Summary
DRIV
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 6.78% Volatility 28.24% Sharpe 1.56
Official loaded data — not a live quote.

Global X Autonomous & Electric Vehicles ETF

Symbol: DRIV

Exchange: NASDAQ

Sector: Technology

Category: Miscellaneous Sector

Inception date: 13/04/2018

Latest date: 15/10/2026

Current price: $31.12

Expense ratio: 0.68%

Assets under management
$361.4M
2.23% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-6.30%

Ann. -42.40% (Sharpe / Sortino numerator)

Volatility

35.44%

Sharpe ratio

-1.299

VaR 95%

-3.34%

CVaR 95%: -3.99%
Max drawdown: -7.25%
Sortino ratio: -2.519
Calmar ratio: -5.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-12.82%

Ann. 6.86% (Sharpe / Sortino numerator)

Volatility

28.44%

Sharpe ratio

0.113

VaR 95%

-3.19%

CVaR 95%: -3.63%
Max drawdown: -13.43%
Sortino ratio: 0.172
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-8.77%

Ann. 14.27% (Sharpe / Sortino numerator)

Volatility

27.18%

Sharpe ratio

0.391

VaR 95%

-3.10%

CVaR 95%: -3.83%
Max drawdown: -13.43%
Sortino ratio: 0.570
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.78%

Ann. 47.78% (Sharpe / Sortino numerator)

Volatility

28.24%

Sharpe ratio

1.563

VaR 95%

-2.58%

CVaR 95%: -3.98%
Max drawdown: -13.43%
Sortino ratio: 2.253
Calmar ratio: 3.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.15%

Ann. 14.68% (Sharpe / Sortino numerator)

Volatility

25.84%

Sharpe ratio

0.427

VaR 95%

-2.54%

CVaR 95%: -3.69%
Max drawdown: -29.42%
Sortino ratio: 0.635
Calmar ratio: 0.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.23%

Ann. 10.91% (Sharpe / Sortino numerator)

Volatility

24.43%

Sharpe ratio

0.298

VaR 95%

-2.32%

CVaR 95%: -3.35%
Max drawdown: -34.18%
Sortino ratio: 0.459
Calmar ratio: 0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

4.825%

31/03/2026
Worst day

-7.85%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $30.44 $31.12 $30.37 $31.12 71,700
14/10/2026 $31.66 $31.76 $31.06 $31.19 16,500
13/10/2026 $31.77 $32.09 $31.74 $32.06 24,200
12/10/2026 $32.46 $32.46 $32.04 $32.08 17,900
09/10/2026 $32.93 $32.93 $32.66 $32.79 60,200
08/10/2026 $32.97 $32.97 $32.42 $32.60 22,400
07/10/2026 $33.53 $33.53 $33.26 $33.37 20,300
06/10/2026 $33.90 $34.14 $33.89 $33.94 55,300
05/10/2026 $33.57 $33.79 $33.39 $33.72 22,800
02/10/2026 $33.62 $33.80 $33.46 $33.53 28,000