VPN vs. DLR
VPN (Global X Data Center REITs & Digital Infrastructure ETF) is REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index, while DLR (Digital Realty Trust, Inc.) is a stock. Over the past 5 years, VPN returned 11.34%/yr vs 7.72%/yr for DLR. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
VPN vs. DLR - Performance Comparison
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Returns By Period
In the year-to-date period, VPN achieves a 30.53% return, which is significantly higher than DLR's 23.50% return.
VPN
- 1D
- -0.90%
- 1M
- -3.58%
- 6M
- 12.55%
- YTD
- 30.53%
- 1Y
- 47.91%
- 3Y*
- 27.27%
- 5Y*
- 11.34%
- 10Y*
- —
- ALL TIME*
- 13.20%
DLR
- 1D
- -2.42%
- 1M
- 8.78%
- 6M
- 15.14%
- YTD
- 23.50%
- 1Y
- 12.63%
- 3Y*
- 18.81%
- 5Y*
- 7.72%
- 10Y*
- 9.76%
- ALL TIME*
- 18.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $649.02M | $598.96M | $548.08M | |
| $22.41M | $38.68M | $44.72M |
VPN vs. DLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VPN Global X Data Center REITs & Digital Infrastructure ETF | 30.53% | 28.99% | 14.92% | 18.93% | -30.89% | 20.35% | 6.60% |
DLR Digital Realty Trust, Inc. | 23.50% | -10.07% | 35.90% | 39.95% | -41.00% | 30.66% | -6.11% |
Correlation
The correlation between VPN and DLR is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020 | 0.68 |
The correlation between VPN and DLR has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
VPN vs. DLR — Risk / Return Rank
VPN
DLR
VPN vs. DLR - Risk-Adjusted Trends 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.
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.
| VPN | DLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.09 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 0.59 | +1.96 |
| Martin ratioReturn relative to average drawdown | 8.11 | 1.36 | +6.75 |
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Drawdowns
VPN vs. DLR - Drawdown Comparison
The maximum VPN drawdown since its inception was -38.98%, 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.
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Drawdown Indicators
| VPN | DLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -56.80% | +17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -16.83% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -24.96% | -29.40% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -38.98% | -48.52% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.52% | — |
Current DrawdownCurrent decline from peak | -15.15% | -6.93% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -11.12% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 7.45% | -1.83% |
Volatility
VPN vs. DLR - Volatility Comparison
The current volatility for Global X Data Center REITs & Digital Infrastructure ETF (VPN) is 8.80%, while Digital Realty Trust, Inc. (DLR) has a volatility of 12.89%. 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.
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Volatility by Period
| VPN | DLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 12.89% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.77% | 20.76% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 26.82% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 29.27% | -6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 28.49% | -6.24% |
Dividends
VPN vs. DLR - Dividend Comparison
VPN's dividend yield for the trailing twelve months is around 0.90%, less than DLR's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 2.59% | 3.15% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 4.50% |
VPN Global X Data Center REITs & Digital Infrastructure ETF | 0.90% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VPN and DLR have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLR has higher volatility (12.89%) compared to VPN (8.80%). In terms of maximum drawdown, VPN dropped -38.98% vs DLR's -56.80%.
VPN currently has the higher Sharpe Ratio (1.84 vs 0.37), 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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