GXLC vs. DTCR
GXLC (Global X U.S. 500 ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - GXLC is a Large Cap Blend Equities fund tracking the Solactive GBS United States 500 Index, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Their 0.69 correlation means they have sometimes moved together and sometimes differently. GXLC charges 0.02%/yr vs 0.50%/yr for DTCR.
Performance
GXLC vs. DTCR - Performance Comparison
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Returns By Period
In the year-to-date period, GXLC achieves a 13.47% return, which is significantly lower than DTCR's 34.14% return.
GXLC
- 1D
- -0.10%
- 1M
- 2.41%
- 6M
- 13.22%
- YTD
- 13.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DTCR
- 1D
- -1.71%
- 1M
- -1.81%
- 6M
- 18.33%
- YTD
- 34.14%
- 1Y
- 50.08%
- 3Y*
- 29.66%
- 5Y*
- 11.63%
- 10Y*
- —
- ALL TIME*
- 13.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.19M | $26.93M | $43.76M | |
| $13.68K | $22.15K | $18.83K |
GXLC vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXLC Global X U.S. 500 ETF | 13.47% | 3.22% |
DTCR Global X Data Center & Digital Infrastructure ETF | 34.14% | 3.34% |
Correlation
The correlation between GXLC and DTCR is 0.69, 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 Sep 24, 2025 | 0.69 |
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Return for Risk
GXLC vs. DTCR — Risk / Return Rank
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DTCR
GXLC vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) 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.
| GXLC | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.82 | — |
| Martin ratioReturn relative to average drawdown | — | 8.69 | — |
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Drawdowns
GXLC vs. DTCR - Drawdown Comparison
The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for GXLC and DTCR.
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Drawdown Indicators
| GXLC | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.08% | -38.98% | +29.90% |
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 DrawdownCurrent decline from peak | -0.10% | -12.80% | +12.70% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -12.26% | +10.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.78% | — |
Volatility
GXLC vs. DTCR - Volatility Comparison
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Volatility by Period
| GXLC | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 24.92% | -11.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 22.57% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.71% | 22.29% | -8.58% |
GXLC vs. DTCR - Expense Ratio Comparison
GXLC has a 0.02% expense ratio, which is lower than DTCR's 0.50% expense ratio.
Dividends
GXLC vs. DTCR - Dividend Comparison
GXLC's dividend yield for the trailing twelve months is around 0.88%, which matches DTCR's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 0.88% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
GXLC Global X U.S. 500 ETF | 0.88% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GXLC and DTCR have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXLC is cheaper with a 0.02% expense ratio, compared with 0.50% for DTCR.
GXLC and DTCR have nearly identical dividend yields, around 0.88%.
GXLC is categorized as Large Cap Blend Equities, while DTCR is REIT. GXLC tracks Solactive GBS United States 500 Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. Their fees differ too: 0.02% for GXLC and 0.50% for DTCR.
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