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DTCR vs. DAPP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTCR and DAPP is 0.49, 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.


-0.50.00.51.00.5

Performance

DTCR vs. DAPP - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
11.73%
38.01%
DTCR
DAPP

Key characteristics

Sharpe Ratio

DTCR:

0.89

DAPP:

0.70

Sortino Ratio

DTCR:

1.35

DAPP:

1.49

Omega Ratio

DTCR:

1.16

DAPP:

1.16

Calmar Ratio

DTCR:

0.72

DAPP:

0.70

Martin Ratio

DTCR:

3.21

DAPP:

2.62

Ulcer Index

DTCR:

4.98%

DAPP:

20.56%

Daily Std Dev

DTCR:

18.08%

DAPP:

77.28%

Max Drawdown

DTCR:

-38.98%

DAPP:

-91.90%

Current Drawdown

DTCR:

-6.30%

DAPP:

-46.20%

Returns By Period

In the year-to-date period, DTCR achieves a 14.40% return, which is significantly lower than DAPP's 63.52% return.


DTCR

YTD

14.40%

1M

-3.98%

6M

11.36%

1Y

16.02%

5Y*

N/A

10Y*

N/A

DAPP

YTD

63.52%

1M

-8.99%

6M

37.34%

1Y

53.94%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DTCR vs. DAPP - Expense Ratio Comparison

Both DTCR and DAPP have an expense ratio of 0.50%.


DTCR
Global X Data Center & Digital Infrastructure ETF
Expense ratio chart for DTCR: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DAPP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

DTCR vs. DAPP - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DTCR, currently valued at 0.89, compared to the broader market0.002.004.000.890.70
The chart of Sortino ratio for DTCR, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.351.49
The chart of Omega ratio for DTCR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.16
The chart of Calmar ratio for DTCR, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.720.70
The chart of Martin ratio for DTCR, currently valued at 3.21, compared to the broader market0.0020.0040.0060.0080.00100.003.212.62
DTCR
DAPP

The current DTCR Sharpe Ratio is 0.89, which is comparable to the DAPP Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DTCR and DAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
0.70
DTCR
DAPP

Dividends

DTCR vs. DAPP - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 1.23%, less than DAPP's 3.58% yield.


TTM2023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
1.23%1.18%2.56%1.27%0.30%
DAPP
VanEck Digital Transformation ETF
3.58%0.00%0.00%10.13%0.00%

Drawdowns

DTCR vs. DAPP - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, smaller than the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for DTCR and DAPP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.30%
-46.20%
DTCR
DAPP

Volatility

DTCR vs. DAPP - Volatility Comparison

The current volatility for Global X Data Center & Digital Infrastructure ETF (DTCR) is 5.50%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 24.33%. This indicates that DTCR experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
24.33%
DTCR
DAPP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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