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DTRE vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTRE vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTRE achieves a 7.19% return, which is significantly higher than NFTY's -6.42% return. Over the past 10 years, DTRE has underperformed NFTY with an annualized return of 2.66%, while NFTY has yielded a comparatively higher 8.46% annualized return.


DTRE

1D
-0.05%
1M
-1.60%
YTD
7.19%
6M
7.46%
1Y
6.53%
3Y*
6.34%
5Y*
-1.27%
10Y*
2.66%

NFTY

1D
0.95%
1M
1.96%
YTD
-6.42%
6M
-6.00%
1Y
-6.40%
3Y*
6.64%
5Y*
5.92%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTRE vs. NFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
7.19%8.32%-9.71%13.89%-26.53%27.43%-8.81%21.84%-4.96%10.88%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-6.42%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%21.78%

Correlation

The correlation between DTRE and NFTY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.32

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2012

0.29

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Return for Risk

DTRE vs. NFTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTRE
DTRE Risk / Return Rank: 1717
Overall Rank
DTRE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 1616
Sortino Ratio Rank
DTRE Omega Ratio Rank: 1515
Omega Ratio Rank
DTRE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DTRE Martin Ratio Rank: 1919
Martin Ratio Rank

NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 55
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.

DTRE vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.


DTRENFTYDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.09

0.94

+0.15

Calmar ratioReturn relative to maximum drawdown

0.68

-0.40

+1.08

Martin ratioReturn relative to average drawdown

2.05

-0.97

+3.03

DTRE vs. NFTY - Sharpe Ratio Comparison

The current DTRE Sharpe Ratio is 0.47, which is higher than the NFTY Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of DTRE and NFTY, 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

DTRE vs. NFTY - Drawdown Comparison

The maximum DTRE drawdown since its inception was -72.26%, which is greater than NFTY's maximum drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for DTRE and NFTY.


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Drawdown Indicators


DTRENFTYDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-47.67%

-24.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-16.14%

+6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-21.55%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

-21.55%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-47.67%

+4.88%

Current Drawdown

Current decline from peak

-12.28%

-14.45%

+2.17%

Average Drawdown

Average peak-to-trough decline

-16.87%

-9.60%

-7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

6.58%

-3.34%

Volatility

DTRE vs. NFTY - Volatility Comparison

First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) has a higher volatility of 4.79% compared to First Trust India NIFTY 50 Equal Weight ETF (NFTY) at 4.32%. This indicates that DTRE's price experiences larger fluctuations and is considered to be riskier than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTRENFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.32%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

12.64%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

14.77%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

17.41%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

20.71%

-2.18%

DTRE vs. NFTY - Expense Ratio Comparison

DTRE has a 0.60% expense ratio, which is lower than NFTY's 0.80% expense ratio.


Dividends

DTRE vs. NFTY - Dividend Comparison

DTRE's dividend yield for the trailing twelve months is around 3.35%, more than NFTY's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
3.35%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.89%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%

Frequently Asked Questions


DTRE and NFTY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTRE has higher volatility (4.79%) compared to NFTY (4.32%). In terms of maximum drawdown, DTRE dropped -72.26% vs NFTY's -47.67%.

On 10-year performance, NFTY leads with 8.46% vs 2.66% for DTRE. On fees, DTRE is cheaper at 0.60% per year. On volatility, NFTY has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NFTY has performed better with a 8.46% return vs 2.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTRE is cheaper with a 0.60% expense ratio, compared with 0.80% for NFTY.

DTRE has the higher dividend yield at 3.35%, compared with 1.89% for NFTY.

DTRE is categorized as REIT, while NFTY is Asia Pacific Equities. DTRE tracks Alerian Disruptive Technology Real Estate Index - Benchmark TR Net, while NFTY tracks NIFTY 50 Equal Weight Index. Their fees differ too: 0.60% for DTRE and 0.80% for NFTY.

DTRE currently has the higher Sharpe Ratio (0.47 vs -0.44), 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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