FDIV vs. DTCR

Last updated Apr 1, 2026

Compare and contrast key facts about MarketDesk Focused U.S. Dividend ETF (FDIV) and Global X Data Center & Digital Infrastructure ETF (DTCR).

FDIV and DTCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDIV is an actively managed fund by MarketDesk. It was launched on Sep 19, 2023. 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.

Performance

FDIV vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Dividend ETF (FDIV) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

FDIV vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FDIV MarketDesk Focused U.S. Dividend ETF	-0.78%	2.95%	-37.35%	6.78%	-9.97%	10.20%	7.29%
DTCR Global X Data Center & Digital Infrastructure ETF	13.55%	28.99%	14.92%	18.93%	-30.89%	20.35%	5.81%

Returns By Period

In the year-to-date period, FDIV achieves a -0.78% return, which is significantly lower than DTCR's 13.55% return.

FDIV

• 1D: 1.18%
• 1M: -5.92%
• YTD: -0.78%
• 6M: 0.80%
• 1Y: 2.60%
• 3Y*: -12.50%
• 5Y*: -8.22%
• 10Y*: -1.89%

DTCR

• 1D: 3.90%
• 1M: -6.26%
• YTD: 13.55%
• 6M: 17.74%
• 1Y: 49.09%
• 3Y*: 23.89%
• 5Y*: 10.33%
• 10Y*: —

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

FDIV vs. DTCR - Expense Ratio Comparison

FDIV has a 0.35% expense ratio, which is lower than DTCR's 0.50% expense ratio.

DTCR

Global X Data Center & Digital Infrastructure ETF

FDIV

MarketDesk Focused U.S. Dividend ETF

Return for Risk

FDIV vs. DTCR — Risk / Return Rank

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

FDIV

FDIV Risk / Return Rank: 17
FDIV Sharpe Ratio Rank: 16
FDIV Sortino Ratio Rank: 16
FDIV Omega Ratio Rank: 16
FDIV Calmar Ratio Rank: 18
FDIV Martin Ratio Rank: 19

DTCR

DTCR Risk / Return Rank: 92
DTCR Sharpe Ratio Rank: 93
DTCR Sortino Ratio Rank: 93
DTCR Omega Ratio Rank: 90
DTCR Calmar Ratio Rank: 95
DTCR Martin Ratio Rank: 90

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.

FDIV vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) 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.

	FDIV	DTCR	Difference
Sharpe ratio Return per unit of total volatility	0.15	2.12	-1.97
Sortino ratio Return per unit of downside risk	0.36	2.77	-2.41
Omega ratio Gain probability vs. loss probability	1.05	1.37	-0.32
Calmar ratio Return relative to maximum drawdown	0.25	3.74	-3.49
Martin ratio Return relative to average drawdown	0.88	11.13	-10.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDIV vs. DTCR - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.15, which is lower than the DTCR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FDIV and DTCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDIV	DTCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	2.12	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	0.48	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.51	-0.59

Correlation

The correlation between FDIV and DTCR is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FDIV vs. DTCR - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.93%, more than DTCR's 0.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDIV MarketDesk Focused U.S. Dividend ETF	2.93%	2.95%	4.12%	4.63%	3.81%	3.79%	4.17%	3.93%	5.13%	3.81%	3.84%	4.13%
DTCR Global X Data Center & Digital Infrastructure ETF	0.97%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FDIV vs. DTCR - Drawdown Comparison

The maximum FDIV drawdown since its inception was -47.90%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for FDIV and DTCR.

Drawdown Indicators

	FDIV	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-47.90%	-38.98%	-8.92%
Max Drawdown (1Y) Largest decline over 1 year	-13.03%	-13.07%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	-47.90%	-38.98%	-8.92%
Max Drawdown (10Y) Largest decline over 10 years	-47.90%	—	—
Current Drawdown Current decline from peak	-38.97%	-8.58%	-30.39%
Average Drawdown Average peak-to-trough decline	-10.75%	-12.73%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	4.39%	-0.65%

Volatility

FDIV vs. DTCR - Volatility Comparison

The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.73%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 8.15%. This indicates that FDIV experiences smaller price fluctuations and is considered to be less risky than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDIV	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	8.15%	-4.42%
Volatility (6M) Calculated over the trailing 6-month period	8.31%	17.43%	-9.12%
Volatility (1Y) Calculated over the trailing 1-year period	17.42%	23.24%	-5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.69%	21.58%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	21.83%	-4.25%