VPN vs. DLR
Compare and contrast key facts about Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Digital Realty Trust, Inc. (DLR).
VPN is a passively managed fund by Global X that tracks the performance of the Solactive Data Center REITs & Digital Infrastructure Index. It was launched on Oct 27, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPN or DLR.
Key characteristics
| VPN | DLR | |
|---|---|---|
| YTD Return | 16.67% | 35.62% |
| 1Y Return | 25.66% | 37.13% |
| 3Y Return (Ann) | 0.27% | 8.48% |
| Sharpe Ratio | 1.73 | 1.67 |
| Sortino Ratio | 2.52 | 2.38 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 1.17 | 2.24 |
| Martin Ratio | 6.55 | 8.80 |
| Ulcer Index | 4.79% | 5.03% |
| Daily Std Dev | 18.16% | 26.53% |
| Max Drawdown | -39.01% | -56.80% |
| Current Drawdown | -4.45% | -2.83% |
Correlation
The correlation between VPN and DLR is 0.69, 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.
Performance
VPN vs. DLR - Performance Comparison
In the year-to-date period, VPN achieves a 16.67% return, which is significantly lower than DLR's 35.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
VPN vs. DLR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Digital Realty Trust, Inc. (DLR). 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.
Dividends
VPN vs. DLR - Dividend Comparison
VPN's dividend yield for the trailing twelve months is around 1.20%, less than DLR's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPN Global X Data Center REITs & Digital Infrastructure ETF | 1.20% | 1.18% | 2.57% | 0.85% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DLR Digital Realty Trust, Inc. | 2.74% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
Drawdowns
VPN vs. DLR - Drawdown Comparison
The maximum VPN drawdown since its inception was -39.01%, smaller than the maximum DLR drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for VPN and DLR. For additional features, visit the drawdowns tool.
Volatility
VPN vs. DLR - Volatility Comparison
The current volatility for Global X Data Center REITs & Digital Infrastructure ETF (VPN) is 6.07%, while Digital Realty Trust, Inc. (DLR) has a volatility of 11.58%. This indicates that VPN experiences smaller price fluctuations and is considered to be less risky than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.