DPRE vs. SDCP

Last updated Jul 8, 2026

DPRE (Virtus Duff & Phelps Real Estate Income ETF) and SDCP (Virtus Newfleet Short Duration Core Plus Bond ETF) are both exchange-traded funds - DPRE is a REIT fund actively managed by Virtus, while SDCP is a Short-Term Bond fund actively managed by Virtus. Both are actively managed. At a 0.26 correlation, their price movements are largely independent. DPRE charges 0.59%/yr vs 0.35%/yr for SDCP.

Performance

DPRE vs. SDCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DPRE

• 1D: -0.29%
• 1M: 2.73%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDCP

• 1D: -0.05%
• 1M: 0.41%
• 6M: 1.51%
• YTD: 1.49%
• 1Y: 3.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DPRE vs. SDCP - Yearly Performance Comparison

	2026 (YTD)
DPRE Virtus Duff & Phelps Real Estate Income ETF	6.08%
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	0.61%

Correlation

The correlation between DPRE and SDCP is 0.26, 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 Apr 15, 2026	0.26

Return for Risk

DPRE vs. SDCP — Risk / Return Rank

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

DPRE

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

SDCP

SDCP Risk / Return Rank: 94
SDCP Sharpe Ratio Rank: 95
SDCP Sortino Ratio Rank: 96
SDCP Omega Ratio Rank: 96
SDCP Calmar Ratio Rank: 91
SDCP Martin Ratio Rank: 92

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.

DPRE vs. SDCP - 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 Newfleet Short Duration Core Plus Bond ETF (SDCP). 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	SDCP	Difference
Sharpe ratio: Return per unit of total volatility	—	3.03	—
Sortino ratio: Return per unit of downside risk	—	4.78	—
Omega ratio: Gain probability vs. loss probability	—	1.71	—
Calmar ratio: Return relative to maximum drawdown	—	4.81	—
Martin ratio: Return relative to average drawdown	—	18.21	—

Drawdowns

DPRE vs. SDCP - Drawdown Comparison

The maximum DPRE drawdown since its inception was -3.57%, which is greater than SDCP's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for DPRE and SDCP.

Drawdown Indicators

	DPRE	SDCP	Difference
Max Drawdown Largest peak-to-trough decline	-3.57%	-1.00%	-2.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.82%	—
Current Drawdown Current decline from peak	-0.98%	-0.05%	-0.93%
Average Drawdown Average peak-to-trough decline	-0.87%	-0.18%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	DPRE	SDCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.11%	1.31%	+14.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	2.01%	+14.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.11%	2.01%	+14.10%

DPRE vs. SDCP - Expense Ratio Comparison

DPRE has a 0.59% expense ratio, which is higher than SDCP's 0.35% expense ratio.

Dividends

DPRE vs. SDCP - Dividend Comparison

DPRE's dividend yield for the trailing twelve months is around 0.59%, less than SDCP's 5.21% yield.

Position	TTM	2025	2024	2023
DPRE Virtus Duff & Phelps Real Estate Income ETF	0.59%	0.00%	0.00%	0.00%
SDCP Virtus Newfleet Short Duration Core Plus Bond ETF	5.21%	5.16%	5.25%	0.59%

Frequently Asked Questions

Can I hold both DPRE and SDCP in my portfolio?

DPRE and SDCP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DPRE or SDCP?

On fees, SDCP is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DPRE or SDCP?

SDCP is cheaper with a 0.35% expense ratio, compared with 0.59% for DPRE.

Which ETF pays a higher dividend yield, DPRE or SDCP?

SDCP has the higher dividend yield at 5.21%, compared with 0.59% for DPRE.

What is the main difference between DPRE and SDCP?

DPRE is categorized as REIT, while SDCP is Short-Term Bond. Their fees differ too: 0.59% for DPRE and 0.35% for SDCP.