV — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRIV
SQS vs. DRIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SQS | DRIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.63 | — |
| Martin ratioReturn relative to average drawdown | — | 5.83 | — |
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Drawdowns
SQS vs. DRIV - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for SQS and DRIV.
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Drawdown Indicators
| SQS | DRIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -41.93% | +34.03% |
Max Drawdown (1Y)Largest decline over 1 year | — | -24.70% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.93% | — |
Current DrawdownCurrent decline from peak | -3.23% | -21.29% | +18.06% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -15.09% | +12.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.90% | — |
Volatility
SQS vs. DRIV - Volatility Comparison
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Volatility by Period
| SQS | DRIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 29.45% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 27.92% | -9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 27.76% | -9.24% |
SQS vs. DRIV - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than DRIV's 0.68% expense ratio.
Dividends
SQS vs. DRIV - Dividend Comparison
SQS has not paid dividends to shareholders, while DRIV's dividend yield for the trailing twelve months is around 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRIV Global X Autonomous & Electric Vehicles ETF | 0.66% | 1.07% | 2.07% | 1.62% | 1.24% | 0.32% | 0.29% | 1.23% | 2.79% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and DRIV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DRIV is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DRIV is cheaper with a 0.68% expense ratio, compared with 0.80% for SQS.
DRIV has the higher dividend yield at 0.66%, compared with 0.00% for SQS.
SQS is categorized as Quality Factor, while DRIV is Global Equities. They also come from different issuers: Alpha Architect and Global X. Their fees differ too: 0.80% for SQS and 0.68% for DRIV.
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