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IRVH vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRVH vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) 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, IRVH achieves a -4.36% return, which is significantly lower than DTCR's 53.84% return.


IRVH

1D
-0.36%
1M
-1.18%
YTD
-4.36%
6M
-4.00%
1Y
-2.13%
3Y*
0.01%
5Y*
10Y*

DTCR

1D
1.69%
1M
6.53%
YTD
53.84%
6M
55.86%
1Y
81.04%
3Y*
36.86%
5Y*
15.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRVH vs. DTCR - Yearly Performance Comparison


2026 (YTD)2025202420232022
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
-4.36%7.71%-5.49%0.83%-6.69%
DTCR
Global X Data Center & Digital Infrastructure ETF
53.84%28.99%14.92%18.93%-14.38%

Correlation

The correlation between IRVH and DTCR is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2022

0.16

The correlation between IRVH and DTCR shifts across timeframes, from 0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IRVH vs. DTCR — Risk / Return Rank

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

IRVH
IRVH Risk / Return Rank: 55
Overall Rank
IRVH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IRVH Sortino Ratio Rank: 55
Sortino Ratio Rank
IRVH Omega Ratio Rank: 55
Omega Ratio Rank
IRVH Calmar Ratio Rank: 66
Calmar Ratio Rank
IRVH Martin Ratio Rank: 55
Martin Ratio Rank

DTCR
DTCR Risk / Return Rank: 9292
Overall Rank
DTCR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 9292
Sortino Ratio Rank
DTCR Omega Ratio Rank: 9090
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9393
Calmar Ratio Rank
DTCR Martin Ratio Rank: 9090
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.

IRVH vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) 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.


IRVHDTCRDifference
Sharpe ratioReturn per unit of total volatility

-3.98

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.93

1.55

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.36

6.32

-6.68

Martin ratioReturn relative to average drawdown

-0.82

19.47

-20.28

IRVH vs. DTCR - Sharpe Ratio Comparison

The current IRVH Sharpe Ratio is -0.44, which is lower than the DTCR Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of IRVH 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

IRVH vs. DTCR - Drawdown Comparison

The maximum IRVH drawdown since its inception was -14.98%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IRVH and DTCR.


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Drawdown Indicators


IRVHDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-38.98%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.96%

-12.89%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-24.96%

+16.93%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

-11.28%

0.00%

-11.28%

Average Drawdown

Average peak-to-trough decline

-9.72%

-12.28%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

4.18%

-1.58%

Volatility

IRVH vs. DTCR - Volatility Comparison

The current volatility for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) is 1.09%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.19%. This indicates that IRVH 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


IRVHDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

9.19%

-8.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

18.21%

-14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

23.08%

-18.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

22.11%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

22.07%

-13.27%

IRVH vs. DTCR - Expense Ratio Comparison

Both IRVH and DTCR have an expense ratio of 0.50%.


Dividends

IRVH vs. DTCR - Dividend Comparison

IRVH's dividend yield for the trailing twelve months is around 5.62%, more than DTCR's 0.71% yield.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.71%1.10%1.72%1.18%2.57%1.27%0.30%
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.62%4.89%3.34%3.69%2.73%0.00%0.00%

Frequently Asked Questions


IRVH and DTCR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (9.19%) compared to IRVH (1.09%). In terms of maximum drawdown, IRVH dropped -14.98% vs DTCR's -38.98%.

On 3-year performance, DTCR leads with 36.86% vs 0.01% for IRVH. Both ETFs have the same 0.50% expense ratio. On volatility, IRVH has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DTCR has performed better with a 36.86% return vs 0.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IRVH and DTCR have the same expense ratio: 0.50% per year.

IRVH has the higher dividend yield at 5.62%, compared with 0.71% for DTCR.

IRVH is categorized as Inflation-Protected Bonds, while DTCR is REIT.

DTCR currently has the higher Sharpe Ratio (3.54 vs -0.44), 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

Find the right allocation for IRVH and DTCR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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