Global X Data Center & Digital Infrastructure ETF

10-Year Study

DTCR.US · · US · ETF

Executive Summary: Global X Data Center & Digital Infrastructure ETF has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 35.6% and an annualized volatility of 19.3%.

1Y CAGR
+68.7%
3Y CAGR
+31.5%
5Y CAGR
+12.9%
10Y CAGR
+14.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
35.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +30.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.04.5-6.314.8————————30.3%
2025-0.87.6-7.92.33.58.82.3-0.88.39.2-6.51.629.0%
2024-1.15.81.4-8.13.92.22.63.99.8-3.03.5-5.414.9%
202310.4-7.53.1-1.2-0.66.02.0-2.2-6.2-2.515.63.018.9%
2022-11.5-4.35.1-5.61.3-5.74.7-5.6-16.1-3.513.4-5.3-30.9%
20211.0-1.81.26.2-1.15.40.72.9-6.23.82.64.820.4%
2020——————————4.23.98.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.3%. The dominant macroeconomic risk driver is VNQ.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110421.208633310012
2020-12-0110824.587931721922
2021-01-0110935.776779736247
2021-02-0110734.237589052638
2021-03-0110859.343850384046
2021-04-0111533.247571975595
2021-05-0111402.649574578527
2021-06-0112021.635935513477
2021-07-0112108.826649213477
2021-08-0112457.589504013482
2021-09-0111683.32994801658
2021-10-0112122.74406253056
2021-11-0112436.600540146097
2021-12-0113027.902532969221
2022-01-0111535.805366855491
2022-02-0111038.916096805015
2022-03-0111606.144726052646
2022-04-0110954.433636507258
2022-05-0111099.400422788449
2022-06-0110470.483799378608
2022-07-0110961.9565626246
2022-08-0110346.656435487148
2022-09-018684.69159764382
2022-10-018384.150699255983
2022-11-019505.06669074003
2022-12-019003.814123541493
2023-01-019941.697322590595
2023-02-019198.582680719492
2023-03-019479.940117508106
2023-04-019364.538430868071
2023-05-019306.76235828688
2023-06-019868.875397774718
2023-07-0110064.847623131493
2023-08-019839.91213222295
2023-09-019230.32942893468
2023-10-018998.096699692313
2023-11-0110398.639854957984
2023-12-0110707.907347641938
2024-01-0110588.067134592671
2024-02-0111204.570929908898
2024-03-0111357.963393441512
2024-04-0110433.245315097762
2024-05-0110839.332866911915
2024-06-0111079.765585622183
2024-07-0111366.68998773763
2024-08-0111808.135292303294
2024-09-0112963.205368360077
2024-10-0112573.292107698211
2024-11-0113014.662183002702
2024-12-0112305.85208422668
2025-01-0112209.182483618828
2025-02-0113131.192308560336
2025-03-0112090.16979244247
2025-04-0112372.730897409856
2025-05-0112804.020251717107
2025-06-0113933.211461930232
2025-07-0114247.143168806939
2025-08-0114135.051569658533
2025-09-0115308.62804396398
2025-10-0116713.91064268358
2025-11-0115630.007447696855
2025-12-0115873.37410759289
2026-01-0118408.600209137345
2026-02-0119228.599155927688
2026-03-0118024.93097715287
2026-04-0120688.046822692155
Annual Return Matrix
YearAnnual Return
20210.20354720338040688
2022-0.3088822931584052
20230.18926348331035636
20240.1492303476959611
20250.28990451038648235
20260.3033175355450237
Total Factor Risk
0.1926805786345961
VTI.US Exposure
-0.17096055652467243
VEA.US Exposure
0.07395024250917419
VWO.US Exposure
0.11348967406579823
QQQ.US Exposure
0.21502218384765973
VTV.US Exposure
-0.03059124548477039
IJR.US Exposure
0.01743872042047482
QUAL.US Exposure
0.12752758320333313
SHV.US Exposure
0.01586239473245823
TLT.US Exposure
-0.07511878632830947
LQD.US Exposure
0.2753956388774612
HYG.US Exposure
-0.05930541484990616
GLD.US Exposure
0.017319633071381884
USO.US Exposure
-0.007919217971021143
VNQ.US Exposure
0.4243753618770827
BTC-USD.CC Exposure
0.0008482529480383731
CPER.US Exposure
-0.004173068623509481
VIX.INDX Exposure
-0.05302349561604986
UUP.US Exposure
-0.025663331330332658
TIP.US Exposure
-0.017924308074039677
Idiosyncratic Exposure
0.16344973924974865
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.91%
Market Cap$46.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+26.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Data Center & Digital Infrastructure ETF a high-risk investment?

Global X Data Center & Digital Infrastructure ETF (DTCR.US) has an annualized volatility of 19.3% and experienced a maximum drawdown of 35.6% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of DTCR.US?

Over the past 10 years, DTCR.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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