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VPNG.L vs. DRVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPNG.L vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPNG.L achieves a 50.78% return, which is significantly higher than DRVG.L's 39.92% return.


VPNG.L

1D
-1.94%
1M
10.12%
YTD
50.78%
6M
51.37%
1Y
81.99%
3Y*
31.82%
5Y*
10Y*

DRVG.L

1D
-1.69%
1M
9.10%
YTD
39.92%
6M
38.63%
1Y
89.51%
3Y*
17.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPNG.L vs. DRVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VPNG.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating
50.78%20.65%15.20%11.28%-22.08%1.80%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
39.92%20.43%-4.12%19.60%-26.53%-2.76%

Correlation

The correlation between VPNG.L and DRVG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

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

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.61

The correlation between VPNG.L and DRVG.L has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

VPNG.L vs. DRVG.L — Risk / Return Rank

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

VPNG.L
VPNG.L Risk / Return Rank: 9191
Overall Rank
VPNG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VPNG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VPNG.L Omega Ratio Rank: 9090
Omega Ratio Rank
VPNG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
VPNG.L Martin Ratio Rank: 8989
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 9494
Overall Rank
DRVG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9292
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9393
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.

VPNG.L vs. DRVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). 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.


VPNG.LDRVG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.58

1.61

-0.04

Calmar ratioReturn relative to maximum drawdown

5.73

8.53

-2.80

Martin ratioReturn relative to average drawdown

19.68

24.30

-4.62

VPNG.L vs. DRVG.L - Sharpe Ratio Comparison

The current VPNG.L Sharpe Ratio is 3.66, which is comparable to the DRVG.L Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of VPNG.L and DRVG.L, 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


VPNG.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

3.95

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.28

+0.43

Drawdowns

VPNG.L vs. DRVG.L - Drawdown Comparison

The maximum VPNG.L drawdown since its inception was -26.74%, smaller than the maximum DRVG.L drawdown of -40.24%. Use the drawdown chart below to compare losses from any high point for VPNG.L and DRVG.L.


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Drawdown Indicators


VPNG.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-40.24%

+13.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-10.43%

-3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-34.13%

+7.39%

Current Drawdown

Current decline from peak

-1.94%

-2.16%

+0.22%

Average Drawdown

Average peak-to-trough decline

-11.45%

-17.78%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.67%

+0.48%

Volatility

VPNG.L vs. DRVG.L - Volatility Comparison

The current volatility for Global X Data Center REITs & Digital Infrastructure UCITS ETF USD Accumulating (VPNG.L) is 6.89%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a volatility of 9.22%. This indicates that VPNG.L experiences smaller price fluctuations and is considered to be less risky than DRVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPNG.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

9.22%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

16.49%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

22.57%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

25.06%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

25.06%

-4.33%

VPNG.L vs. DRVG.L - Expense Ratio Comparison

Both VPNG.L and DRVG.L have an expense ratio of 0.50%.


Dividends

VPNG.L vs. DRVG.L - Dividend Comparison

VPNG.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.44%.


Frequently Asked Questions


VPNG.L and DRVG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VPNG.L and DRVG.L have the same expense ratio: 0.50% per year.

VPNG.L tracks Solactive Data Center REITs & Digital Infrastructure v2 Index, while DRVG.L tracks MSCI World/Information Tech NR USD.

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