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IDGT vs. DTCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IDGTDTCR
YTD Return25.33%19.55%
1Y Return42.46%34.82%
3Y Return (Ann)1.59%1.45%
Sharpe Ratio2.291.92
Sortino Ratio3.102.77
Omega Ratio1.411.33
Calmar Ratio1.261.26
Martin Ratio8.227.25
Ulcer Index5.13%4.78%
Daily Std Dev18.39%18.05%
Max Drawdown-77.95%-38.98%
Current Drawdown-4.36%-2.08%

Correlation

-0.50.00.51.00.6

The correlation between IDGT and DTCR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IDGT vs. DTCR - Performance Comparison

In the year-to-date period, IDGT achieves a 25.33% return, which is significantly higher than DTCR's 19.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.14%
19.96%
IDGT
DTCR

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IDGT vs. DTCR - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than DTCR's 0.50% expense ratio.


DTCR
Global X Data Center & Digital Infrastructure ETF
Expense ratio chart for DTCR: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for IDGT: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Risk-Adjusted Performance

IDGT vs. DTCR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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.


IDGT
Sharpe ratio
The chart of Sharpe ratio for IDGT, currently valued at 2.29, compared to the broader market-2.000.002.004.006.002.29
Sortino ratio
The chart of Sortino ratio for IDGT, currently valued at 3.10, compared to the broader market0.005.0010.003.10
Omega ratio
The chart of Omega ratio for IDGT, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for IDGT, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.26
Martin ratio
The chart of Martin ratio for IDGT, currently valued at 8.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.22
DTCR
Sharpe ratio
The chart of Sharpe ratio for DTCR, currently valued at 1.92, compared to the broader market-2.000.002.004.006.001.92
Sortino ratio
The chart of Sortino ratio for DTCR, currently valued at 2.77, compared to the broader market0.005.0010.002.77
Omega ratio
The chart of Omega ratio for DTCR, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for DTCR, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.26
Martin ratio
The chart of Martin ratio for DTCR, currently valued at 7.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.25

IDGT vs. DTCR - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 2.29, which is comparable to the DTCR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDGT 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.29
1.92
IDGT
DTCR

Dividends

IDGT vs. DTCR - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 1.35%, more than DTCR's 1.17% yield.


TTM20232022202120202019201820172016201520142013
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.35%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.76%0.72%0.50%0.38%
DTCR
Global X Data Center & Digital Infrastructure ETF
1.17%1.18%2.56%1.27%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDGT vs. DTCR - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IDGT and DTCR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.36%
-2.08%
IDGT
DTCR

Volatility

IDGT vs. DTCR - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 4.34%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 5.95%. This indicates that IDGT 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.34%
5.95%
IDGT
DTCR