DVRE vs. DTCR

Last updated Jun 24, 2026

DVRE (WEBs Real Estate XLRE Defined Volatility ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both REIT funds - DVRE tracks the Syntax Defined Volatility XLRE Index while DTCR tracks the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. At a 0.30 correlation, their price movements are largely independent. DVRE charges 0.89%/yr vs 0.50%/yr for DTCR.

Performance

DVRE vs. DTCR - Performance Comparison

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

Returns By Period

In the year-to-date period, DVRE achieves a 12.65% return, which is significantly lower than DTCR's 49.19% return.

DVRE

• 1D: 2.02%
• 1M: 0.37%
• YTD: 12.65%
• 6M: 13.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DTCR

• 1D: -3.02%
• 1M: 3.31%
• YTD: 49.19%
• 6M: 51.34%
• 1Y: 73.85%
• 3Y*: 35.46%
• 5Y*: 14.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVRE vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025
DVRE WEBs Real Estate XLRE Defined Volatility ETF	12.65%	-11.17%
DTCR Global X Data Center & Digital Infrastructure ETF	49.19%	9.75%

Correlation

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

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.30

Return for Risk

DVRE vs. DTCR — Risk / Return Rank

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

DVRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DTCR

DTCR Risk / Return Rank: 89
DTCR Sharpe Ratio Rank: 93
DTCR Sortino Ratio Rank: 88
DTCR Omega Ratio Rank: 86
DTCR Calmar Ratio Rank: 92
DTCR Martin Ratio Rank: 86

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.

DVRE vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Real Estate XLRE Defined Volatility ETF (DVRE) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.

	DVRE	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	—	3.19	—
Sortino ratio: Return per unit of downside risk	—	3.84	—
Omega ratio: Gain probability vs. loss probability	—	1.51	—
Calmar ratio: Return relative to maximum drawdown	—	5.76	—
Martin ratio: Return relative to average drawdown	—	17.72	—

Drawdowns

DVRE vs. DTCR - Drawdown Comparison

The maximum DVRE drawdown since its inception was -15.88%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for DVRE and DTCR.

Drawdown Indicators

	DVRE	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-15.88%	-38.98%	+23.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.89%	—
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	-1.66%	-3.02%	+1.36%
Average Drawdown Average peak-to-trough decline	-6.21%	-12.28%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.18%	—

Volatility

Volatility by Period

	DVRE	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.35%	23.26%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.35%	22.15%	+3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.35%	22.10%	+3.25%

DVRE vs. DTCR - Expense Ratio Comparison

DVRE has a 0.89% expense ratio, which is higher than DTCR's 0.50% expense ratio.

Dividends

DVRE vs. DTCR - Dividend Comparison

DVRE's dividend yield for the trailing twelve months is around 0.88%, more than DTCR's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DTCR Global X Data Center & Digital Infrastructure ETF	0.74%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%
DVRE WEBs Real Estate XLRE Defined Volatility ETF	0.88%	0.99%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVRE and DTCR in my portfolio?

DVRE and DTCR 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.

Which ETF is better, DVRE or DTCR?

On fees, DTCR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVRE or DTCR?

DTCR is cheaper with a 0.50% expense ratio, compared with 0.89% for DVRE.

Which ETF pays a higher dividend yield, DVRE or DTCR?

DVRE has the higher dividend yield at 0.88%, compared with 0.74% for DTCR.

What is the main difference between DVRE and DTCR?

DVRE tracks Syntax Defined Volatility XLRE Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: WEBs and Global X. Their fees differ too: 0.89% for DVRE and 0.50% for DTCR.