CSRE vs. DTCR

Last updated Jun 23, 2026

CSRE (Cohen & Steers Real Estate Active ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both REIT funds. CSRE is actively managed, while DTCR is passively managed. Over the past year, CSRE returned 12.27% vs 81.04% for DTCR. At a 0.41 correlation, their price movements are largely independent. CSRE charges 0.70%/yr vs 0.50%/yr for DTCR.

Performance

CSRE vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Active ETF (CSRE) 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, CSRE achieves a 11.91% return, which is significantly lower than DTCR's 53.84% return.

CSRE

• 1D: 1.17%
• 1M: -1.28%
• YTD: 11.91%
• 6M: 12.59%
• 1Y: 12.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DTCR

• 1D: 1.69%
• 1M: 6.53%
• YTD: 53.84%
• 6M: 55.86%
• 1Y: 81.04%
• 3Y*: 36.86%
• 5Y*: 15.43%
• 10Y*: —

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

CSRE vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025
CSRE Cohen & Steers Real Estate Active ETF	11.91%	4.30%
DTCR Global X Data Center & Digital Infrastructure ETF	53.84%	28.37%

Correlation

The correlation between CSRE and DTCR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025	0.41

Return for Risk

CSRE vs. DTCR — Risk / Return Rank

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

CSRE

CSRE Risk / Return Rank: 28
CSRE Sharpe Ratio Rank: 26
CSRE Sortino Ratio Rank: 24
CSRE Omega Ratio Rank: 24
CSRE Calmar Ratio Rank: 31
CSRE Martin Ratio Rank: 33

DTCR

DTCR Risk / Return Rank: 92
DTCR Sharpe Ratio Rank: 95
DTCR Sortino Ratio Rank: 92
DTCR Omega Ratio Rank: 90
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.

CSRE vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Active ETF (CSRE) 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.

	CSRE	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	0.91	3.54	-2.63
Sortino ratio: Return per unit of downside risk	1.29	4.19	-2.90
Omega ratio: Gain probability vs. loss probability	1.16	1.55	-0.39
Calmar ratio: Return relative to maximum drawdown	1.46	6.32	-4.86
Martin ratio: Return relative to average drawdown	4.68	19.47	-14.79

CSRE vs. DTCR - Sharpe Ratio Comparison

The current CSRE Sharpe Ratio is 0.91, which is lower than the DTCR Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of CSRE 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.

Drawdowns

CSRE vs. DTCR - Drawdown Comparison

The maximum CSRE drawdown since its inception was -13.03%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for CSRE and DTCR.

Drawdown Indicators

	CSRE	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-13.03%	-38.98%	+25.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-12.89%	+4.45%
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	-1.69%	0.00%	-1.69%
Average Drawdown Average peak-to-trough decline	-2.25%	-12.28%	+10.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	4.18%	-1.55%

Volatility

CSRE vs. DTCR - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Active ETF (CSRE) is 4.88%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.19%. This indicates that CSRE 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

	CSRE	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	9.19%	-4.31%
Volatility (6M) Calculated over the trailing 6-month period	10.33%	18.21%	-7.88%
Volatility (1Y) Calculated over the trailing 1-year period	13.62%	23.08%	-9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.61%	22.11%	-6.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.61%	22.07%	-6.46%

CSRE vs. DTCR - Expense Ratio Comparison

CSRE has a 0.70% expense ratio, which is higher than DTCR's 0.50% expense ratio.

Dividends

CSRE vs. DTCR - Dividend Comparison

CSRE's dividend yield for the trailing twelve months is around 2.25%, more than DTCR's 0.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CSRE Cohen & Steers Real Estate Active ETF	2.25%	2.71%	0.00%	0.00%	0.00%	0.00%	0.00%
DTCR Global X Data Center & Digital Infrastructure ETF	0.71%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%

Frequently Asked Questions

Can I hold both CSRE and DTCR in my portfolio?

CSRE and DTCR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSRE or DTCR?

DTCR has higher volatility (9.19%) compared to CSRE (4.88%). In terms of maximum drawdown, CSRE dropped -13.03% vs DTCR's -38.98%.

Which ETF is better, CSRE or DTCR?

On 1-year performance, DTCR leads with 81.04% vs 12.27% for CSRE. On fees, DTCR is cheaper at 0.50% per year. On volatility, CSRE has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSRE or DTCR?

Over the 1-year period, DTCR has performed better with a 81.04% return vs 12.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSRE or DTCR?

DTCR is cheaper with a 0.50% expense ratio, compared with 0.70% for CSRE.

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

CSRE has the higher dividend yield at 2.25%, compared with 0.71% for DTCR.

What is the main difference between CSRE and DTCR?

They also come from different issuers: Cohen & Steers and Global X. Their fees differ too: 0.70% for CSRE and 0.50% for DTCR.

Which has better risk-adjusted returns?

DTCR currently has the higher Sharpe Ratio (3.54 vs 0.91), 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.