DTCR vs. BYRE

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Data Center & Digital Infrastructure ETF (DTCR) and Principal Real Estate Active Opportunities ETF (BYRE).

DTCR and BYRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTCR is a passively managed fund by Global X that tracks the performance of the Solactive Data Center REITs & Digital Infrastructure Index. It was launched on Oct 27, 2020. BYRE is an actively managed fund by Principal. It was launched on May 18, 2022.

Performance

DTCR vs. BYRE - Performance Comparison

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

DTCR vs. BYRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DTCR Global X Data Center & Digital Infrastructure ETF	13.55%	28.99%	14.92%	18.93%	-14.20%
BYRE Principal Real Estate Active Opportunities ETF	2.60%	2.35%	4.18%	10.82%	-9.01%

Returns By Period

In the year-to-date period, DTCR achieves a 13.55% return, which is significantly higher than BYRE's 2.60% return.

DTCR

• 1D: 3.90%
• 1M: -6.26%
• YTD: 13.55%
• 6M: 17.74%
• 1Y: 49.09%
• 3Y*: 23.89%
• 5Y*: 10.33%
• 10Y*: —

BYRE

• 1D: 1.44%
• 1M: -6.38%
• YTD: 2.60%
• 6M: 0.58%
• 1Y: 1.04%
• 3Y*: 5.62%
• 5Y*: —
• 10Y*: —

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

DTCR vs. BYRE - Expense Ratio Comparison

DTCR has a 0.50% expense ratio, which is lower than BYRE's 0.65% expense ratio.

BYRE

Principal Real Estate Active Opportunities ETF

DTCR

Global X Data Center & Digital Infrastructure ETF

Return for Risk

DTCR vs. BYRE — Risk / Return Rank

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

DTCR

DTCR Risk / Return Rank: 92
DTCR Sharpe Ratio Rank: 93
DTCR Sortino Ratio Rank: 93
DTCR Omega Ratio Rank: 90
DTCR Calmar Ratio Rank: 95
DTCR Martin Ratio Rank: 90

BYRE

BYRE Risk / Return Rank: 14
BYRE Sharpe Ratio Rank: 13
BYRE Sortino Ratio Rank: 13
BYRE Omega Ratio Rank: 13
BYRE Calmar Ratio Rank: 15
BYRE Martin Ratio Rank: 15

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. BYRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and Principal Real Estate Active Opportunities ETF (BYRE). 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.

	DTCR	BYRE	Difference
Sharpe ratio Return per unit of total volatility	2.12	0.07	+2.05
Sortino ratio Return per unit of downside risk	2.77	0.20	+2.57
Omega ratio Gain probability vs. loss probability	1.37	1.03	+0.34
Calmar ratio Return relative to maximum drawdown	3.74	0.15	+3.59
Martin ratio Return relative to average drawdown	11.13	0.48	+10.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTCR vs. BYRE - Sharpe Ratio Comparison

The current DTCR Sharpe Ratio is 2.12, which is higher than the BYRE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of DTCR and BYRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DTCR	BYRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	0.07	+2.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.14	+0.37

Correlation

The correlation between DTCR and BYRE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DTCR vs. BYRE - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 0.97%, less than BYRE's 2.64% yield.

	TTM	2025	2024	2023	2022	2021	2020
DTCR Global X Data Center & Digital Infrastructure ETF	0.97%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%
BYRE Principal Real Estate Active Opportunities ETF	2.64%	2.71%	2.31%	2.63%	1.86%	0.00%	0.00%

Drawdowns

DTCR vs. BYRE - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, which is greater than BYRE's maximum drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for DTCR and BYRE.

Drawdown Indicators

	DTCR	BYRE	Difference
Max Drawdown Largest peak-to-trough decline	-38.98%	-25.70%	-13.28%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-10.82%	-2.25%
Max Drawdown (5Y) Largest decline over 5 years	-38.98%	—	—
Current Drawdown Current decline from peak	-8.58%	-6.43%	-2.15%
Average Drawdown Average peak-to-trough decline	-12.73%	-9.96%	-2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.39%	3.28%	+1.11%

Volatility

DTCR vs. BYRE - Volatility Comparison

Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 8.15% compared to Principal Real Estate Active Opportunities ETF (BYRE) at 4.70%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than BYRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTCR	BYRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	4.70%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	17.43%	8.77%	+8.66%
Volatility (1Y) Calculated over the trailing 1-year period	23.24%	15.00%	+8.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.58%	18.29%	+3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.83%	18.29%	+3.54%