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

Key characteristics


DTCRIDGT
YTD Return16.67%22.77%
1Y Return31.02%39.75%
3Y Return (Ann)0.41%0.68%
Sharpe Ratio1.732.13
Sortino Ratio2.522.90
Omega Ratio1.301.38
Calmar Ratio1.171.19
Martin Ratio6.557.63
Ulcer Index4.80%5.14%
Daily Std Dev18.15%18.41%
Max Drawdown-38.98%-77.95%
Current Drawdown-4.45%-6.31%

Correlation

-0.50.00.51.00.6

The correlation between DTCR and IDGT is 0.62, 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.

Performance

DTCR vs. IDGT - Performance Comparison

In the year-to-date period, DTCR achieves a 16.67% return, which is significantly lower than IDGT's 22.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.27%
12.33%
DTCR
IDGT

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DTCR vs. IDGT - Expense Ratio Comparison

DTCR has a 0.50% expense ratio, which is higher than IDGT's 0.41% expense ratio.


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 IDGT: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

DTCR vs. IDGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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
Sharpe ratio
The chart of Sharpe ratio for DTCR, currently valued at 1.73, compared to the broader market-2.000.002.004.006.001.73
Sortino ratio
The chart of Sortino ratio for DTCR, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.52
Omega ratio
The chart of Omega ratio for DTCR, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for DTCR, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.17
Martin ratio
The chart of Martin ratio for DTCR, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.55
IDGT
Sharpe ratio
The chart of Sharpe ratio for IDGT, currently valued at 2.13, compared to the broader market-2.000.002.004.006.002.13
Sortino ratio
The chart of Sortino ratio for IDGT, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.0012.002.90
Omega ratio
The chart of Omega ratio for IDGT, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for IDGT, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.19
Martin ratio
The chart of Martin ratio for IDGT, currently valued at 7.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.63

DTCR vs. IDGT - Sharpe Ratio Comparison

The current DTCR Sharpe Ratio is 1.73, which is comparable to the IDGT Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DTCR and IDGT, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.73
2.13
DTCR
IDGT

Dividends

DTCR vs. IDGT - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 1.20%, less than IDGT's 1.38% yield.


TTM20232022202120202019201820172016201520142013
DTCR
Global X Data Center & Digital Infrastructure ETF
1.20%1.18%2.56%1.27%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.38%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.76%0.72%0.50%0.38%

Drawdowns

DTCR vs. IDGT - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for DTCR and IDGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.45%
-6.31%
DTCR
IDGT

Volatility

DTCR vs. IDGT - Volatility Comparison

Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 6.09% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 4.47%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.09%
4.47%
DTCR
IDGT