IDT vs. DTCR

Last updated Jun 4, 2026

IDT (IDT Corporation) is a stock, while DTCR (Global X Data Center & Digital Infrastructure ETF) is REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Over the past 5 years, IDT returned 9.99%/yr vs 15.53%/yr for DTCR. At a 0.24 correlation, their price movements are largely independent.

Performance

IDT vs. DTCR - Performance Comparison

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

Returns By Period

In the year-to-date period, IDT achieves a 5.66% return, which is significantly lower than DTCR's 52.56% return.

IDT

• 1D: -2.49%
• 1M: 4.14%
• YTD: 5.66%
• 6M: 8.24%
• 1Y: -8.00%
• 3Y*: 20.04%
• 5Y*: 9.99%
• 10Y*: 18.83%

DTCR

• 1D: -0.74%
• 1M: 11.31%
• YTD: 52.56%
• 6M: 54.49%
• 1Y: 84.73%
• 3Y*: 36.32%
• 5Y*: 15.53%
• 10Y*: —

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

IDT vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IDT IDT Corporation	5.66%	8.22%	40.09%	21.02%	-36.21%	257.28%	26.90%
DTCR Global X Data Center & Digital Infrastructure ETF	52.56%	28.99%	14.92%	18.93%	-30.89%	20.35%	5.81%

Correlation

The correlation between IDT and DTCR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Oct 30, 2020	0.24

Over the past year, the correlation between IDT and DTCR has dropped to 0.04 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Return for Risk

IDT vs. DTCR — Risk / Return Rank

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

IDT

IDT Risk / Return Rank: 31
IDT Sharpe Ratio Rank: 31
IDT Sortino Ratio Rank: 28
IDT Omega Ratio Rank: 27
IDT Calmar Ratio Rank: 32
IDT Martin Ratio Rank: 34

DTCR

DTCR Risk / Return Rank: 92
DTCR Sharpe Ratio Rank: 95
DTCR Sortino Ratio Rank: 93
DTCR Omega Ratio Rank: 91
DTCR Calmar Ratio Rank: 93
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.

IDT vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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.

	IDT	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	3.90	-4.13
Sortino ratio: Return per unit of downside risk	-0.08	4.71	-4.79
Omega ratio: Gain probability vs. loss probability	0.99	1.61	-0.62
Calmar ratio: Return relative to maximum drawdown	-0.24	6.61	-6.85
Martin ratio: Return relative to average drawdown	-0.34	20.78	-21.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDT vs. DTCR - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.23, which is lower than the DTCR Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of IDT 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.

Sharpe Ratios by Period

	IDT	DTCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	3.90	-4.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.72	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.76	-0.64

Drawdowns

IDT vs. DTCR - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IDT and DTCR.

Drawdown Indicators

	IDT	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-99.05%	-38.98%	-60.07%
Max Drawdown (1Y) Largest decline over 1 year	-33.19%	-12.89%	-20.30%
Max Drawdown (3Y) Largest decline over 3 years	-33.19%	-24.96%	-8.23%
Max Drawdown (5Y) Largest decline over 5 years	-66.93%	-38.98%	-27.95%
Max Drawdown (10Y) Largest decline over 10 years	-72.52%	—	—
Current Drawdown Current decline from peak	-22.41%	-0.74%	-21.67%
Average Drawdown Average peak-to-trough decline	-50.35%	-12.37%	-37.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.68%	4.09%	+19.59%

Volatility

IDT vs. DTCR - Volatility Comparison

IDT Corporation (IDT) and Global X Data Center & Digital Infrastructure ETF (DTCR) have volatilities of 7.02% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDT	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.02%	7.16%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	17.33%	16.92%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	34.82%	21.84%	+12.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.47%	21.83%	+21.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.60%	21.90%	+32.70%

Dividends

IDT vs. DTCR - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.46%, less than DTCR's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTCR Global X Data Center & Digital Infrastructure ETF	0.72%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%
IDT IDT Corporation	0.46%	0.47%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	2.68%	8.96%	3.93%	11.75%

Frequently Asked Questions

Can I hold both IDT and DTCR in my portfolio?

IDT and DTCR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDT or DTCR?

DTCR has higher volatility (7.16%) compared to IDT (7.02%). In terms of maximum drawdown, IDT dropped -99.05% vs DTCR's -38.98%.

Which has better risk-adjusted returns?

DTCR currently has the higher Sharpe Ratio (3.90 vs -0.23), 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.