WDIV vs. DRIV
WDIV (SPDR S&P Global Dividend ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both Global Equities funds - WDIV tracks the S&P Global Dividend Aristocrats Index sp_43 while DRIV tracks the Solactive Autonomous & Electric Vehicles Index. Both are passively managed. Over the past 5 years, WDIV returned 7.57%/yr vs 9.49%/yr for DRIV. A 0.70 correlation means they provide meaningful diversification when combined. WDIV charges 0.40%/yr vs 0.68%/yr for DRIV.
Performance
WDIV vs. DRIV - Performance Comparison
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Returns By Period
In the year-to-date period, WDIV achieves a 8.20% return, which is significantly lower than DRIV's 42.27% return.
WDIV
- 1D
- -1.21%
- 1M
- 1.41%
- YTD
- 8.20%
- 6M
- 10.40%
- 1Y
- 21.84%
- 3Y*
- 16.97%
- 5Y*
- 7.57%
- 10Y*
- 7.48%
DRIV
- 1D
- -1.04%
- 1M
- 12.34%
- YTD
- 42.27%
- 6M
- 41.87%
- 1Y
- 92.43%
- 3Y*
- 21.80%
- 5Y*
- 9.49%
- 10Y*
- —
WDIV vs. DRIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WDIV SPDR S&P Global Dividend ETF | 8.20% | 27.16% | 7.61% | 8.21% | -6.92% | 14.44% | -10.18% | 20.12% | -8.24% |
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 WDIV and DRIV is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.70 |
The correlation between WDIV and DRIV shifts across timeframes, from 0.60 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
WDIV vs. DRIV - Sectors Allocation Comparison
Sectors
WDIV
DRIV
Financial Services
-
Utilities
-
Real Estate
-
Industrials
Communication Services
Energy
-
Consumer Defensive
-
Healthcare
-
Consumer Cyclical
Basic Materials
Technology
Financial Services
WDIV
DRIV
-
Utilities
WDIV
DRIV
-
Real Estate
WDIV
DRIV
-
Industrials
WDIV
DRIV
Communication Services
WDIV
DRIV
Energy
WDIV
DRIV
-
Consumer Defensive
WDIV
DRIV
-
Healthcare
WDIV
DRIV
-
Consumer Cyclical
WDIV
DRIV
Basic Materials
WDIV
DRIV
Technology
WDIV
DRIV
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Return for Risk
WDIV vs. DRIV — Risk / Return Rank
WDIV
DRIV
WDIV vs. DRIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) 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.
| WDIV | DRIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.55 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 6.92 | -4.37 |
| Martin ratioReturn relative to average drawdown | 9.39 | 24.10 | -14.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDIV | DRIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 3.70 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.35 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.08 |
Drawdowns
WDIV vs. DRIV - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, roughly equal to the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for WDIV and DRIV.
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Drawdown Indicators
| WDIV | DRIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -41.93% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -13.43% | +4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -11.26% | -34.18% | +22.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -41.93% | +19.81% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | — | — |
Current DrawdownCurrent decline from peak | -1.25% | -1.04% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -15.13% | +9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 3.85% | -1.52% |
Volatility
WDIV vs. DRIV - Volatility Comparison
The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.95%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 9.36%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | DRIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 9.36% | -6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 19.29% | -11.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 25.14% | -14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 27.07% | -14.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 27.40% | -12.00% |
WDIV vs. DRIV - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is lower than DRIV's 0.68% expense ratio.
Dividends
WDIV vs. DRIV - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.04%, more than DRIV's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
WDIV SPDR S&P Global Dividend ETF | 4.04% | 4.27% | 4.63% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% |
Frequently Asked Questions
WDIV and DRIV have a correlation of 0.60, 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 WDIV (2.95%). In terms of maximum drawdown, WDIV dropped -42.34% vs DRIV's -41.93%.
On 5-year performance, DRIV leads with 9.49% vs 7.57% for WDIV. On fees, WDIV is cheaper at 0.40% per year. On volatility, WDIV has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DRIV has performed better with a 9.49% return vs 7.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WDIV is cheaper with a 0.40% expense ratio, compared with 0.68% for DRIV.
WDIV has the higher dividend yield at 4.04%, compared with 0.75% for DRIV.
WDIV tracks S&P Global Dividend Aristocrats Index sp_43, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.40% for WDIV and 0.68% for DRIV.
DRIV currently has the higher Sharpe Ratio (3.70 vs 2.16), 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.
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