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CHIQ vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHIQ vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHIQ achieves a -24.52% return, which is significantly lower than DTCR's 47.11% return.


CHIQ

1D
-1.95%
1M
-13.48%
YTD
-24.52%
6M
-25.41%
1Y
-24.60%
3Y*
-1.32%
5Y*
-13.15%
10Y*
5.83%

DTCR

1D
-1.40%
1M
1.87%
YTD
47.11%
6M
48.06%
1Y
67.40%
3Y*
34.83%
5Y*
14.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHIQ vs. DTCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CHIQ
Global X MSCI China Consumer Discretionary ETF
-24.52%13.69%10.74%-10.70%-22.01%-27.07%22.60%
DTCR
Global X Data Center & Digital Infrastructure ETF
47.11%28.99%14.92%18.93%-30.89%20.35%6.60%

Correlation

The correlation between CHIQ and DTCR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.46

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Return for Risk

CHIQ vs. DTCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHIQ
CHIQ Risk / Return Rank: 11
Overall Rank
CHIQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 11
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 22
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 33
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 00
Martin Ratio Rank

DTCR
DTCR Risk / Return Rank: 8989
Overall Rank
DTCR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 8888
Sortino Ratio Rank
DTCR Omega Ratio Rank: 8686
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9191
Calmar Ratio Rank
DTCR Martin Ratio Rank: 8686
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.

CHIQ vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) 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.


CHIQDTCRDifference
Sharpe ratioReturn per unit of total volatility

-4.03

Sortino ratioReturn per unit of downside risk

-5.15

Omega ratioGain probability vs. loss probability

0.83

1.47

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.72

5.25

-5.98

Martin ratioReturn relative to average drawdown

-1.78

16.15

-17.92

CHIQ vs. DTCR - Sharpe Ratio Comparison

The current CHIQ Sharpe Ratio is -1.11, which is lower than the DTCR Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of CHIQ and DTCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHIQ vs. DTCR - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for CHIQ and DTCR.


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Drawdown Indicators


CHIQDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-38.98%

-28.06%

Max Drawdown (1Y)

Largest decline over 1 year

-34.18%

-12.89%

-21.29%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

-24.96%

-9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-59.95%

-38.98%

-20.97%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

Current Drawdown

Current decline from peak

-60.40%

-4.37%

-56.03%

Average Drawdown

Average peak-to-trough decline

-30.69%

-12.27%

-18.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.85%

4.19%

+9.66%

Volatility

CHIQ vs. DTCR - Volatility Comparison

The current volatility for Global X MSCI China Consumer Discretionary ETF (CHIQ) is 6.65%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.83%. This indicates that CHIQ experiences smaller price fluctuations and is considered to be less risky 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


CHIQDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

9.83%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

18.53%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

23.31%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.75%

22.16%

+15.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.43%

22.10%

+10.33%

CHIQ vs. DTCR - Expense Ratio Comparison

CHIQ has a 0.65% expense ratio, which is higher than DTCR's 0.50% expense ratio.


Dividends

CHIQ vs. DTCR - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 1.96%, more than DTCR's 0.75% yield.


PositionTTM20252024202320222021202020192018201720162015
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.96%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.75%1.10%1.72%1.18%2.57%1.27%0.30%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CHIQ and DTCR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (9.83%) compared to CHIQ (6.65%). In terms of maximum drawdown, CHIQ dropped -67.04% vs DTCR's -38.98%.

On 5-year performance, DTCR leads with 14.30% vs -13.15% for CHIQ. On fees, DTCR is cheaper at 0.50% per year. On volatility, CHIQ has been the lower-risk option at 6.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DTCR has performed better with a 14.30% return vs -13.15%. 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 0.65% for CHIQ.

CHIQ has the higher dividend yield at 1.96%, compared with 0.75% for DTCR.

CHIQ is categorized as China Equities, while DTCR is REIT. CHIQ tracks MSCI China Consumer Discretionary 10/50 Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. Their fees differ too: 0.65% for CHIQ and 0.50% for DTCR.

DTCR currently has the higher Sharpe Ratio (2.92 vs -1.11), 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.

Portfolio Optimizer

Find the right allocation for CHIQ and DTCR

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