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RAYS vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYS vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Solar ETF (RAYS) 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


RAYS

1D
0.00%
1M
0.00%
6M
YTD
1Y
3Y*
5Y*
10Y*

DTCR

1D
-2.75%
1M
-12.08%
6M
17.67%
YTD
31.00%
1Y
45.57%
3Y*
27.73%
5Y*
11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYS vs. DTCR - Yearly Performance Comparison


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Return for Risk

RAYS vs. DTCR — Risk / Return Rank

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

RAYS

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


DTCR
DTCR Risk / Return Rank: 7070
Overall Rank
DTCR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTCR Omega Ratio Rank: 6666
Omega Ratio Rank
DTCR Calmar Ratio Rank: 7575
Calmar Ratio Rank
DTCR Martin Ratio Rank: 6666
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.

RAYS vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Solar ETF (RAYS) 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.


RAYSDTCRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.08

Martin ratioReturn relative to average drawdown

9.35

RAYS vs. DTCR - Sharpe Ratio Comparison


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Drawdowns

RAYS vs. DTCR - Drawdown Comparison

The maximum RAYS drawdown since its inception was 0.00%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for RAYS and DTCR.


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Drawdown Indicators


RAYSDTCRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-38.98%

+38.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

0.00%

-14.84%

+14.84%

Average Drawdown

Average peak-to-trough decline

0.00%

-12.25%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

Volatility

RAYS vs. DTCR - Volatility Comparison


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Volatility by Period


RAYSDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

Volatility (6M)

Calculated over the trailing 6-month period

19.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

24.04%

-24.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.36%

-22.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.18%

-22.18%

RAYS vs. DTCR - Expense Ratio Comparison

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


Dividends

RAYS vs. DTCR - Dividend Comparison

RAYS has not paid dividends to shareholders, while DTCR's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.90%1.10%1.72%1.18%2.57%1.27%0.30%
RAYS
Global X Solar ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

DTCR has the higher dividend yield at 0.90%, compared with 0.00% for RAYS.

RAYS is categorized as Alternative Energy Equities, while DTCR is REIT. RAYS tracks Solactive Solar Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index.

Portfolio Optimizer

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