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DRV vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRV vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bear 3x Shares (DRV) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRV achieves a -31.44% return, which is significantly lower than DTCR's 30.53% return.


DRV

1D
1.83%
1M
-2.68%
6M
-25.85%
YTD
-31.44%
1Y
-28.22%
3Y*
-23.26%
5Y*
-15.14%
10Y*
-27.93%
ALL TIME*
-43.10%

DTCR

1D
-0.90%
1M
-3.58%
6M
12.55%
YTD
30.53%
1Y
47.91%
3Y*
27.27%
5Y*
11.34%
10Y*
ALL TIME*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.36M$3.03M$2.54M
$22.41M$38.68M$44.72M

DRV vs. DTCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRV
Direxion Daily Real Estate Bear 3x Shares
-31.44%-7.27%-10.50%-33.74%68.51%-68.77%-34.37%
DTCR
Global X Data Center & Digital Infrastructure ETF
30.53%28.99%14.92%18.93%-30.89%20.35%6.60%

Correlation

The correlation between DRV and DTCR is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.63

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

-0.62

Over the past year, the inverse relationship between DRV and DTCR has weakened: their correlation has moved from -0.62 to -0.22, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DRV vs. DTCR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRV
DRV Risk / Return Rank: 33
Overall Rank
DRV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DRV Sortino Ratio Rank: 44
Sortino Ratio Rank
DRV Omega Ratio Rank: 44
Omega Ratio Rank
DRV Calmar Ratio Rank: 33
Calmar Ratio Rank
DRV Martin Ratio Rank: 00
Martin Ratio Rank

DTCR
DTCR Risk / Return Rank: 7474
Overall Rank
DTCR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 7676
Sortino Ratio Rank
DTCR Omega Ratio Rank: 7373
Omega Ratio Rank
DTCR Calmar Ratio Rank: 7474
Calmar Ratio Rank
DTCR Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRV vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) 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.


DRVDTCRDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

0.91

1.30

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.74

2.55

-3.29

Martin ratioReturn relative to average drawdown

-1.49

8.11

-9.60

DRV vs. DTCR - Sharpe Ratio Comparison

The current DRV Sharpe Ratio is -0.66, which is lower than the DTCR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DRV and DTCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRV vs. DTCR - Drawdown Comparison

The maximum DRV drawdown since its inception was -99.99%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for DRV and DTCR.


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Drawdown Indicators


DRVDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-38.98%

-61.01%

Max Drawdown (1Y)

Largest decline over 1 year

-37.53%

-17.88%

-19.65%

Max Drawdown (3Y)

Largest decline over 3 years

-73.89%

-24.96%

-48.93%

Max Drawdown (5Y)

Largest decline over 5 years

-76.13%

-38.98%

-37.15%

Max Drawdown (10Y)

Largest decline over 10 years

-97.60%

Current Drawdown

Current decline from peak

-99.99%

-15.15%

-84.84%

Average Drawdown

Average peak-to-trough decline

-97.77%

-12.26%

-85.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

5.62%

+12.84%

Volatility

DRV vs. DTCR - Volatility Comparison

Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 13.26% compared to Global X Data Center & Digital Infrastructure ETF (DTCR) at 8.80%. This indicates that DRV's price experiences larger fluctuations and is considered to be riskier than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRVDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

8.80%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

33.11%

19.77%

+13.34%

Volatility (1Y)

Calculated over the trailing 1-year period

42.46%

24.75%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.15%

22.50%

+34.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.84%

22.25%

+40.59%

DRV vs. DTCR - Expense Ratio Comparison

DRV has a 1.08% expense ratio, which is higher than DTCR's 0.50% expense ratio.


Dividends

DRV vs. DTCR - Dividend Comparison

DRV's dividend yield for the trailing twelve months is around 3.94%, more than DTCR's 0.90% yield.


PositionTTM20252024202320222021202020192018
DRV
Direxion Daily Real Estate Bear 3x Shares
3.94%2.88%4.57%5.35%0.38%0.00%0.58%1.71%0.42%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.90%1.10%1.72%1.18%2.57%1.27%0.30%0.00%0.00%

Frequently Asked Questions


DRV and DTCR 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.

DRV has higher volatility (13.26%) compared to DTCR (8.80%). In terms of maximum drawdown, DRV dropped -99.99% vs DTCR's -38.98%.

On 5-year performance, DTCR leads with 11.34% vs -15.14% for DRV. On fees, DTCR is cheaper at 0.50% per year. On volatility, DTCR has been the lower-risk option at 8.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DTCR has performed better with a 11.34% return vs -15.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTCR is cheaper with a 0.50% expense ratio, compared with 1.08% for DRV.

DRV has the higher dividend yield at 3.94%, compared with 0.90% for DTCR.

DRV tracks MSCI US REIT Index (-300%), while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: Direxion and Global X. Their fees differ too: 1.08% for DRV and 0.50% for DTCR.

DTCR currently has the higher Sharpe Ratio (1.84 vs -0.66), 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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