CLIP vs. DTCR

Last updated Jun 4, 2026

CLIP (Global X 1-3 Month T-Bill ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - CLIP is a Ultrashort Bond fund tracking the Solactive 1-3 month US T-Bill Index - USD, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Over the past year, CLIP returned 3.96% vs 84.73% for DTCR. At a 0.01 correlation, their price movements are largely independent. CLIP charges 0.07%/yr vs 0.50%/yr for DTCR.

Performance

CLIP vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X 1-3 Month T-Bill ETF (CLIP) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLIP achieves a 1.50% return, which is significantly lower than DTCR's 52.56% return.

CLIP

• 1D: 0.01%
• 1M: 0.28%
• YTD: 1.50%
• 6M: 1.82%
• 1Y: 3.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DTCR

• 1D: -0.74%
• 1M: 11.31%
• YTD: 52.56%
• 6M: 54.49%
• 1Y: 84.73%
• 3Y*: 36.32%
• 5Y*: 15.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIP vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CLIP Global X 1-3 Month T-Bill ETF	1.50%	4.23%	5.26%	2.82%
DTCR Global X Data Center & Digital Infrastructure ETF	52.56%	28.99%	14.92%	11.18%

Correlation

The correlation between CLIP and DTCR is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023	0.01

Return for Risk

CLIP vs. DTCR — Risk / Return Rank

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

CLIP

CLIP Risk / Return Rank: 100
CLIP Sharpe Ratio Rank: 100
CLIP Sortino Ratio Rank: 100
CLIP Omega Ratio Rank: 100
CLIP Calmar Ratio Rank: 100
CLIP Martin Ratio Rank: 100

DTCR

DTCR Risk / Return Rank: 92
DTCR Sharpe Ratio Rank: 95
DTCR Sortino Ratio Rank: 93
DTCR Omega Ratio Rank: 91
DTCR Calmar Ratio Rank: 93
DTCR Martin Ratio Rank: 90

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.

CLIP vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 1-3 Month T-Bill ETF (CLIP) 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.

	CLIP	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	17.26	3.90	+13.36
Sortino ratio: Return per unit of downside risk	72.02	4.71	+67.31
Omega ratio: Gain probability vs. loss probability	20.66	1.61	+19.06
Calmar ratio: Return relative to maximum drawdown	142.22	6.61	+135.62
Martin ratio: Return relative to average drawdown	1,151.15	20.78	+1,130.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLIP vs. DTCR - Sharpe Ratio Comparison

The current CLIP Sharpe Ratio is 17.26, which is higher than the DTCR Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of CLIP 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.

Sharpe Ratios by Period

	CLIP	DTCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	17.26	3.90	+13.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	10.71	0.76	+9.94

Drawdowns

CLIP vs. DTCR - Drawdown Comparison

The maximum CLIP drawdown since its inception was -0.08%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for CLIP and DTCR.

Drawdown Indicators

	CLIP	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-0.08%	-38.98%	+38.90%
Max Drawdown (1Y) Largest decline over 1 year	-0.03%	-12.89%	+12.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.98%	—
Current Drawdown Current decline from peak	0.00%	-0.74%	+0.74%
Average Drawdown Average peak-to-trough decline	-0.00%	-12.37%	+12.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	4.09%	-4.09%

Volatility

CLIP vs. DTCR - Volatility Comparison

The current volatility for Global X 1-3 Month T-Bill ETF (CLIP) is 0.06%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 7.16%. This indicates that CLIP 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.

Volatility by Period

	CLIP	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.06%	7.16%	-7.10%
Volatility (6M) Calculated over the trailing 6-month period	0.14%	16.92%	-16.78%
Volatility (1Y) Calculated over the trailing 1-year period	0.23%	21.84%	-21.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.44%	21.83%	-21.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.44%	21.90%	-21.46%

CLIP vs. DTCR - Expense Ratio Comparison

CLIP has a 0.07% expense ratio, which is lower than DTCR's 0.50% expense ratio.

Dividends

CLIP vs. DTCR - Dividend Comparison

CLIP's dividend yield for the trailing twelve months is around 3.91%, more than DTCR's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CLIP Global X 1-3 Month T-Bill ETF	3.91%	4.14%	5.11%	2.75%	0.00%	0.00%	0.00%
DTCR Global X Data Center & Digital Infrastructure ETF	0.72%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%

Frequently Asked Questions

Can I hold both CLIP and DTCR in my portfolio?

CLIP and DTCR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLIP or DTCR?

DTCR has higher volatility (7.16%) compared to CLIP (0.06%). In terms of maximum drawdown, CLIP dropped -0.08% vs DTCR's -38.98%.

Which ETF is better, CLIP or DTCR?

On 1-year performance, DTCR leads with 84.73% vs 3.96% for CLIP. On fees, CLIP is cheaper at 0.07% per year. On volatility, CLIP has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CLIP or DTCR?

Over the 1-year period, DTCR has performed better with a 84.73% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CLIP or DTCR?

CLIP is cheaper with a 0.07% expense ratio, compared with 0.50% for DTCR.

Which ETF pays a higher dividend yield, CLIP or DTCR?

CLIP has the higher dividend yield at 3.91%, compared with 0.72% for DTCR.

What is the main difference between CLIP and DTCR?

CLIP is categorized as Ultrashort Bond, while DTCR is REIT. CLIP tracks Solactive 1-3 month US T-Bill Index - USD, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. Their fees differ too: 0.07% for CLIP and 0.50% for DTCR.

Which has better risk-adjusted returns?

CLIP currently has the higher Sharpe Ratio (17.26 vs 3.90), 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.