DPRE vs. ASGM
DPRE (Virtus Duff & Phelps Real Estate Income ETF) and ASGM (Virtus AlphaSimplex Global Macro ETF) are both exchange-traded funds - DPRE is a REIT fund actively managed by Virtus, while ASGM is a Tactical Allocation fund actively managed by Virtus. Both are actively managed. Their -0.05 correlation means they have often moved in opposite directions in the past. DPRE charges 0.59%/yr vs 0.86%/yr for ASGM.
Performance
DPRE vs. ASGM - Performance Comparison
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Returns By Period
DPRE
- 1D
- -0.27%
- 1M
- 2.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ASGM
- 1D
- -0.72%
- 1M
- 0.88%
- 6M
- 10.01%
- YTD
- 16.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.59K | $19.42K | $26.00K | |
| $31.14K | $83.65K | $60.32K |
DPRE vs. ASGM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 9.36% |
ASGM Virtus AlphaSimplex Global Macro ETF | 3.25% |
Correlation
The correlation between DPRE and ASGM is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026 | -0.05 |
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Return for Risk
DPRE vs. ASGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Virtus AlphaSimplex Global Macro ETF (ASGM). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
DPRE vs. ASGM - Drawdown Comparison
The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum ASGM drawdown of -6.62%. Use the drawdown chart below to compare losses from any high point for DPRE and ASGM.
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Drawdown Indicators
| DPRE | ASGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.57% | -6.62% | +3.05% |
Current DrawdownCurrent decline from peak | -0.27% | -5.55% | +5.28% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -1.70% | +0.88% |
Volatility
DPRE vs. ASGM - Volatility Comparison
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Volatility by Period
| DPRE | ASGM | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 16.73% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 16.73% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 16.73% | -1.40% |
DPRE vs. ASGM - Expense Ratio Comparison
DPRE has a 0.59% expense ratio, which is lower than ASGM's 0.86% expense ratio.
Dividends
DPRE vs. ASGM - Dividend Comparison
DPRE's dividend yield for the trailing twelve months is around 0.90%, less than ASGM's 3.88% yield.
| Position | TTM | 2025 |
|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.88% | 4.52% |
DPRE Virtus Duff & Phelps Real Estate Income ETF | 0.90% | 0.00% |
Frequently Asked Questions
DPRE and ASGM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DPRE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DPRE is cheaper with a 0.59% expense ratio, compared with 0.86% for ASGM.
ASGM has the higher dividend yield at 3.88%, compared with 0.90% for DPRE.
DPRE is categorized as REIT, while ASGM is Tactical Allocation. Their fees differ too: 0.59% for DPRE and 0.86% for ASGM.
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