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REK vs. DTCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REK vs. DTCR - Performance Comparison

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

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REK vs. DTCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REK
ProShares Short Real Estate
-0.82%2.35%1.42%-6.61%29.17%-30.58%-9.54%
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, REK achieves a -0.82% return, which is significantly lower than DTCR's 13.55% return.


REK

1D
-1.56%
1M
6.98%
YTD
-0.82%
6M
4.00%
1Y
3.66%
3Y*
-0.95%
5Y*
-0.96%
10Y*
-5.81%

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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REK vs. DTCR - Expense Ratio Comparison

REK has a 0.95% expense ratio, which is higher than DTCR's 0.50% expense ratio.


Return for Risk

REK vs. DTCR — Risk / Return Rank

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

REK
REK Risk / Return Rank: 1717
Overall Rank
REK Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
REK Sortino Ratio Rank: 1818
Sortino Ratio Rank
REK Omega Ratio Rank: 1818
Omega Ratio Rank
REK Calmar Ratio Rank: 1616
Calmar Ratio Rank
REK Martin Ratio Rank: 1414
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.

REK vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) 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.


REKDTCRDifference

Sharpe ratio

Return per unit of total volatility

0.22

2.12

-1.90

Sortino ratio

Return per unit of downside risk

0.45

2.77

-2.32

Omega ratio

Gain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratio

Return relative to maximum drawdown

0.19

3.74

-3.55

Martin ratio

Return relative to average drawdown

0.28

11.13

-10.86

REK vs. DTCR - Sharpe Ratio Comparison

The current REK Sharpe Ratio is 0.22, which is lower than the DTCR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of REK 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


REKDTCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

2.12

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.48

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.51

-0.98

Correlation

The correlation between REK and DTCR is -0.66. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

REK vs. DTCR - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.08%, more than DTCR's 0.97% yield.


TTM20252024202320222021202020192018
REK
ProShares Short Real Estate
3.08%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%
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

REK vs. DTCR - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for REK and DTCR.


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Drawdown Indicators


REKDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-38.98%

-45.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-13.07%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-38.98%

+12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

Current Drawdown

Current decline from peak

-80.84%

-8.58%

-72.26%

Average Drawdown

Average peak-to-trough decline

-63.88%

-12.73%

-51.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.93%

4.39%

+5.54%

Volatility

REK vs. DTCR - Volatility Comparison

The current volatility for ProShares Short Real Estate (REK) is 4.53%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 8.15%. This indicates that REK 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


REKDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

8.15%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

17.43%

-7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

23.24%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

21.58%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

21.83%

-1.55%