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PWRD vs. DTCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWRD vs. DTCR - Performance Comparison

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

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PWRD vs. DTCR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PWRD achieves a 3.12% return, which is significantly lower than DTCR's 15.36% return.


PWRD

1D
1.43%
1M
-7.98%
YTD
3.12%
6M
0.56%
1Y
3Y*
5Y*
10Y*

DTCR

1D
1.59%
1M
-3.95%
YTD
15.36%
6M
17.66%
1Y
49.61%
3Y*
24.54%
5Y*
10.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWRD vs. DTCR - Expense Ratio Comparison

PWRD has a 0.75% expense ratio, which is higher than DTCR's 0.50% expense ratio.


Return for Risk

PWRD vs. DTCR — Risk / Return Rank

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

PWRD

DTCR
DTCR Risk / Return Rank: 9191
Overall Rank
DTCR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 9292
Sortino Ratio Rank
DTCR Omega Ratio Rank: 8888
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9494
Calmar Ratio Rank
DTCR Martin Ratio Rank: 8989
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.

PWRD vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Transform Systems ETF (PWRD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PWRD vs. DTCR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PWRDDTCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.52

+0.11

Correlation

The correlation between PWRD and DTCR is 0.66, 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

PWRD vs. DTCR - Dividend Comparison

PWRD has not paid dividends to shareholders, while DTCR's dividend yield for the trailing twelve months is around 0.95%.


TTM202520242023202220212020
PWRD
TCW Transform Systems ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.95%1.10%1.72%1.18%2.57%1.27%0.30%

Drawdowns

PWRD vs. DTCR - Drawdown Comparison

The maximum PWRD drawdown since its inception was -14.12%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for PWRD and DTCR.


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Drawdown Indicators


PWRDDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-14.12%

-38.98%

+24.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

-9.39%

-7.13%

-2.26%

Average Drawdown

Average peak-to-trough decline

-3.31%

-12.72%

+9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

Volatility

PWRD vs. DTCR - Volatility Comparison


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Volatility by Period


PWRDDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

23.28%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.64%

21.58%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

21.83%

+1.81%