MVRL vs. DTCR
MVRL (ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both REIT funds - MVRL tracks the MVIS US Mortgage REITs Index (150%) while DTCR tracks the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Over the past 5 years, MVRL returned -8.72%/yr vs 15.53%/yr for DTCR. At a 0.48 correlation, their price movements are largely independent. MVRL charges 0.95%/yr vs 0.50%/yr for DTCR.
Performance
MVRL vs. DTCR - Performance Comparison
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Returns By Period
In the year-to-date period, MVRL achieves a -5.20% return, which is significantly lower than DTCR's 52.56% return.
MVRL
- 1D
- -2.09%
- 1M
- -7.86%
- YTD
- -5.20%
- 6M
- -5.45%
- 1Y
- 11.96%
- 3Y*
- 7.15%
- 5Y*
- -8.72%
- 10Y*
- —
DTCR
- 1D
- -0.74%
- 1M
- 11.31%
- YTD
- 52.56%
- 6M
- 54.49%
- 1Y
- 84.73%
- 3Y*
- 36.32%
- 5Y*
- 15.53%
- 10Y*
- —
MVRL vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | -5.20% | 14.96% | -3.45% | 12.30% | -42.41% | 21.71% | 36.86% |
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 MVRL and DTCR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2020 | 0.48 |
The correlation between MVRL and DTCR shifts across timeframes, from 0.29 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MVRL vs. DTCR — Risk / Return Rank
MVRL
DTCR
MVRL vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) 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.
| MVRL | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.61 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 6.61 | -6.03 |
| Martin ratioReturn relative to average drawdown | 1.60 | 20.78 | -19.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVRL | DTCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 3.90 | -3.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.72 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.76 | -0.64 |
Drawdowns
MVRL vs. DTCR - Drawdown Comparison
The maximum MVRL drawdown since its inception was -60.25%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for MVRL and DTCR.
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Drawdown Indicators
| MVRL | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.25% | -38.98% | -21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -12.89% | -8.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.20% | -24.96% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -60.25% | -38.98% | -21.27% |
Current DrawdownCurrent decline from peak | -39.93% | -0.74% | -39.19% |
Average DrawdownAverage peak-to-trough decline | -31.81% | -12.37% | -19.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.51% | 4.09% | +3.42% |
Volatility
MVRL vs. DTCR - Volatility Comparison
The current volatility for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) is 5.87%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 7.16%. This indicates that MVRL 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
| MVRL | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 7.16% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 16.92% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 21.84% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.55% | 21.83% | +14.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.63% | 21.90% | +15.73% |
MVRL vs. DTCR - Expense Ratio Comparison
MVRL has a 0.95% expense ratio, which is higher than DTCR's 0.50% expense ratio.
Dividends
MVRL vs. DTCR - Dividend Comparison
MVRL's dividend yield for the trailing twelve months is around 21.21%, more than DTCR's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 0.72% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | 21.21% | 19.15% | 19.27% | 18.69% | 25.21% | 12.33% | 5.63% |
Frequently Asked Questions
MVRL and DTCR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTCR has higher volatility (7.16%) compared to MVRL (5.87%). In terms of maximum drawdown, MVRL dropped -60.25% vs DTCR's -38.98%.
On 5-year performance, DTCR leads with 15.53% vs -8.72% for MVRL. On fees, DTCR is cheaper at 0.50% per year. On volatility, MVRL has been the lower-risk option at 5.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DTCR has performed better with a 15.53% return vs -8.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DTCR is cheaper with a 0.50% expense ratio, compared with 0.95% for MVRL.
MVRL has the higher dividend yield at 21.21%, compared with 0.72% for DTCR.
MVRL tracks MVIS US Mortgage REITs Index (150%), while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: UBS and Global X. Their fees differ too: 0.95% for MVRL and 0.50% for DTCR.
DTCR currently has the higher Sharpe Ratio (3.90 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.
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