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RWO vs. DTCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWO vs. DTCR - Performance Comparison

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

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RWO vs. DTCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RWO
SPDR Dow Jones Global Real Estate ETF
3.40%8.87%1.76%10.91%-25.11%31.03%17.43%
DTCR
Global X Data Center & Digital Infrastructure ETF
15.36%28.99%14.92%18.93%-30.89%20.35%5.81%

Returns By Period

In the year-to-date period, RWO achieves a 3.40% return, which is significantly lower than DTCR's 15.36% return.


RWO

1D
1.09%
1M
-5.92%
YTD
3.40%
6M
2.59%
1Y
9.75%
3Y*
7.83%
5Y*
2.85%
10Y*
3.10%

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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RWO vs. DTCR - Expense Ratio Comparison

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


Return for Risk

RWO vs. DTCR — Risk / Return Rank

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

RWO
RWO Risk / Return Rank: 3333
Overall Rank
RWO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
RWO Sortino Ratio Rank: 3131
Sortino Ratio Rank
RWO Omega Ratio Rank: 3030
Omega Ratio Rank
RWO Calmar Ratio Rank: 3333
Calmar Ratio Rank
RWO Martin Ratio Rank: 3838
Martin Ratio Rank

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.

RWO vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) 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.


RWODTCRDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.14

-1.51

Sortino ratio

Return per unit of downside risk

0.96

2.79

-1.84

Omega ratio

Gain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratio

Return relative to maximum drawdown

0.86

3.94

-3.07

Martin ratio

Return relative to average drawdown

3.70

11.65

-7.96

RWO vs. DTCR - Sharpe Ratio Comparison

The current RWO Sharpe Ratio is 0.63, which is lower than the DTCR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of RWO 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


RWODTCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.14

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.50

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.52

-0.37

Correlation

The correlation between RWO and DTCR is 0.62, 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

RWO vs. DTCR - Dividend Comparison

RWO's dividend yield for the trailing twelve months is around 3.49%, more than DTCR's 0.95% yield.


TTM20252024202320222021202020192018201720162015
RWO
SPDR Dow Jones Global Real Estate ETF
3.49%3.62%3.68%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.95%1.10%1.72%1.18%2.57%1.27%0.30%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RWO vs. DTCR - Drawdown Comparison

The maximum RWO drawdown since its inception was -67.69%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for RWO and DTCR.


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Drawdown Indicators


RWODTCRDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-38.98%

-28.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-13.07%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

-38.98%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-43.27%

Current Drawdown

Current decline from peak

-6.69%

-7.13%

+0.44%

Average Drawdown

Average peak-to-trough decline

-12.78%

-12.72%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.41%

-1.73%

Volatility

RWO vs. DTCR - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate ETF (RWO) is 5.31%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 8.22%. This indicates that RWO 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


RWODTCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

8.22%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

17.48%

-8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

23.28%

-7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

21.58%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

21.83%

-3.64%