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TGLB vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) 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, TGLB achieves a 8.79% return, which is significantly lower than DRIV's 30.55% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

DRIV

1D
-7.85%
1M
-2.22%
YTD
30.55%
6M
28.46%
1Y
75.93%
3Y*
17.66%
5Y*
7.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. DRIV - Yearly Performance Comparison


Correlation

The correlation between TGLB 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 (All Time)
Calculated using the full available price history since Jun 27, 2025

0.73

TGLB vs. DRIV - Sectors Allocation Comparison


Sectors
TGLB
DRIV

Technology

32.3%
34.0%

Financial Services

15.7%

-

Communication Services

9.0%
5.4%

Consumer Cyclical

8.4%
26.8%

Industrials

6.5%
19.4%

Basic Materials

6.0%
14.4%

Energy

3.5%

-

Healthcare

3.1%

-

Consumer Defensive

1.1%

-

Utilities

0.9%

-

Real Estate

-

-

Technology

TGLB
32.3%
DRIV
34.0%

Financial Services

TGLB
15.7%
DRIV

-

Communication Services

TGLB
9.0%
DRIV
5.4%

Consumer Cyclical

TGLB
8.4%
DRIV
26.8%

Industrials

TGLB
6.5%
DRIV
19.4%

Basic Materials

TGLB
6.0%
DRIV
14.4%

Energy

TGLB
3.5%
DRIV

-

Healthcare

TGLB
3.1%
DRIV

-

Consumer Defensive

TGLB
1.1%
DRIV

-

Utilities

TGLB
0.9%
DRIV

-

Real Estate

TGLB

-

DRIV

-

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Return for Risk

TGLB vs. DRIV — Risk / Return Rank

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

TGLB

DRIV
DRIV Risk / Return Rank: 8585
Overall Rank
DRIV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 7979
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8080
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9191
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8989
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.

TGLB vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TGLB vs. DRIV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.50

+0.45

Drawdowns

TGLB vs. DRIV - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for TGLB and DRIV.


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Drawdown Indicators


TGLBDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-41.93%

+32.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

Current Drawdown

Current decline from peak

-3.48%

-9.19%

+5.71%

Average Drawdown

Average peak-to-trough decline

-1.80%

-15.12%

+13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

Volatility

TGLB vs. DRIV - Volatility Comparison


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Volatility by Period


TGLBDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

26.40%

-12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

27.28%

-13.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

27.53%

-13.47%

TGLB vs. DRIV - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

TGLB vs. DRIV - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than DRIV's 0.82% yield.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.82%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGLB 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.

On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.68% for DRIV.

DRIV has the higher dividend yield at 0.82%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and Global X. Their fees differ too: 0.46% for TGLB and 0.68% for DRIV.

Portfolio Optimizer

Find the right allocation for TGLB and DRIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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