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

Performance

DTCR vs. SRVR - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.98%
15.05%
DTCR
SRVR

Returns By Period

In the year-to-date period, DTCR achieves a 18.93% return, which is significantly higher than SRVR's 5.80% return.


DTCR

YTD

18.93%

1M

-1.87%

6M

18.97%

1Y

25.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

SRVR

YTD

5.80%

1M

-2.86%

6M

15.06%

1Y

12.93%

5Y (annualized)

2.31%

10Y (annualized)

N/A

Key characteristics


DTCRSRVR
Sharpe Ratio1.480.86
Sortino Ratio2.171.25
Omega Ratio1.261.16
Calmar Ratio1.150.37
Martin Ratio5.422.55
Ulcer Index4.84%5.27%
Daily Std Dev17.75%15.55%
Max Drawdown-38.98%-40.99%
Current Drawdown-2.59%-23.03%

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DTCR vs. SRVR - Expense Ratio Comparison

DTCR has a 0.50% expense ratio, which is lower than SRVR's 0.60% expense ratio.


SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
Expense ratio chart for SRVR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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%

Correlation

-0.50.00.51.00.9

The correlation between DTCR and SRVR is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

DTCR vs. SRVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). 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 1.48, compared to the broader market0.002.004.001.480.86
The chart of Sortino ratio for DTCR, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.171.25
The chart of Omega ratio for DTCR, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.16
The chart of Calmar ratio for DTCR, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.150.37
The chart of Martin ratio for DTCR, currently valued at 5.42, compared to the broader market0.0020.0040.0060.0080.00100.005.422.55
DTCR
SRVR

The current DTCR Sharpe Ratio is 1.48, which is higher than the SRVR Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DTCR and SRVR, 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.48
0.86
DTCR
SRVR

Dividends

DTCR vs. SRVR - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 1.18%, less than SRVR's 1.83% yield.


TTM202320222021202020192018
DTCR
Global X Data Center & Digital Infrastructure ETF
1.18%1.18%2.56%1.27%0.30%0.00%0.00%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.83%3.69%1.70%1.19%1.58%1.61%2.13%

Drawdowns

DTCR vs. SRVR - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, roughly equal to the maximum SRVR drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for DTCR and SRVR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.59%
-23.03%
DTCR
SRVR

Volatility

DTCR vs. SRVR - Volatility Comparison

Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 6.43% compared to Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) at 5.84%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.43%
5.84%
DTCR
SRVR