DCRE vs. DSCO

Last updated Jul 14, 2026

DCRE (DoubleLine Commercial Real Estate ETF) and DSCO (DoubleLine Securitized Credit ETF) are both exchange-traded funds - DCRE is a Short-Term Bond fund actively managed by DoubleLine, while DSCO is a Mortgage Backed Securities fund actively managed by DoubleLine. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. DCRE charges 0.40%/yr vs 0.50%/yr for DSCO.

Performance

DCRE vs. DSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Commercial Real Estate ETF (DCRE) and DoubleLine Securitized Credit ETF (DSCO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DCRE

• 1D: -0.08%
• 1M: 0.19%
• 6M: 1.45%
• YTD: 1.70%
• 1Y: 4.37%
• 3Y*: 6.04%
• 5Y*: —
• 10Y*: —

DSCO

• 1D: -0.14%
• 1M: 0.25%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DCRE vs. DSCO - Yearly Performance Comparison

	2026 (YTD)
DCRE DoubleLine Commercial Real Estate ETF	1.17%
DSCO DoubleLine Securitized Credit ETF	1.23%

Correlation

The correlation between DCRE and DSCO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026	0.22

Return for Risk

DCRE vs. DSCO — Risk / Return Rank

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

DCRE

DCRE Risk / Return Rank: 97
DCRE Sharpe Ratio Rank: 97
DCRE Sortino Ratio Rank: 98
DCRE Omega Ratio Rank: 97
DCRE Calmar Ratio Rank: 95
DCRE Martin Ratio Rank: 95

DSCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DCRE vs. DSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commercial Real Estate ETF (DCRE) and DoubleLine Securitized Credit ETF (DSCO). 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.

	DCRE	DSCO	Difference
Sharpe ratio: Return per unit of total volatility	3.79	—	—
Sortino ratio: Return per unit of downside risk	6.47	—	—
Omega ratio: Gain probability vs. loss probability	1.85	—	—
Calmar ratio: Return relative to maximum drawdown	6.44	—	—
Martin ratio: Return relative to average drawdown	23.34	—	—

Drawdowns

DCRE vs. DSCO - Drawdown Comparison

The maximum DCRE drawdown since its inception was -0.84%, smaller than the maximum DSCO drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for DCRE and DSCO.

Drawdown Indicators

	DCRE	DSCO	Difference
Max Drawdown Largest peak-to-trough decline	-0.84%	-1.64%	+0.80%
Max Drawdown (1Y) Largest decline over 1 year	-0.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-0.84%	—	—
Current Drawdown Current decline from peak	-0.12%	-0.19%	+0.07%
Average Drawdown Average peak-to-trough decline	-0.11%	-0.60%	+0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.19%	—	—

Volatility

Volatility by Period

	DCRE	DSCO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.16%	2.43%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.57%	2.43%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.57%	2.43%	-0.86%

DCRE vs. DSCO - Expense Ratio Comparison

DCRE has a 0.40% expense ratio, which is lower than DSCO's 0.50% expense ratio.

Dividends

DCRE vs. DSCO - Dividend Comparison

DCRE's dividend yield for the trailing twelve months is around 4.76%, more than DSCO's 2.26% yield.

Position	TTM	2025	2024	2023
DCRE DoubleLine Commercial Real Estate ETF	4.76%	4.84%	5.52%	3.47%
DSCO DoubleLine Securitized Credit ETF	2.26%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DCRE and DSCO in my portfolio?

DCRE and DSCO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DCRE or DSCO?

On fees, DCRE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DCRE or DSCO?

DCRE is cheaper with a 0.40% expense ratio, compared with 0.50% for DSCO.

Which ETF pays a higher dividend yield, DCRE or DSCO?

DCRE has the higher dividend yield at 4.76%, compared with 2.26% for DSCO.

What is the main difference between DCRE and DSCO?

DCRE is categorized as Short-Term Bond, while DSCO is Mortgage Backed Securities. Their fees differ too: 0.40% for DCRE and 0.50% for DSCO.