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EDGQ vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGQ vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq-100 Income Edge ETF (EDGQ) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EDGQ

1D
0.86%
1M
-2.56%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

DTCR

1D
-0.90%
1M
-3.58%
6M
12.55%
YTD
30.53%
1Y
47.91%
3Y*
27.27%
5Y*
11.34%
10Y*
ALL TIME*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.41M$38.68M$44.72M
$370.87K$410.33K$365.52K

EDGQ vs. DTCR - Yearly Performance Comparison


Correlation

The correlation between EDGQ and DTCR is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 18, 2026

0.79

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Return for Risk

EDGQ vs. DTCR — Risk / Return Rank

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

EDGQ

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


DTCR
DTCR Risk / Return Rank: 7474
Overall Rank
DTCR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 7676
Sortino Ratio Rank
DTCR Omega Ratio Rank: 7373
Omega Ratio Rank
DTCR Calmar Ratio Rank: 7474
Calmar Ratio Rank
DTCR Martin Ratio Rank: 6767
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.

EDGQ vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq-100 Income Edge ETF (EDGQ) 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.


EDGQDTCRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

8.11

EDGQ vs. DTCR - Sharpe Ratio Comparison


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Drawdowns

EDGQ vs. DTCR - Drawdown Comparison

The maximum EDGQ drawdown since its inception was -10.10%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for EDGQ and DTCR.


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Drawdown Indicators


EDGQDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-10.10%

-38.98%

+28.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

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

-6.48%

-15.15%

+8.67%

Average Drawdown

Average peak-to-trough decline

-2.30%

-12.26%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

Volatility

EDGQ vs. DTCR - Volatility Comparison


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Volatility by Period


EDGQDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

24.75%

-4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

22.50%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

22.25%

-2.07%

EDGQ vs. DTCR - Expense Ratio Comparison

EDGQ has a 0.53% expense ratio, which is higher than DTCR's 0.50% expense ratio.


Dividends

EDGQ vs. DTCR - Dividend Comparison

EDGQ's dividend yield for the trailing twelve months is around 5.71%, more than DTCR's 0.90% yield.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.90%1.10%1.72%1.18%2.57%1.27%0.30%
EDGQ
Global X Nasdaq-100 Income Edge ETF
5.71%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDGQ and DTCR have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

DTCR is cheaper with a 0.50% expense ratio, compared with 0.53% for EDGQ.

EDGQ has the higher dividend yield at 5.71%, compared with 0.90% for DTCR.

EDGQ is categorized as Derivative Income, while DTCR is REIT. Their fees differ too: 0.53% for EDGQ and 0.50% for DTCR.

Portfolio Optimizer

Find the right allocation for EDGQ and DTCR

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