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DTCR vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTCR vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center & Digital Infrastructure ETF (DTCR) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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 32.24% return, which is significantly higher than XLRI's 7.92% return.


DTCR

1D
1.31%
1M
-2.32%
6M
13.84%
YTD
32.24%
1Y
49.85%
3Y*
29.05%
5Y*
11.28%
10Y*
ALL TIME*
13.44%

XLRI

1D
-0.49%
1M
0.85%
6M
6.33%
YTD
7.92%
1Y
10.04%
3Y*
5Y*
10Y*
ALL TIME*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.30M$27.23M$44.18M
$67.65K$68.45K$64.14K

DTCR vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between DTCR and XLRI is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.19

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Return for Risk

DTCR vs. XLRI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTCR
DTCR Risk / Return Rank: 7878
Overall Rank
DTCR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 8080
Sortino Ratio Rank
DTCR Omega Ratio Rank: 7878
Omega Ratio Rank
DTCR Calmar Ratio Rank: 7777
Calmar Ratio Rank
DTCR Martin Ratio Rank: 7070
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 3636
Overall Rank
XLRI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3232
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3333
Omega Ratio Rank
XLRI Calmar Ratio Rank: 3838
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DTCR vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center & Digital Infrastructure ETF (DTCR) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.


DTCRXLRIDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratioReturn relative to maximum drawdown

2.80

1.42

+1.39

Martin ratioReturn relative to average drawdown

8.79

4.95

+3.84

DTCR vs. XLRI - Sharpe Ratio Comparison

The current DTCR Sharpe Ratio is 2.03, which is higher than the XLRI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DTCR and XLRI, 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. XLRI - Drawdown Comparison

The maximum DTCR drawdown since its inception was -38.98%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for DTCR and XLRI.


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Drawdown Indicators


DTCRXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-7.12%

-31.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-7.12%

-10.76%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

-14.04%

-1.11%

-12.93%

Average Drawdown

Average peak-to-trough decline

-12.26%

-1.54%

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

2.03%

+3.65%

Volatility

DTCR vs. XLRI - Volatility Comparison

Global X Data Center & Digital Infrastructure ETF (DTCR) has a higher volatility of 8.26% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.34%. This indicates that DTCR's price experiences larger fluctuations and is considered to be riskier than XLRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTCRXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

3.34%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.62%

8.74%

+10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

24.76%

11.02%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

11.10%

+11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

11.10%

+11.15%

DTCR vs. XLRI - Expense Ratio Comparison

DTCR has a 0.50% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

DTCR vs. XLRI - Dividend Comparison

DTCR's dividend yield for the trailing twelve months is around 0.89%, less than XLRI's 14.37% yield.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.89%1.10%1.72%1.18%2.57%1.27%0.30%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
14.37%6.85%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DTCR and XLRI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (8.26%) compared to XLRI (3.34%). In terms of maximum drawdown, DTCR dropped -38.98% vs XLRI's -7.12%.

On 1-year performance, DTCR leads with 49.85% vs 10.04% for XLRI. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DTCR has performed better with a 49.85% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.50% for DTCR.

XLRI has the higher dividend yield at 14.37%, compared with 0.89% for DTCR.

DTCR is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Global X and State Street. Their fees differ too: 0.50% for DTCR and 0.35% for XLRI.

DTCR currently has the higher Sharpe Ratio (2.03 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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