BAI vs. DTCR
BAI (iShares A.I. Innovation and Tech Active ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - BAI is a Technology Equities fund actively managed by iShares, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. BAI is actively managed, while DTCR is passively managed. Over the past year, BAI returned 86.14% vs 73.85% for DTCR. A 0.67 correlation means they provide meaningful diversification when combined. BAI charges 0.55%/yr vs 0.50%/yr for DTCR.
Performance
BAI vs. DTCR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BAI having a 49.94% return and DTCR slightly lower at 49.19%.
BAI
- 1D
- -7.93%
- 1M
- 4.43%
- YTD
- 49.94%
- 6M
- 47.29%
- 1Y
- 86.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTCR
- 1D
- -3.02%
- 1M
- 3.31%
- YTD
- 49.19%
- 6M
- 51.34%
- 1Y
- 73.85%
- 3Y*
- 35.46%
- 5Y*
- 14.82%
- 10Y*
- —
BAI vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BAI iShares A.I. Innovation and Tech Active ETF | 49.94% | 25.22% | 8.89% |
DTCR Global X Data Center & Digital Infrastructure ETF | 49.19% | 28.99% | -4.91% |
Correlation
The correlation between BAI and DTCR is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.67 |
The correlation between BAI and DTCR has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.
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Return for Risk
BAI vs. DTCR — Risk / Return Rank
BAI
DTCR
BAI vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares A.I. Innovation and Tech Active ETF (BAI) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.
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.
| BAI | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.34 | 5.76 | -0.42 |
| Martin ratioReturn relative to average drawdown | 14.08 | 17.72 | -3.63 |
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Drawdowns
BAI vs. DTCR - Drawdown Comparison
The maximum BAI drawdown since its inception was -34.09%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for BAI and DTCR.
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Drawdown Indicators
| BAI | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.09% | -38.98% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -12.89% | -3.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -7.93% | -3.02% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -12.28% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.14% | 4.18% | +1.96% |
Volatility
BAI vs. DTCR - Volatility Comparison
iShares A.I. Innovation and Tech Active ETF (BAI) has a higher volatility of 20.05% compared to Global X Data Center & Digital Infrastructure ETF (DTCR) at 9.71%. This indicates that BAI's price experiences larger fluctuations and is considered to be riskier than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAI | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.05% | 9.71% | +10.34% |
Volatility (6M)Calculated over the trailing 6-month period | 31.41% | 18.51% | +12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.30% | 23.26% | +14.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.40% | 22.15% | +15.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.40% | 22.10% | +15.30% |
BAI vs. DTCR - Expense Ratio Comparison
BAI has a 0.55% expense ratio, which is higher than DTCR's 0.50% expense ratio.
Dividends
BAI vs. DTCR - Dividend Comparison
BAI's dividend yield for the trailing twelve months is around 1.19%, more than DTCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BAI iShares A.I. Innovation and Tech Active ETF | 1.19% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTCR Global X Data Center & Digital Infrastructure ETF | 0.74% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
Frequently Asked Questions
BAI and DTCR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAI has higher volatility (20.05%) compared to DTCR (9.71%). In terms of maximum drawdown, BAI dropped -34.09% vs DTCR's -38.98%.
On 1-year performance, BAI leads with 86.14% vs 73.85% for DTCR. On fees, DTCR is cheaper at 0.50% per year. On volatility, DTCR has been the lower-risk option at 9.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BAI has performed better with a 86.14% return vs 73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DTCR is cheaper with a 0.50% expense ratio, compared with 0.55% for BAI.
BAI has the higher dividend yield at 1.19%, compared with 0.74% for DTCR.
BAI is categorized as Technology Equities, while DTCR is REIT. They also come from different issuers: iShares and Global X. Their fees differ too: 0.55% for BAI and 0.50% for DTCR.
DTCR currently has the higher Sharpe Ratio (3.19 vs 2.32), 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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