VYMI vs. DTCR
VYMI (Vanguard International High Dividend Yield ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Over the past 5 years, VYMI returned 12.29%/yr vs 14.12%/yr for DTCR. A 0.56 correlation means they provide meaningful diversification when combined. VYMI charges 0.07%/yr vs 0.50%/yr for DTCR.
Performance
VYMI vs. DTCR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VYMI achieves a 12.90% return, which is significantly lower than DTCR's 47.68% return.
VYMI
- 1D
- 0.54%
- 1M
- 1.28%
- YTD
- 12.90%
- 6M
- 14.90%
- 1Y
- 31.26%
- 3Y*
- 21.73%
- 5Y*
- 12.29%
- 10Y*
- 11.24%
DTCR
- 1D
- 0.23%
- 1M
- 1.80%
- YTD
- 47.68%
- 6M
- 48.56%
- 1Y
- 76.02%
- 3Y*
- 33.82%
- 5Y*
- 14.12%
- 10Y*
- —
VYMI vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 12.90% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | 21.14% |
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 VYMI and DTCR is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020 | 0.56 |
The correlation between VYMI and DTCR has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VYMI vs. DTCR — Risk / Return Rank
VYMI
DTCR
VYMI vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.
| VYMI | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 5.64 | -2.67 |
| Martin ratioReturn relative to average drawdown | 11.60 | 17.40 | -5.80 |
Loading charts...
Drawdowns
VYMI vs. DTCR - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, roughly equal to the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for VYMI and DTCR.
Loading charts...
Drawdown Indicators
| VYMI | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -38.98% | -1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -12.89% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -24.96% | +12.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -38.98% | +14.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.92% | +3.92% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -12.32% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 4.17% | -1.58% |
Volatility
VYMI vs. DTCR - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 4.40%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.32%. This indicates that VYMI 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.
Loading charts...
Volatility by Period
| VYMI | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 9.32% | -4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 18.44% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 22.99% | -9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 22.04% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 22.06% | -5.21% |
VYMI vs. DTCR - Expense Ratio Comparison
VYMI has a 0.07% expense ratio, which is lower than DTCR's 0.50% expense ratio.
Dividends
VYMI vs. DTCR - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.39%, more than DTCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.39% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
VYMI and DTCR have a correlation of 0.53, 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 VYMI (4.40%). In terms of maximum drawdown, VYMI dropped -40.00% vs DTCR's -38.98%.
On 5-year performance, DTCR leads with 14.12% vs 12.29% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.40%. 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 12.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.50% for DTCR.
VYMI has the higher dividend yield at 3.39%, compared with 0.74% for DTCR.
VYMI is categorized as Dividend, while DTCR is REIT. VYMI tracks FTSE All-World ex US High Dividend Yield Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.07% for VYMI and 0.50% for DTCR.
DTCR currently has the higher Sharpe Ratio (3.16 vs 2.26), 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.
Find the right allocation for VYMI and DTCR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer