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PPTY vs. DTCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPTY vs. DTCR - Performance Comparison

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

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PPTY vs. DTCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PPTY
US Diversified Real Estate ETF
0.01%-3.47%9.85%12.66%-26.10%40.36%18.38%
DTCR
Global X Data Center & Digital Infrastructure ETF
13.55%28.99%14.92%18.93%-30.89%20.35%5.81%

Returns By Period

In the year-to-date period, PPTY achieves a 0.01% return, which is significantly lower than DTCR's 13.55% return.


PPTY

1D
1.25%
1M
-5.37%
YTD
0.01%
6M
-1.88%
1Y
-1.68%
3Y*
5.95%
5Y*
2.27%
10Y*

DTCR

1D
3.90%
1M
-6.26%
YTD
13.55%
6M
17.74%
1Y
49.09%
3Y*
23.89%
5Y*
10.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPTY vs. DTCR - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is lower than DTCR's 0.50% expense ratio.


Return for Risk

PPTY vs. DTCR — Risk / Return Rank

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

PPTY
PPTY Risk / Return Rank: 1010
Overall Rank
PPTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 99
Sortino Ratio Rank
PPTY Omega Ratio Rank: 1010
Omega Ratio Rank
PPTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
PPTY Martin Ratio Rank: 1010
Martin Ratio Rank

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

PPTY vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) 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.


PPTYDTCRDifference

Sharpe ratio

Return per unit of total volatility

-0.10

2.12

-2.22

Sortino ratio

Return per unit of downside risk

-0.01

2.77

-2.78

Omega ratio

Gain probability vs. loss probability

1.00

1.37

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.08

3.74

-3.82

Martin ratio

Return relative to average drawdown

-0.29

11.13

-11.42

PPTY vs. DTCR - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is -0.10, which is lower than the DTCR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of PPTY 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.


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Sharpe Ratios by Period


PPTYDTCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

2.12

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.48

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.51

-0.25

Correlation

The correlation between PPTY and DTCR is 0.58, 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.


Dividends

PPTY vs. DTCR - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 3.04%, more than DTCR's 0.97% yield.


TTM20252024202320222021202020192018
PPTY
US Diversified Real Estate ETF
3.04%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.97%1.10%1.72%1.18%2.57%1.27%0.30%0.00%0.00%

Drawdowns

PPTY vs. DTCR - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for PPTY and DTCR.


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Drawdown Indicators


PPTYDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-38.98%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-13.07%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-38.98%

+6.61%

Current Drawdown

Current decline from peak

-11.89%

-8.58%

-3.31%

Average Drawdown

Average peak-to-trough decline

-11.48%

-12.73%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

4.39%

-0.68%

Volatility

PPTY vs. DTCR - Volatility Comparison

The current volatility for US Diversified Real Estate ETF (PPTY) is 4.39%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 8.15%. This indicates that PPTY 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


PPTYDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

8.15%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

17.43%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

23.24%

-5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

21.58%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

21.83%

+0.23%