DPRE vs. DTCR
DPRE (Virtus Duff & Phelps Real Estate Income ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both REIT funds. DPRE is actively managed, while DTCR is passively managed. Their 0.10 correlation means their historical movements had little consistent relationship. DPRE charges 0.59%/yr vs 0.50%/yr for DTCR.
Performance
DPRE vs. DTCR - Performance Comparison
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Returns By Period
DPRE
- 1D
- -0.27%
- 1M
- 2.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DTCR
- 1D
- -1.49%
- 1M
- -9.41%
- 6M
- 15.27%
- YTD
- 31.72%
- 1Y
- 43.44%
- 3Y*
- 27.72%
- 5Y*
- 11.62%
- 10Y*
- —
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.14K | $83.65K | $60.32K | |
| $21.92M | $40.63M | $45.08M |
DPRE vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 9.36% |
DTCR Global X Data Center & Digital Infrastructure ETF | 2.40% |
Correlation
The correlation between DPRE and DTCR is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026 | 0.10 |
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Return for Risk
DPRE vs. DTCR — Risk / Return Rank
DPRE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DTCR
DPRE vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) 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.
| DPRE | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.86 | — |
| Martin ratioReturn relative to average drawdown | — | 8.19 | — |
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Drawdowns
DPRE vs. DTCR - Drawdown Comparison
The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for DPRE and DTCR.
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Drawdown Indicators
| DPRE | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.57% | -38.98% | +35.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.28% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -0.27% | -14.38% | +14.11% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -12.25% | +11.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.37% | — |
Volatility
DPRE vs. DTCR - Volatility Comparison
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Volatility by Period
| DPRE | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 24.28% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 22.39% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 22.17% | -6.84% |
DPRE vs. DTCR - Expense Ratio Comparison
DPRE has a 0.59% expense ratio, which is higher than DTCR's 0.50% expense ratio.
Dividends
DPRE vs. DTCR - Dividend Comparison
DPRE's dividend yield for the trailing twelve months is around 0.90%, more than DTCR's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTCR Global X Data Center & Digital Infrastructure ETF | 0.89% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
Frequently Asked Questions
DPRE and DTCR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTCR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTCR is cheaper with a 0.50% expense ratio, compared with 0.59% for DPRE.
DPRE and DTCR have nearly identical dividend yields, around 0.90%.
They also come from different issuers: Virtus and Global X. Their fees differ too: 0.59% for DPRE and 0.50% for DTCR.
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