DTCR vs. VOO
Compare and contrast key facts about Global X Data Center & Digital Infrastructure ETF (DTCR) and Vanguard S&P 500 ETF (VOO).
DTCR and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DTCR and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTCR or VOO.
Performance
DTCR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DTCR achieves a 19.14% return, which is significantly lower than VOO's 26.58% return.
DTCR
19.14%
-1.37%
18.57%
26.03%
N/A
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| DTCR | VOO | |
|---|---|---|
| Sharpe Ratio | 1.47 | 2.69 |
| Sortino Ratio | 2.15 | 3.59 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 1.14 | 3.88 |
| Martin Ratio | 5.37 | 17.58 |
| Ulcer Index | 4.85% | 1.86% |
| Daily Std Dev | 17.75% | 12.19% |
| Max Drawdown | -38.98% | -33.99% |
| Current Drawdown | -2.42% | -0.53% |
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DTCR vs. VOO - Expense Ratio Comparison
DTCR has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between DTCR and VOO is 0.68, 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.
Risk-Adjusted Performance
DTCR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DTCR vs. VOO - Dividend Comparison
DTCR's dividend yield for the trailing twelve months is around 1.18%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 1.18% | 1.18% | 2.56% | 1.27% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DTCR vs. VOO - Drawdown Comparison
The maximum DTCR drawdown since its inception was -38.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DTCR and VOO. For additional features, visit the drawdowns tool.
Volatility
DTCR vs. VOO - Volatility Comparison
Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 6.41% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.