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GXIG vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXIG vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Investment Grade Corporate Bond ETF (GXIG) 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

In the year-to-date period, GXIG achieves a 0.46% return, which is significantly lower than DTCR's 49.19% return.


GXIG

1D
0.12%
1M
0.68%
YTD
0.46%
6M
0.64%
1Y
4.30%
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)

GXIG vs. DTCR - Yearly Performance Comparison


Correlation

The correlation between GXIG and DTCR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.27

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Return for Risk

GXIG vs. DTCR — Risk / Return Rank

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

GXIG
GXIG Risk / Return Rank: 2424
Overall Rank
GXIG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GXIG Sortino Ratio Rank: 2121
Sortino Ratio Rank
GXIG Omega Ratio Rank: 2222
Omega Ratio Rank
GXIG Calmar Ratio Rank: 2929
Calmar Ratio Rank
GXIG Martin Ratio Rank: 2626
Martin Ratio Rank

DTCR
DTCR Risk / Return Rank: 8989
Overall Rank
DTCR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 8888
Sortino Ratio Rank
DTCR Omega Ratio Rank: 8686
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9292
Calmar Ratio Rank
DTCR Martin Ratio Rank: 8686
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.

GXIG vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Investment Grade Corporate Bond ETF (GXIG) 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.


GXIGDTCRDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.14

1.51

-0.36

Calmar ratioReturn relative to maximum drawdown

1.36

5.76

-4.40

Martin ratioReturn relative to average drawdown

3.30

17.72

-14.42

GXIG vs. DTCR - Sharpe Ratio Comparison

The current GXIG Sharpe Ratio is 0.75, which is lower than the DTCR Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of GXIG and DTCR, 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

GXIG vs. DTCR - Drawdown Comparison

The maximum GXIG drawdown since its inception was -3.18%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for GXIG and DTCR.


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Drawdown Indicators


GXIGDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-38.98%

+35.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-12.89%

+9.71%

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

-1.33%

-3.02%

+1.69%

Average Drawdown

Average peak-to-trough decline

-1.06%

-12.28%

+11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

4.18%

-2.87%

Volatility

GXIG vs. DTCR - Volatility Comparison

The current volatility for Global X Investment Grade Corporate Bond ETF (GXIG) is 1.20%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.71%. This indicates that GXIG 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.


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Volatility by Period


GXIGDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

9.71%

-8.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

18.51%

-14.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

23.26%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

22.15%

-16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

22.10%

-16.38%

GXIG vs. DTCR - Expense Ratio Comparison

GXIG has a 0.14% expense ratio, which is lower than DTCR's 0.50% expense ratio.


Dividends

GXIG vs. DTCR - Dividend Comparison

GXIG's dividend yield for the trailing twelve months is around 5.90%, more than DTCR's 0.74% yield.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.74%1.10%1.72%1.18%2.57%1.27%0.30%
GXIG
Global X Investment Grade Corporate Bond ETF
5.90%3.83%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GXIG and DTCR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (9.71%) compared to GXIG (1.20%). In terms of maximum drawdown, GXIG dropped -3.18% vs DTCR's -38.98%.

On 1-year performance, DTCR leads with 73.85% vs 4.30% for GXIG. On fees, GXIG is cheaper at 0.14% per year. On volatility, GXIG has been the lower-risk option at 1.20%. 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 73.85% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXIG is cheaper with a 0.14% expense ratio, compared with 0.50% for DTCR.

GXIG has the higher dividend yield at 5.90%, compared with 0.74% for DTCR.

GXIG is categorized as Corporate Bonds, while DTCR is REIT. Their fees differ too: 0.14% for GXIG and 0.50% for DTCR.

DTCR currently has the higher Sharpe Ratio (3.19 vs 0.75), 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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