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DTCR vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTCR vs. IWDA.L

Last updated Jun 14, 2026

DTCR (Global X Data Center & Digital Infrastructure ETF) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, DTCR returned 14.12%/yr vs 11.47%/yr for IWDA.L. At a 0.45 correlation, their price movements are largely independent. DTCR charges 0.50%/yr vs 0.20%/yr for IWDA.L.

Performance

DTCR vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center & Digital Infrastructure ETF (DTCR) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTCR achieves a 47.68% return, which is significantly higher than IWDA.L's 8.48% return.

DTCR

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

IWDA.L

1D
2.15%
1M
1.12%
YTD
8.48%
6M
9.90%
1Y
23.88%
3Y*
19.55%
5Y*
11.47%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTCR vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF		47.68%28.99%14.92%18.93%-30.89%20.35%6.60%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		8.48%21.03%19.11%24.27%-18.11%22.19%16.20%

Correlation

The correlation between DTCR and IWDA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

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

0.45

Compare stocks, funds, or ETFs

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Global X Data Center & Digital Infrastructure ETF

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with DTCR:
DTCR vs. SRVRDTCR vs. IDGTDTCR vs. VPNDTCR vs. AIPODTCR vs. VOODTCR vs. QQQMDTCR vs. AIPI
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

DTCR vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTCR
DTCR Risk / Return Rank: 9191
Overall Rank
DTCR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 9191
Sortino Ratio Rank
DTCR Omega Ratio Rank: 9090
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9393
Calmar Ratio Rank
DTCR Martin Ratio Rank: 8989
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6969
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
Martin Ratio Rank
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. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.

DTCRIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
3.16
1.90

+1.26

Sortino ratioReturn per unit of downside risk
3.83
2.88

+0.95

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.16

Calmar ratioReturn relative to maximum drawdown

5.64

2.80

+2.84

Martin ratioReturn relative to average drawdown

17.40

11.55

+5.85

DTCR vs. IWDA.L - Sharpe Ratio Comparison

The current DTCR Sharpe Ratio is 3.16, which is higher than the IWDA.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DTCR and IWDA.L, 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

DTCR vs. IWDA.L - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for DTCR and IWDA.L.

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Drawdown Indicators

DTCRIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-34.11%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-8.31%

-4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

-16.94%

-8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

-25.88%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.11%

—

Current Drawdown

Current decline from peak

-3.92%

-1.65%

-2.27%

Average Drawdown

Average peak-to-trough decline

-12.32%

-4.41%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

2.02%

+2.15%

Volatility

DTCR vs. IWDA.L - Volatility Comparison

Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 9.32% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.96%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTCRIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

3.96%

+5.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

9.61%

+8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.99%

12.26%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

15.72%

+6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

15.92%

+6.14%

DTCR vs. IWDA.L - Expense Ratio Comparison

DTCR has a 0.50% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

DTCR vs. IWDA.L - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 0.74%, while IWDA.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF		0.74%1.10%1.72%1.18%2.57%1.27%0.30%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DTCR and IWDA.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.50% for DTCR.

DTCR is categorized as REIT, while IWDA.L is Global Equities. DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index, while IWDA.L tracks MSCI World Index (Net). They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for DTCR and 0.20% for IWDA.L.

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