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ISIN
US33736N1019
Inception Date
Aug 27, 2007
Region
Global (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
Alerian Disruptive Technology Real Estate Index - Benchmark TR Net
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$15M

Share Price Chart


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Performance

DTRE Performance Chart

First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) is up 9.5% since the beginning of the year. DTRE is currently trading at $43 per share. Investors who bought $1,000 worth of DTRE shares 5 years ago would now be looking at an investment worth $941.


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S&P 500 Index

Returns By Period

First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) has returned 9.52% so far this year and 11.19% over the past 12 months. Over the last ten years, DTRE has returned 2.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


First Trust Alerian Disruptive Technology Real Estate ETF

1D
0.45%
1M
3.54%
YTD
9.52%
6M
10.03%
1Y
11.19%
3Y*
5.77%
5Y*
-1.21%
10Y*
2.84%

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTRE Monthly Returns History

Based on dividend-adjusted daily data since Aug 30, 2007, DTRE's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +22.8%, while the worst month was Oct 2008 at -26.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DTRE closed higher 52% of trading days. The best single day was Dec 26, 2008 with a return of +16.1%, while the worst single day was Mar 16, 2020 at -14.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.90%5.77%-8.14%8.42%1.98%0.04%9.52%
20252.26%3.54%-0.81%-0.25%1.15%0.93%-1.89%2.19%-1.20%1.58%0.78%-0.11%8.32%
2024-4.42%-0.76%0.94%-10.31%4.83%-0.48%9.83%1.60%3.85%-5.39%0.32%-8.37%-9.71%
202311.94%-7.52%-0.11%0.21%-2.72%3.71%2.57%-0.82%-6.89%-3.74%12.41%6.29%13.89%
2022-5.99%-3.75%5.19%-5.59%-6.09%-7.51%9.01%-6.67%-13.42%2.77%9.97%-5.42%-26.53%
2021-0.81%4.12%2.80%6.44%2.15%0.90%3.30%1.17%-5.36%6.18%-2.43%6.76%27.43%

Benchmark Metrics

First Trust Alerian Disruptive Technology Real Estate ETF has an annualized alpha of -3.38%, beta of 0.83, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since August 30, 2007.

  • This ETF participated in 112.78% of S&P 500 Index downside but only 85.42% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.48 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-3.38%
Beta
0.83
0.48
Upside Capture
85.42%
Downside Capture
112.78%

Expense Ratio

DTRE has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DTRE ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DTRE Risk / Return Rank: 2323
Overall Rank
DTRE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 2222
Sortino Ratio Rank
DTRE Omega Ratio Rank: 2121
Omega Ratio Rank
DTRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DTRE Martin Ratio Rank: 2525
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DTREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.13

1.34

-0.20

Calmar ratioReturn relative to maximum drawdown

1.03

2.53

-1.51

Martin ratioReturn relative to average drawdown

3.08

11.37

-8.30

Dividends

Dividend History

First Trust Alerian Disruptive Technology Real Estate ETF provided a 3.28% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.35$1.41$1.11$0.97$1.43$0.35$2.41$1.42$1.40$1.76$0.74

Dividend yield

3.28%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Alerian Disruptive Technology Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.96$1.35
2024$0.00$0.00$0.03$0.00$0.00$0.39$0.00$0.00$0.14$0.00$0.00$0.85$1.41
2023$0.00$0.00$0.14$0.00$0.00$0.32$0.00$0.00$0.16$0.00$0.00$0.48$1.11
2022$0.00$0.00$0.07$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.42$0.97
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$1.10$1.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Alerian Disruptive Technology Real Estate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Alerian Disruptive Technology Real Estate ETF was 72.26%, occurring on Mar 9, 2009. Recovery took 1320 trading sessions.

The current First Trust Alerian Disruptive Technology Real Estate ETF drawdown is 10.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-72.26%Mar 2009
1y 5mo5y 2mo
6y 8moOct 2007 - Jun 2014
COVID crash2020
-42.79%Mar 2020
1mo 4d1y 1mo
1y 3moFeb 2020 - May 2021
Bear market2022
-34.62%Oct 2022
9mo 14d
4y 5moJan 2022 - now
2016 correction2016
-16.62%Feb 2016
1y 14d4mo 20d
1y 5moJan 2015 - Jun 2016
2016 correction2016
-13.52%Nov 2016
3mo 19d1y 25d
1y 4moAug 2016 - Dec 2017

Drawdown Indicators


DTREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-56.78%

-15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.10%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-18.90%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

-25.43%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-33.92%

-8.87%

Current Drawdown

Current decline from peak

-10.37%

-2.34%

-8.03%

Average Drawdown

Average peak-to-trough decline

-16.88%

-10.72%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.02%

+1.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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