SPEU vs. DTCR
SPEU (SPDR Portfolio Europe ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - SPEU is a Europe Equities fund tracking the STOXX Europe Total Market, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Over the past 5 years, SPEU returned 8.33%/yr vs 14.12%/yr for DTCR. A 0.59 correlation means they provide meaningful diversification when combined. SPEU charges 0.09%/yr vs 0.50%/yr for DTCR.
Performance
SPEU vs. DTCR - Performance Comparison
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Returns By Period
In the year-to-date period, SPEU achieves a 7.38% return, which is significantly lower than DTCR's 47.68% return.
SPEU
- 1D
- 0.18%
- 1M
- 2.29%
- YTD
- 7.38%
- 6M
- 9.85%
- 1Y
- 19.59%
- 3Y*
- 16.58%
- 5Y*
- 8.33%
- 10Y*
- 10.17%
DTCR
- 1D
- 0.23%
- 1M
- 1.80%
- YTD
- 47.68%
- 6M
- 48.56%
- 1Y
- 76.02%
- 3Y*
- 33.82%
- 5Y*
- 14.12%
- 10Y*
- —
SPEU vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPEU SPDR Portfolio Europe ETF | 7.38% | 35.80% | 1.93% | 19.85% | -15.97% | 16.20% | 22.47% |
DTCR Global X Data Center & Digital Infrastructure ETF | 47.68% | 28.99% | 14.92% | 18.93% | -30.89% | 20.35% | 6.60% |
Correlation
The correlation between SPEU and DTCR is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020 | 0.59 |
The correlation between SPEU and DTCR has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
SPEU vs. DTCR — Risk / Return Rank
SPEU
DTCR
SPEU vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) 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.
| SPEU | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.50 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 5.64 | -4.16 |
| Martin ratioReturn relative to average drawdown | 5.42 | 17.40 | -11.99 |
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Drawdowns
SPEU vs. DTCR - Drawdown Comparison
The maximum SPEU drawdown since its inception was -62.45%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for SPEU and DTCR.
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Drawdown Indicators
| SPEU | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.45% | -38.98% | -23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -12.89% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -24.96% | +10.79% |
Max Drawdown (5Y)Largest decline over 5 years | -32.70% | -38.98% | +6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.83% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -3.92% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -12.32% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 4.17% | -0.86% |
Volatility
SPEU vs. DTCR - Volatility Comparison
The current volatility for SPDR Portfolio Europe ETF (SPEU) is 5.81%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.32%. This indicates that SPEU 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
| SPEU | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 9.32% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 18.44% | -5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 22.99% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 22.04% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 22.06% | -3.55% |
SPEU vs. DTCR - Expense Ratio Comparison
SPEU has a 0.09% expense ratio, which is lower than DTCR's 0.50% expense ratio.
Dividends
SPEU vs. DTCR - Dividend Comparison
SPEU's dividend yield for the trailing twelve months is around 3.33%, more than DTCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 0.74% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPEU SPDR Portfolio Europe ETF | 3.33% | 3.47% | 3.29% | 2.91% | 3.08% | 2.67% | 2.29% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% |
Frequently Asked Questions
SPEU and DTCR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTCR has higher volatility (9.32%) compared to SPEU (5.81%). In terms of maximum drawdown, SPEU dropped -62.45% vs DTCR's -38.98%.
On 5-year performance, DTCR leads with 14.12% vs 8.33% for SPEU. On fees, SPEU is cheaper at 0.09% per year. On volatility, SPEU has been the lower-risk option at 5.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DTCR has performed better with a 14.12% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPEU is cheaper with a 0.09% expense ratio, compared with 0.50% for DTCR.
SPEU has the higher dividend yield at 3.33%, compared with 0.74% for DTCR.
SPEU is categorized as Europe Equities, while DTCR is REIT. SPEU tracks STOXX Europe Total Market, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: State Street and Global X. Their fees differ too: 0.09% for SPEU and 0.50% for DTCR.
DTCR currently has the higher Sharpe Ratio (3.16 vs 1.13), 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.
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