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VPN vs. DTCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VPN vs. DTCR - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.37%
18.58%
VPN
DTCR

Returns By Period

The year-to-date returns for both investments are quite close, with VPN having a 18.93% return and DTCR slightly higher at 19.14%.


VPN

YTD

18.93%

1M

-1.54%

6M

18.37%

1Y

25.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

DTCR

YTD

19.14%

1M

-1.37%

6M

18.57%

1Y

26.03%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VPNDTCR
Sharpe Ratio1.481.47
Sortino Ratio2.162.15
Omega Ratio1.261.26
Calmar Ratio1.151.14
Martin Ratio5.425.37
Ulcer Index4.84%4.85%
Daily Std Dev17.77%17.75%
Max Drawdown-39.01%-38.98%
Current Drawdown-2.59%-2.42%

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VPN vs. DTCR - Expense Ratio Comparison

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


VPN
Global X Data Center REITs & Digital Infrastructure ETF
Expense ratio chart for VPN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DTCR: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Correlation

-0.50.00.51.01.0

The correlation between VPN and DTCR is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

VPN vs. DTCR - 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 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.


Sharpe ratio
The chart of Sharpe ratio for VPN, currently valued at 1.45, compared to the broader market0.002.004.001.451.47
The chart of Sortino ratio for VPN, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.132.15
The chart of Omega ratio for VPN, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.26
The chart of Calmar ratio for VPN, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.131.14
The chart of Martin ratio for VPN, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.005.325.37
VPN
DTCR

The current VPN Sharpe Ratio is 1.48, which is comparable to the DTCR Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VPN 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.45
1.47
VPN
DTCR

Dividends

VPN vs. DTCR - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 1.18%, which matches DTCR's 1.18% yield.


TTM2023202220212020
VPN
Global X Data Center REITs & Digital Infrastructure ETF
1.18%1.18%2.57%0.85%0.30%
DTCR
Global X Data Center & Digital Infrastructure ETF
1.18%1.18%2.56%1.27%0.30%

Drawdowns

VPN vs. DTCR - Drawdown Comparison

The maximum VPN drawdown since its inception was -39.01%, roughly equal to the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for VPN and DTCR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.59%
-2.42%
VPN
DTCR

Volatility

VPN vs. DTCR - Volatility Comparison

Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Global X Data Center & Digital Infrastructure ETF (DTCR) have volatilities of 6.40% and 6.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.40%
6.41%
VPN
DTCR