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

Key characteristics


VPNDTCR
YTD Return18.86%16.67%
1Y Return33.49%31.02%
3Y Return (Ann)0.90%0.41%
Sharpe Ratio1.921.73
Sortino Ratio2.762.52
Omega Ratio1.331.30
Calmar Ratio1.281.17
Martin Ratio7.246.55
Ulcer Index4.79%4.80%
Daily Std Dev18.09%18.15%
Max Drawdown-39.01%-38.98%
Current Drawdown-2.64%-4.45%

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.

Performance

VPN vs. DTCR - Performance Comparison

In the year-to-date period, VPN achieves a 18.86% return, which is significantly higher than DTCR's 16.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.62%
16.43%
VPN
DTCR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

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.


VPN
Sharpe ratio
The chart of Sharpe ratio for VPN, currently valued at 1.88, compared to the broader market-2.000.002.004.001.88
Sortino ratio
The chart of Sortino ratio for VPN, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.0012.002.71
Omega ratio
The chart of Omega ratio for VPN, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for VPN, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.26
Martin ratio
The chart of Martin ratio for VPN, currently valued at 7.08, compared to the broader market0.0020.0040.0060.0080.00100.007.08
DTCR
Sharpe ratio
The chart of Sharpe ratio for DTCR, currently valued at 1.73, compared to the broader market-2.000.002.004.001.73
Sortino ratio
The chart of Sortino ratio for DTCR, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.52
Omega ratio
The chart of Omega ratio for DTCR, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for DTCR, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.17
Martin ratio
The chart of Martin ratio for DTCR, currently valued at 6.55, compared to the broader market0.0020.0040.0060.0080.00100.006.55

VPN vs. DTCR - Sharpe Ratio Comparison

The current VPN Sharpe Ratio is 1.92, which is comparable to the DTCR Sharpe Ratio of 1.73. 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
1.88
1.73
VPN
DTCR

Dividends

VPN vs. DTCR - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 1.18%, less than DTCR's 1.20% 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
1.20%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
-2.64%
-4.45%
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 5.82% and 6.09%, 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
5.82%
6.09%
VPN
DTCR