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RSSL vs. DTCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSL vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) 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

In the year-to-date period, RSSL achieves a 20.32% return, which is significantly lower than DTCR's 49.19% return.


RSSL

1D
-0.99%
1M
3.83%
YTD
20.32%
6M
17.70%
1Y
41.18%
3Y*
5Y*
10Y*

DTCR

1D
-3.02%
1M
3.31%
YTD
49.19%
6M
51.34%
1Y
73.85%
3Y*
35.46%
5Y*
14.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. DTCR - Yearly Performance Comparison


2026 (YTD)20252024
RSSL
Global X Russell 2000 ETF
20.32%12.87%10.21%
DTCR
Global X Data Center & Digital Infrastructure ETF
49.19%28.99%12.92%

Correlation

The correlation between RSSL and DTCR is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.62

The correlation between RSSL and DTCR has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

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Return for Risk

RSSL vs. DTCR — Risk / Return Rank

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

RSSL
RSSL Risk / Return Rank: 7272
Overall Rank
RSSL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSSL Omega Ratio Rank: 6262
Omega Ratio Rank
RSSL Calmar Ratio Rank: 8080
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7777
Martin Ratio Rank

DTCR
DTCR Risk / Return Rank: 8989
Overall Rank
DTCR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DTCR Sortino Ratio Rank: 8888
Sortino Ratio Rank
DTCR Omega Ratio Rank: 8686
Omega Ratio Rank
DTCR Calmar Ratio Rank: 9292
Calmar Ratio Rank
DTCR Martin Ratio Rank: 8686
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.

RSSL vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) 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.


RSSLDTCRDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.34

1.51

-0.17

Calmar ratioReturn relative to maximum drawdown

3.78

5.76

-1.97

Martin ratioReturn relative to average drawdown

13.29

17.72

-4.43

RSSL vs. DTCR - Sharpe Ratio Comparison

The current RSSL Sharpe Ratio is 2.10, which is lower than the DTCR Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of RSSL and DTCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSSL vs. DTCR - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for RSSL and DTCR.


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Drawdown Indicators


RSSLDTCRDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-38.98%

+11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-12.89%

+1.96%

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

-0.99%

-3.02%

+2.03%

Average Drawdown

Average peak-to-trough decline

-5.58%

-12.28%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.18%

-1.07%

Volatility

RSSL vs. DTCR - Volatility Comparison

The current volatility for Global X Russell 2000 ETF (RSSL) is 6.41%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.71%. This indicates that RSSL 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


RSSLDTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

9.71%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

18.51%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

23.26%

-3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

22.15%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

22.10%

+0.41%

RSSL vs. DTCR - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than DTCR's 0.50% expense ratio.


Dividends

RSSL vs. DTCR - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.25%, more than DTCR's 0.74% yield.


PositionTTM202520242023202220212020
DTCR
Global X Data Center & Digital Infrastructure ETF
0.74%1.10%1.72%1.18%2.57%1.27%0.30%
RSSL
Global X Russell 2000 ETF
1.25%1.35%0.99%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSSL and DTCR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTCR has higher volatility (9.71%) compared to RSSL (6.41%). In terms of maximum drawdown, RSSL dropped -27.79% vs DTCR's -38.98%.

On 1-year performance, DTCR leads with 73.85% vs 41.18% for RSSL. On fees, RSSL is cheaper at 0.08% per year. On volatility, RSSL has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DTCR has performed better with a 73.85% return vs 41.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSSL is cheaper with a 0.08% expense ratio, compared with 0.50% for DTCR.

RSSL has the higher dividend yield at 1.25%, compared with 0.74% for DTCR.

RSSL is categorized as Small Cap Blend Equities, while DTCR is REIT. RSSL tracks Russell 2000 RIC Capped Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. Their fees differ too: 0.08% for RSSL and 0.50% for DTCR.

DTCR currently has the higher Sharpe Ratio (3.19 vs 2.10), 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.

Portfolio Optimizer

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