DTCR vs. BX

Last updated Jun 14, 2026

DTCR (Global X Data Center & Digital Infrastructure ETF) is REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index, while BX (Blackstone Inc.) is a stock. Over the past 5 years, DTCR returned 14.12%/yr vs 8.83%/yr for BX. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

DTCR vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center & Digital Infrastructure ETF (DTCR) and Blackstone Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTCR achieves a 47.68% return, which is significantly higher than BX's -18.67% return.

DTCR

• 1D: 0.23%
• 1M: 5.06%
• YTD: 47.68%
• 6M: 48.56%
• 1Y: 76.02%
• 3Y*: 33.82%
• 5Y*: 14.12%
• 10Y*: —

BX

• 1D: 1.58%
• 1M: 4.16%
• YTD: -18.67%
• 6M: -17.07%
• 1Y: -6.72%
• 3Y*: 14.11%
• 5Y*: 8.83%
• 10Y*: 22.59%

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

DTCR vs. BX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DTCR Global X Data Center & Digital Infrastructure ETF	47.68%	28.99%	14.92%	18.93%	-30.89%	20.35%	6.60%
BX Blackstone Inc.	-18.67%	-7.84%	35.07%	82.75%	-40.01%	107.11%	30.10%

Correlation

The correlation between DTCR and BX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020	0.50

Over the past year, the correlation between DTCR and BX has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

DTCR vs. BX — Risk / Return Rank

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

DTCR

DTCR Risk / Return Rank: 91
DTCR Sharpe Ratio Rank: 94
DTCR Sortino Ratio Rank: 91
DTCR Omega Ratio Rank: 90
DTCR Calmar Ratio Rank: 93
DTCR Martin Ratio Rank: 89

BX

BX Risk / Return Rank: 32
BX Sharpe Ratio Rank: 31
BX Sortino Ratio Rank: 28
BX Omega Ratio Rank: 28
BX Calmar Ratio Rank: 36
BX Martin Ratio Rank: 36

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.

DTCR vs. BX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and Blackstone Inc. (BX). 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.

	DTCR	BX	Difference
Sharpe ratio: Return per unit of total volatility	3.16	-0.28	+3.44
Sortino ratio: Return per unit of downside risk	3.83	-0.16	+3.99
Omega ratio: Gain probability vs. loss probability	1.50	0.98	+0.52
Calmar ratio: Return relative to maximum drawdown	5.64	-0.22	+5.85
Martin ratio: Return relative to average drawdown	17.40	-0.40	+17.80

DTCR vs. BX - Sharpe Ratio Comparison

The current DTCR Sharpe Ratio is 3.16, which is higher than the BX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of DTCR and BX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTCR vs. BX - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, smaller than the maximum BX drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for DTCR and BX.

Drawdown Indicators

	DTCR	BX	Difference
Max Drawdown Largest peak-to-trough decline	-38.98%	-88.09%	+49.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.89%	-44.76%	+31.87%
Max Drawdown (3Y) Largest decline over 3 years	-24.96%	-46.50%	+21.54%
Max Drawdown (5Y) Largest decline over 5 years	-38.98%	-49.29%	+10.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-49.29%	—
Current Drawdown Current decline from peak	-3.92%	-35.07%	+31.15%
Average Drawdown Average peak-to-trough decline	-12.32%	-26.39%	+14.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	24.20%	-20.03%

Volatility

DTCR vs. BX - Volatility Comparison

The current volatility for Global X Data Center & Digital Infrastructure ETF (DTCR) is 9.32%, while Blackstone Inc. (BX) has a volatility of 12.67%. This indicates that DTCR experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTCR	BX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.32%	12.67%	-3.35%
Volatility (6M) Calculated over the trailing 6-month period	18.44%	28.51%	-10.07%
Volatility (1Y) Calculated over the trailing 1-year period	22.99%	34.98%	-11.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.04%	39.41%	-17.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.06%	35.79%	-13.73%

Dividends

DTCR vs. BX - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 0.74%, less than BX's 4.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BX Blackstone Inc.	4.05%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
DTCR Global X Data Center & Digital Infrastructure ETF	0.74%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTCR and BX in my portfolio?

DTCR and BX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTCR or BX?

BX has higher volatility (12.67%) compared to DTCR (9.32%). In terms of maximum drawdown, DTCR dropped -38.98% vs BX's -88.09%.

Which has better risk-adjusted returns?

DTCR currently has the higher Sharpe Ratio (3.16 vs -0.28), 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.