DLR vs. KMLM
DLR (Digital Realty Trust, Inc.) is a stock, while KMLM (KFA Mount Lucas Index Strategy ETF) is Systematic Trend fund tracking the KFA MLM Index. Over the past 5 years, DLR returned 7.72%/yr vs 5.77%/yr for KMLM. Their -0.18 correlation means they have often moved in opposite directions in the past.
Performance
DLR vs. KMLM - Performance Comparison
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Returns By Period
In the year-to-date period, DLR achieves a 23.50% return, which is significantly higher than KMLM's 12.95% return.
DLR
- 1D
- -2.42%
- 1M
- 8.78%
- 6M
- 15.14%
- YTD
- 23.50%
- 1Y
- 12.63%
- 3Y*
- 18.81%
- 5Y*
- 7.72%
- 10Y*
- 9.76%
- ALL TIME*
- 18.05%
KMLM
- 1D
- 0.24%
- 1M
- 6.85%
- 6M
- 12.90%
- YTD
- 12.95%
- 1Y
- 18.19%
- 3Y*
- 0.08%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 7.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $649.02M | $598.96M | $548.08M | |
| $14.29M | $9.53M | $7.83M |
DLR vs. KMLM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 23.50% | -10.07% | 35.90% | 39.95% | -41.00% | 30.66% | 4.14% |
KMLM KFA Mount Lucas Index Strategy ETF | 12.95% | -2.98% | -1.69% | -5.66% | 30.61% | 7.04% | 5.74% |
Correlation
The correlation between DLR and KMLM is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2020 | -0.18 |
The correlation between DLR and KMLM shifts across timeframes, from -0.18 (5 years) to -0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DLR vs. KMLM — Risk / Return Rank
DLR
KMLM
DLR vs. KMLM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.
| DLR | KMLM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.86 | -1.26 |
| Martin ratioReturn relative to average drawdown | 1.36 | 6.03 | -4.67 |
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Drawdowns
DLR vs. KMLM - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, which is greater than KMLM's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for DLR and KMLM.
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Drawdown Indicators
| DLR | KMLM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.80% | -27.47% | -29.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | -9.61% | -7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | -22.28% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | -27.47% | -21.05% |
Max Drawdown (10Y)Largest decline over 10 years | -48.52% | — | — |
Current DrawdownCurrent decline from peak | -6.93% | -11.93% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -12.79% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 2.95% | +4.50% |
Volatility
DLR vs. KMLM - Volatility Comparison
Digital Realty Trust, Inc. (DLR) has a higher volatility of 12.89% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 3.70%. This indicates that DLR's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLR | KMLM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.89% | 3.70% | +9.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.76% | 10.31% | +10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.82% | 11.49% | +15.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.27% | 14.53% | +14.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.49% | 14.66% | +13.83% |
Dividends
DLR vs. KMLM - Dividend Comparison
DLR's dividend yield for the trailing twelve months is around 2.59%, less than KMLM's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 2.59% | 3.15% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 4.50% |
KMLM KFA Mount Lucas Index Strategy ETF | 4.45% | 5.02% | 0.82% | 0.00% | 13.22% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DLR and KMLM have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLR has higher volatility (12.89%) compared to KMLM (3.70%). In terms of maximum drawdown, DLR dropped -56.80% vs KMLM's -27.47%.
KMLM currently has the higher Sharpe Ratio (1.55 vs 0.37), 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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