Global X Autonomous & Electric Vehicles ETF

10-Year Study

DRIV.US · · US · ETF

Executive Summary: Global X Autonomous & Electric Vehicles ETF has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 34.1% and an annualized volatility of 38.3%.

1Y CAGR
+57.8%
3Y CAGR
+14.3%
5Y CAGR
+5.0%
10Y CAGR
+12.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
34.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +62.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.61.6-6.58.0————————11.4%
20251.0-2.1-6.8-1.85.86.93.08.38.88.1-3.60.830.4%
2024-7.86.22.3-5.96.3-4.2-0.4-2.93.4-4.45.3-1.7-5.0%
202319.6-1.62.0-6.04.512.06.6-10.3-5.7-11.210.87.726.1%
2022-7.5-2.90.5-12.43.7-13.812.2-2.3-14.55.98.3-13.2-34.1%
20218.12.30.21.52.72.50.90.6-4.69.71.30.327.8%
2020-1.4-6.5-18.914.86.58.06.412.1-2.52.825.210.062.8%
201910.74.2-1.75.7-13.010.5-0.1-6.15.03.73.85.128.5%
2018————2.4-4.02.2-0.0-0.7-10.10.1-9.5-18.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 38.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-04-0110000
2018-05-0110243.898752163495
2018-06-019830.623767090674
2018-07-0110047.389066503412
2018-08-0110042.47632436191
2018-09-019977.174644204099
2018-10-018970.1380858445
2018-11-018976.940344194272
2018-12-018127.413856956065
2019-01-018994.62621590368
2019-02-019375.099199600934
2019-03-019217.28680588622
2019-04-019745.595537718522
2019-05-018482.869646055822
2019-06-019377.215457754197
2019-07-019370.110876811103
2019-08-018797.209562463628
2019-09-019234.745935650637
2019-10-019573.72514341428
2019-11-019939.535481335359
2019-12-0110446.908373580029
2020-01-0110302.624915916527
2020-02-019633.35827494728
2020-03-017811.184424339992
2020-04-018964.46953721969
2020-05-019545.080077696906
2020-06-0110312.828303441185
2020-07-0110971.967137534104
2020-08-0112304.453967606134
2020-09-0112002.131374282928
2020-10-0112343.453582144826
2020-11-0115458.585583747137
2020-12-0117003.983100167035
2021-01-0118373.1265446795
2021-02-0118798.72117543024
2021-03-0118827.13949920262
2021-04-0119117.973833979548
2021-05-0119628.747855399106
2021-06-0120123.272037427538
2021-07-0120308.066722596348
2021-08-0120428.9201792773
2021-09-0119490.66201089873
2021-10-0121388.56767113348
2021-11-0121672.826489505627
2021-12-0121731.099169368674
2022-01-0120101.126907466612
2022-02-0119524.522141350928
2022-03-0119617.10843555616
2022-04-0117175.626752526285
2022-05-0117809.14374683506
2022-06-0115356.249385907231
2022-07-0117223.015819029697
2022-08-0116829.618544467874
2022-09-0114390.631022832913
2022-10-0115234.640122742972
2022-11-0116493.43582069247
2022-12-0114313.68992283216
2023-01-0117115.842459696618
2023-02-0116842.164932090785
2023-03-0117173.510494373022
2023-04-0116136.166096032772
2023-05-0116863.780997513397
2023-06-0118887.90634046059
2023-07-0120135.516102457128
2023-08-0118068.309789961375
2023-09-0117038.296714509215
2023-10-0115130.641150639793
2023-11-0116769.90983228654
2023-12-0118055.38549909681
2024-01-0116642.85876244246
2024-02-0117674.836934751227
2024-03-0118077.379467761075
2024-04-0117016.15158454829
2024-05-0118084.710790649162
2024-06-0117325.200855572937
2024-07-0117251.434142802074
2024-08-0116749.880960478877
2024-09-0117317.793952036518
2024-10-0116558.132855663636
2024-11-0117443.182247617322
2024-12-0117143.882880227346
2025-01-0117308.195209698508
2025-02-0116942.3092911291
2025-03-0115784.942823239537
2025-04-0115493.730585220961
2025-05-0116397.22165536736
2025-06-0117525.26283170457
2025-07-0118059.240112161682
2025-08-0119558.986916989772
2025-09-0121270.964182330757
2025-10-0122998.813383821205
2025-11-0122175.211058960464
2025-12-0122359.023195700975
2026-01-0124291.620373519563
2026-02-0124681.616518906496
2026-03-0123067.213870560583
2026-04-0124918.939754665214
Annual Return Matrix
YearAnnual Return
20190.28539146122585635
20200.6276569576478419
20210.27800051560597017
2022-0.3413269245483823
20230.26140677885554653
2024-0.05048369744944303
20250.3041983167937079
20260.11449143088936209
Total Factor Risk
0.3830137383071935
VTI.US Exposure
-0.16177155091393713
VEA.US Exposure
0.15417532846993334
VWO.US Exposure
0.04444594070937643
QQQ.US Exposure
0.34807055960462696
VTV.US Exposure
0.04556606964231965
IJR.US Exposure
0.17175196820463232
QUAL.US Exposure
-0.040705393122482975
SHV.US Exposure
0.4271778910664507
TLT.US Exposure
0.009825692341507207
LQD.US Exposure
-0.00847708734759533
HYG.US Exposure
-0.01462223784157256
GLD.US Exposure
-0.0013271007829930384
USO.US Exposure
-0.00003564291474741259
VNQ.US Exposure
0.0025264339351288574
BTC-USD.CC Exposure
0.008607860674340894
CPER.US Exposure
0.010153487575417633
VIX.INDX Exposure
-0.024628627951517327
UUP.US Exposure
-0.0024290685461296345
TIP.US Exposure
0.0014521537243797052
Idiosyncratic Exposure
0.030243323472861537
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.96%
Market Cap$24.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Autonomous & Electric Vehicles ETF a high-risk investment?

Global X Autonomous & Electric Vehicles ETF (DRIV.US) has an annualized volatility of 38.3% and experienced a maximum drawdown of 34.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DRIV.US?

Over the past 10 years, DRIV.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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